Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
132.00 |
131.50 |
-0.50 |
-0.4% |
131.61 |
High |
132.49 |
131.52 |
-0.97 |
-0.7% |
132.26 |
Low |
131.60 |
131.41 |
-0.19 |
-0.1% |
131.33 |
Close |
132.16 |
131.70 |
-0.46 |
-0.3% |
132.02 |
Range |
0.89 |
0.11 |
-0.78 |
-87.6% |
0.93 |
ATR |
0.69 |
0.70 |
0.00 |
0.6% |
0.00 |
Volume |
473 |
541 |
68 |
14.4% |
3,105 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.87 |
131.90 |
131.76 |
|
R3 |
131.76 |
131.79 |
131.73 |
|
R2 |
131.65 |
131.65 |
131.72 |
|
R1 |
131.68 |
131.68 |
131.71 |
131.67 |
PP |
131.54 |
131.54 |
131.54 |
131.54 |
S1 |
131.57 |
131.57 |
131.69 |
131.56 |
S2 |
131.43 |
131.43 |
131.68 |
|
S3 |
131.32 |
131.46 |
131.67 |
|
S4 |
131.21 |
131.35 |
131.64 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.66 |
134.27 |
132.53 |
|
R3 |
133.73 |
133.34 |
132.28 |
|
R2 |
132.80 |
132.80 |
132.19 |
|
R1 |
132.41 |
132.41 |
132.11 |
132.61 |
PP |
131.87 |
131.87 |
131.87 |
131.97 |
S1 |
131.48 |
131.48 |
131.93 |
131.68 |
S2 |
130.94 |
130.94 |
131.85 |
|
S3 |
130.01 |
130.55 |
131.76 |
|
S4 |
129.08 |
129.62 |
131.51 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.99 |
2.618 |
131.81 |
1.618 |
131.70 |
1.000 |
131.63 |
0.618 |
131.59 |
HIGH |
131.52 |
0.618 |
131.48 |
0.500 |
131.47 |
0.382 |
131.45 |
LOW |
131.41 |
0.618 |
131.34 |
1.000 |
131.30 |
1.618 |
131.23 |
2.618 |
131.12 |
4.250 |
130.94 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.62 |
131.95 |
PP |
131.54 |
131.87 |
S1 |
131.47 |
131.78 |
|