Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
129.63 |
130.25 |
0.62 |
0.5% |
129.94 |
| High |
129.96 |
130.95 |
0.99 |
0.8% |
130.75 |
| Low |
129.36 |
130.25 |
0.89 |
0.7% |
129.07 |
| Close |
129.58 |
130.74 |
1.16 |
0.9% |
129.73 |
| Range |
0.60 |
0.70 |
0.10 |
16.7% |
1.68 |
| ATR |
0.66 |
0.71 |
0.05 |
7.7% |
0.00 |
| Volume |
44 |
350 |
306 |
695.5% |
1,333 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.75 |
132.44 |
131.13 |
|
| R3 |
132.05 |
131.74 |
130.93 |
|
| R2 |
131.35 |
131.35 |
130.87 |
|
| R1 |
131.04 |
131.04 |
130.80 |
131.20 |
| PP |
130.65 |
130.65 |
130.65 |
130.72 |
| S1 |
130.34 |
130.34 |
130.68 |
130.50 |
| S2 |
129.95 |
129.95 |
130.61 |
|
| S3 |
129.25 |
129.64 |
130.55 |
|
| S4 |
128.55 |
128.94 |
130.36 |
|
|
| 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 |
133.93 |
|
2.618 |
132.78 |
|
1.618 |
132.08 |
|
1.000 |
131.65 |
|
0.618 |
131.38 |
|
HIGH |
130.95 |
|
0.618 |
130.68 |
|
0.500 |
130.60 |
|
0.382 |
130.52 |
|
LOW |
130.25 |
|
0.618 |
129.82 |
|
1.000 |
129.55 |
|
1.618 |
129.12 |
|
2.618 |
128.42 |
|
4.250 |
127.28 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.69 |
130.53 |
| PP |
130.65 |
130.32 |
| S1 |
130.60 |
130.11 |
|