Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
129.92 |
129.78 |
-0.14 |
-0.1% |
130.70 |
High |
130.02 |
129.78 |
-0.24 |
-0.2% |
130.81 |
Low |
129.81 |
129.25 |
-0.56 |
-0.4% |
129.50 |
Close |
129.94 |
129.44 |
-0.50 |
-0.4% |
129.75 |
Range |
0.21 |
0.53 |
0.32 |
152.4% |
1.31 |
ATR |
0.62 |
0.63 |
0.00 |
0.8% |
0.00 |
Volume |
445 |
453 |
8 |
1.8% |
5,247 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.08 |
130.79 |
129.73 |
|
R3 |
130.55 |
130.26 |
129.59 |
|
R2 |
130.02 |
130.02 |
129.54 |
|
R1 |
129.73 |
129.73 |
129.49 |
129.61 |
PP |
129.49 |
129.49 |
129.49 |
129.43 |
S1 |
129.20 |
129.20 |
129.39 |
129.08 |
S2 |
128.96 |
128.96 |
129.34 |
|
S3 |
128.43 |
128.67 |
129.29 |
|
S4 |
127.90 |
128.14 |
129.15 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.95 |
133.16 |
130.47 |
|
R3 |
132.64 |
131.85 |
130.11 |
|
R2 |
131.33 |
131.33 |
129.99 |
|
R1 |
130.54 |
130.54 |
129.87 |
130.28 |
PP |
130.02 |
130.02 |
130.02 |
129.89 |
S1 |
129.23 |
129.23 |
129.63 |
128.97 |
S2 |
128.71 |
128.71 |
129.51 |
|
S3 |
127.40 |
127.92 |
129.39 |
|
S4 |
126.09 |
126.61 |
129.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.03 |
2.618 |
131.17 |
1.618 |
130.64 |
1.000 |
130.31 |
0.618 |
130.11 |
HIGH |
129.78 |
0.618 |
129.58 |
0.500 |
129.52 |
0.382 |
129.45 |
LOW |
129.25 |
0.618 |
128.92 |
1.000 |
128.72 |
1.618 |
128.39 |
2.618 |
127.86 |
4.250 |
127.00 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
129.52 |
129.64 |
PP |
129.49 |
129.57 |
S1 |
129.47 |
129.51 |
|