Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.61 |
132.15 |
0.54 |
0.4% |
130.91 |
High |
132.07 |
132.26 |
0.19 |
0.1% |
132.25 |
Low |
131.61 |
131.52 |
-0.09 |
-0.1% |
130.87 |
Close |
131.90 |
131.62 |
-0.28 |
-0.2% |
131.48 |
Range |
0.46 |
0.74 |
0.28 |
60.9% |
1.38 |
ATR |
0.72 |
0.72 |
0.00 |
0.2% |
0.00 |
Volume |
249 |
483 |
234 |
94.0% |
3,610 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.02 |
133.56 |
132.03 |
|
R3 |
133.28 |
132.82 |
131.82 |
|
R2 |
132.54 |
132.54 |
131.76 |
|
R1 |
132.08 |
132.08 |
131.69 |
131.94 |
PP |
131.80 |
131.80 |
131.80 |
131.73 |
S1 |
131.34 |
131.34 |
131.55 |
131.20 |
S2 |
131.06 |
131.06 |
131.48 |
|
S3 |
130.32 |
130.60 |
131.42 |
|
S4 |
129.58 |
129.86 |
131.21 |
|
|
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 |
135.41 |
2.618 |
134.20 |
1.618 |
133.46 |
1.000 |
133.00 |
0.618 |
132.72 |
HIGH |
132.26 |
0.618 |
131.98 |
0.500 |
131.89 |
0.382 |
131.80 |
LOW |
131.52 |
0.618 |
131.06 |
1.000 |
130.78 |
1.618 |
130.32 |
2.618 |
129.58 |
4.250 |
128.38 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.89 |
131.62 |
PP |
131.80 |
131.62 |
S1 |
131.71 |
131.62 |
|