Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
131.37 |
130.91 |
-0.46 |
-0.4% |
129.81 |
High |
131.60 |
131.63 |
0.03 |
0.0% |
131.60 |
Low |
130.73 |
130.87 |
0.14 |
0.1% |
129.26 |
Close |
130.85 |
131.52 |
0.67 |
0.5% |
130.85 |
Range |
0.87 |
0.76 |
-0.11 |
-12.6% |
2.34 |
ATR |
0.74 |
0.74 |
0.00 |
0.4% |
0.00 |
Volume |
596 |
43 |
-553 |
-92.8% |
1,362 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.62 |
133.33 |
131.94 |
|
R3 |
132.86 |
132.57 |
131.73 |
|
R2 |
132.10 |
132.10 |
131.66 |
|
R1 |
131.81 |
131.81 |
131.59 |
131.96 |
PP |
131.34 |
131.34 |
131.34 |
131.41 |
S1 |
131.05 |
131.05 |
131.45 |
131.20 |
S2 |
130.58 |
130.58 |
131.38 |
|
S3 |
129.82 |
130.29 |
131.31 |
|
S4 |
129.06 |
129.53 |
131.10 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.59 |
136.56 |
132.14 |
|
R3 |
135.25 |
134.22 |
131.49 |
|
R2 |
132.91 |
132.91 |
131.28 |
|
R1 |
131.88 |
131.88 |
131.06 |
132.40 |
PP |
130.57 |
130.57 |
130.57 |
130.83 |
S1 |
129.54 |
129.54 |
130.64 |
130.06 |
S2 |
128.23 |
128.23 |
130.42 |
|
S3 |
125.89 |
127.20 |
130.21 |
|
S4 |
123.55 |
124.86 |
129.56 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.86 |
2.618 |
133.62 |
1.618 |
132.86 |
1.000 |
132.39 |
0.618 |
132.10 |
HIGH |
131.63 |
0.618 |
131.34 |
0.500 |
131.25 |
0.382 |
131.16 |
LOW |
130.87 |
0.618 |
130.40 |
1.000 |
130.11 |
1.618 |
129.64 |
2.618 |
128.88 |
4.250 |
127.64 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
131.43 |
131.38 |
PP |
131.34 |
131.23 |
S1 |
131.25 |
131.09 |
|