Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
129.81 |
129.63 |
-0.18 |
-0.1% |
129.94 |
| High |
129.81 |
129.96 |
0.15 |
0.1% |
130.75 |
| Low |
129.26 |
129.36 |
0.10 |
0.1% |
129.07 |
| Close |
129.33 |
129.58 |
0.25 |
0.2% |
129.73 |
| Range |
0.55 |
0.60 |
0.05 |
9.1% |
1.68 |
| ATR |
0.66 |
0.66 |
0.00 |
-0.3% |
0.00 |
| Volume |
38 |
44 |
6 |
15.8% |
1,333 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.43 |
131.11 |
129.91 |
|
| R3 |
130.83 |
130.51 |
129.75 |
|
| R2 |
130.23 |
130.23 |
129.69 |
|
| R1 |
129.91 |
129.91 |
129.64 |
129.77 |
| PP |
129.63 |
129.63 |
129.63 |
129.57 |
| S1 |
129.31 |
129.31 |
129.53 |
129.17 |
| S2 |
129.03 |
129.03 |
129.47 |
|
| S3 |
128.43 |
128.71 |
129.42 |
|
| S4 |
127.83 |
128.11 |
129.25 |
|
|
| 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 |
132.51 |
|
2.618 |
131.53 |
|
1.618 |
130.93 |
|
1.000 |
130.56 |
|
0.618 |
130.33 |
|
HIGH |
129.96 |
|
0.618 |
129.73 |
|
0.500 |
129.66 |
|
0.382 |
129.59 |
|
LOW |
129.36 |
|
0.618 |
128.99 |
|
1.000 |
128.76 |
|
1.618 |
128.39 |
|
2.618 |
127.79 |
|
4.250 |
126.81 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.66 |
129.58 |
| PP |
129.63 |
129.58 |
| S1 |
129.61 |
129.58 |
|