Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130.40 |
129.96 |
-0.44 |
-0.3% |
130.99 |
| High |
130.40 |
129.96 |
-0.44 |
-0.3% |
132.06 |
| Low |
129.83 |
129.21 |
-0.62 |
-0.5% |
129.98 |
| Close |
130.09 |
129.32 |
-0.77 |
-0.6% |
130.01 |
| Range |
0.57 |
0.75 |
0.18 |
31.6% |
2.08 |
| ATR |
0.63 |
0.64 |
0.02 |
2.9% |
0.00 |
| Volume |
542 |
386 |
-156 |
-28.8% |
2,322 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
131.28 |
129.73 |
|
| R3 |
131.00 |
130.53 |
129.53 |
|
| R2 |
130.25 |
130.25 |
129.46 |
|
| R1 |
129.78 |
129.78 |
129.39 |
129.64 |
| PP |
129.50 |
129.50 |
129.50 |
129.43 |
| S1 |
129.03 |
129.03 |
129.25 |
128.89 |
| S2 |
128.75 |
128.75 |
129.18 |
|
| S3 |
128.00 |
128.28 |
129.11 |
|
| S4 |
127.25 |
127.53 |
128.91 |
|
|
| 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 |
133.15 |
|
2.618 |
131.92 |
|
1.618 |
131.17 |
|
1.000 |
130.71 |
|
0.618 |
130.42 |
|
HIGH |
129.96 |
|
0.618 |
129.67 |
|
0.500 |
129.59 |
|
0.382 |
129.50 |
|
LOW |
129.21 |
|
0.618 |
128.75 |
|
1.000 |
128.46 |
|
1.618 |
128.00 |
|
2.618 |
127.25 |
|
4.250 |
126.02 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.59 |
129.98 |
| PP |
129.50 |
129.76 |
| S1 |
129.41 |
129.54 |
|