Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.98 |
131.57 |
-0.41 |
-0.3% |
130.91 |
High |
132.25 |
131.57 |
-0.68 |
-0.5% |
132.25 |
Low |
131.20 |
130.98 |
-0.22 |
-0.2% |
130.87 |
Close |
131.59 |
131.48 |
-0.11 |
-0.1% |
131.48 |
Range |
1.05 |
0.59 |
-0.46 |
-43.8% |
1.38 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.2% |
0.00 |
Volume |
2,200 |
597 |
-1,603 |
-72.9% |
3,610 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.11 |
132.89 |
131.80 |
|
R3 |
132.52 |
132.30 |
131.64 |
|
R2 |
131.93 |
131.93 |
131.59 |
|
R1 |
131.71 |
131.71 |
131.53 |
131.53 |
PP |
131.34 |
131.34 |
131.34 |
131.25 |
S1 |
131.12 |
131.12 |
131.43 |
130.94 |
S2 |
130.75 |
130.75 |
131.37 |
|
S3 |
130.16 |
130.53 |
131.32 |
|
S4 |
129.57 |
129.94 |
131.16 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.67 |
134.96 |
132.24 |
|
R3 |
134.29 |
133.58 |
131.86 |
|
R2 |
132.91 |
132.91 |
131.73 |
|
R1 |
132.20 |
132.20 |
131.61 |
132.56 |
PP |
131.53 |
131.53 |
131.53 |
131.71 |
S1 |
130.82 |
130.82 |
131.35 |
131.18 |
S2 |
130.15 |
130.15 |
131.23 |
|
S3 |
128.77 |
129.44 |
131.10 |
|
S4 |
127.39 |
128.06 |
130.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.08 |
2.618 |
133.11 |
1.618 |
132.52 |
1.000 |
132.16 |
0.618 |
131.93 |
HIGH |
131.57 |
0.618 |
131.34 |
0.500 |
131.28 |
0.382 |
131.21 |
LOW |
130.98 |
0.618 |
130.62 |
1.000 |
130.39 |
1.618 |
130.03 |
2.618 |
129.44 |
4.250 |
128.47 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.41 |
131.62 |
PP |
131.34 |
131.57 |
S1 |
131.28 |
131.53 |
|