Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.57 |
131.61 |
0.04 |
0.0% |
130.91 |
High |
131.57 |
132.07 |
0.50 |
0.4% |
132.25 |
Low |
130.98 |
131.61 |
0.63 |
0.5% |
130.87 |
Close |
131.48 |
131.90 |
0.42 |
0.3% |
131.48 |
Range |
0.59 |
0.46 |
-0.13 |
-22.0% |
1.38 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.4% |
0.00 |
Volume |
597 |
249 |
-348 |
-58.3% |
3,610 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.24 |
133.03 |
132.15 |
|
R3 |
132.78 |
132.57 |
132.03 |
|
R2 |
132.32 |
132.32 |
131.98 |
|
R1 |
132.11 |
132.11 |
131.94 |
132.22 |
PP |
131.86 |
131.86 |
131.86 |
131.91 |
S1 |
131.65 |
131.65 |
131.86 |
131.76 |
S2 |
131.40 |
131.40 |
131.82 |
|
S3 |
130.94 |
131.19 |
131.77 |
|
S4 |
130.48 |
130.73 |
131.65 |
|
|
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 |
134.03 |
2.618 |
133.27 |
1.618 |
132.81 |
1.000 |
132.53 |
0.618 |
132.35 |
HIGH |
132.07 |
0.618 |
131.89 |
0.500 |
131.84 |
0.382 |
131.79 |
LOW |
131.61 |
0.618 |
131.33 |
1.000 |
131.15 |
1.618 |
130.87 |
2.618 |
130.41 |
4.250 |
129.66 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.88 |
131.81 |
PP |
131.86 |
131.71 |
S1 |
131.84 |
131.62 |
|