Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.88 |
131.85 |
-0.03 |
0.0% |
130.91 |
High |
132.25 |
131.93 |
-0.32 |
-0.2% |
132.25 |
Low |
131.88 |
131.58 |
-0.30 |
-0.2% |
130.87 |
Close |
132.18 |
131.81 |
-0.37 |
-0.3% |
131.48 |
Range |
0.37 |
0.35 |
-0.02 |
-5.4% |
1.38 |
ATR |
0.71 |
0.71 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,118 |
200 |
-918 |
-82.1% |
3,610 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.82 |
132.67 |
132.00 |
|
R3 |
132.47 |
132.32 |
131.91 |
|
R2 |
132.12 |
132.12 |
131.87 |
|
R1 |
131.97 |
131.97 |
131.84 |
131.87 |
PP |
131.77 |
131.77 |
131.77 |
131.73 |
S1 |
131.62 |
131.62 |
131.78 |
131.52 |
S2 |
131.42 |
131.42 |
131.75 |
|
S3 |
131.07 |
131.27 |
131.71 |
|
S4 |
130.72 |
130.92 |
131.62 |
|
|
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 |
133.42 |
2.618 |
132.85 |
1.618 |
132.50 |
1.000 |
132.28 |
0.618 |
132.15 |
HIGH |
131.93 |
0.618 |
131.80 |
0.500 |
131.76 |
0.382 |
131.71 |
LOW |
131.58 |
0.618 |
131.36 |
1.000 |
131.23 |
1.618 |
131.01 |
2.618 |
130.66 |
4.250 |
130.09 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.79 |
131.89 |
PP |
131.77 |
131.86 |
S1 |
131.76 |
131.84 |
|