Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
129.96 |
129.30 |
-0.66 |
-0.5% |
129.94 |
| High |
129.96 |
130.08 |
0.12 |
0.1% |
130.75 |
| Low |
129.21 |
129.07 |
-0.14 |
-0.1% |
129.07 |
| Close |
129.32 |
129.73 |
0.41 |
0.3% |
129.73 |
| Range |
0.75 |
1.01 |
0.26 |
34.7% |
1.68 |
| ATR |
0.64 |
0.67 |
0.03 |
4.0% |
0.00 |
| Volume |
386 |
227 |
-159 |
-41.2% |
1,333 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.66 |
132.20 |
130.29 |
|
| R3 |
131.65 |
131.19 |
130.01 |
|
| R2 |
130.64 |
130.64 |
129.92 |
|
| R1 |
130.18 |
130.18 |
129.82 |
130.41 |
| PP |
129.63 |
129.63 |
129.63 |
129.74 |
| S1 |
129.17 |
129.17 |
129.64 |
129.40 |
| S2 |
128.62 |
128.62 |
129.54 |
|
| S3 |
127.61 |
128.16 |
129.45 |
|
| S4 |
126.60 |
127.15 |
129.17 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.89 |
133.99 |
130.65 |
|
| R3 |
133.21 |
132.31 |
130.19 |
|
| R2 |
131.53 |
131.53 |
130.04 |
|
| R1 |
130.63 |
130.63 |
129.88 |
130.24 |
| PP |
129.85 |
129.85 |
129.85 |
129.66 |
| S1 |
128.95 |
128.95 |
129.58 |
128.56 |
| S2 |
128.17 |
128.17 |
129.42 |
|
| S3 |
126.49 |
127.27 |
129.27 |
|
| S4 |
124.81 |
125.59 |
128.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.37 |
|
2.618 |
132.72 |
|
1.618 |
131.71 |
|
1.000 |
131.09 |
|
0.618 |
130.70 |
|
HIGH |
130.08 |
|
0.618 |
129.69 |
|
0.500 |
129.58 |
|
0.382 |
129.46 |
|
LOW |
129.07 |
|
0.618 |
128.45 |
|
1.000 |
128.06 |
|
1.618 |
127.44 |
|
2.618 |
126.43 |
|
4.250 |
124.78 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.68 |
129.74 |
| PP |
129.63 |
129.73 |
| S1 |
129.58 |
129.73 |
|