Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130.28 |
130.40 |
0.12 |
0.1% |
130.99 |
| High |
130.75 |
130.40 |
-0.35 |
-0.3% |
132.06 |
| Low |
130.28 |
129.83 |
-0.45 |
-0.3% |
129.98 |
| Close |
130.48 |
130.09 |
-0.39 |
-0.3% |
130.01 |
| Range |
0.47 |
0.57 |
0.10 |
21.3% |
2.08 |
| ATR |
0.63 |
0.63 |
0.00 |
0.3% |
0.00 |
| Volume |
36 |
542 |
506 |
1,405.6% |
2,322 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.82 |
131.52 |
130.40 |
|
| R3 |
131.25 |
130.95 |
130.25 |
|
| R2 |
130.68 |
130.68 |
130.19 |
|
| R1 |
130.38 |
130.38 |
130.14 |
130.25 |
| PP |
130.11 |
130.11 |
130.11 |
130.04 |
| S1 |
129.81 |
129.81 |
130.04 |
129.68 |
| S2 |
129.54 |
129.54 |
129.99 |
|
| S3 |
128.97 |
129.24 |
129.93 |
|
| S4 |
128.40 |
128.67 |
129.78 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.92 |
135.55 |
131.15 |
|
| R3 |
134.84 |
133.47 |
130.58 |
|
| R2 |
132.76 |
132.76 |
130.39 |
|
| R1 |
131.39 |
131.39 |
130.20 |
131.04 |
| PP |
130.68 |
130.68 |
130.68 |
130.51 |
| S1 |
129.31 |
129.31 |
129.82 |
128.96 |
| S2 |
128.60 |
128.60 |
129.63 |
|
| S3 |
126.52 |
127.23 |
129.44 |
|
| S4 |
124.44 |
125.15 |
128.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.82 |
|
2.618 |
131.89 |
|
1.618 |
131.32 |
|
1.000 |
130.97 |
|
0.618 |
130.75 |
|
HIGH |
130.40 |
|
0.618 |
130.18 |
|
0.500 |
130.12 |
|
0.382 |
130.05 |
|
LOW |
129.83 |
|
0.618 |
129.48 |
|
1.000 |
129.26 |
|
1.618 |
128.91 |
|
2.618 |
128.34 |
|
4.250 |
127.41 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.12 |
130.15 |
| PP |
130.11 |
130.13 |
| S1 |
130.10 |
130.11 |
|