Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
130.81 |
130.43 |
-0.38 |
-0.3% |
129.39 |
High |
130.81 |
130.43 |
-0.38 |
-0.3% |
131.39 |
Low |
130.81 |
130.43 |
-0.38 |
-0.3% |
129.39 |
Close |
130.81 |
130.43 |
-0.38 |
-0.3% |
130.65 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
300 |
14 |
-286 |
-95.3% |
673 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.43 |
130.43 |
130.43 |
|
R3 |
130.43 |
130.43 |
130.43 |
|
R2 |
130.43 |
130.43 |
130.43 |
|
R1 |
130.43 |
130.43 |
130.43 |
130.43 |
PP |
130.43 |
130.43 |
130.43 |
130.43 |
S1 |
130.43 |
130.43 |
130.43 |
130.43 |
S2 |
130.43 |
130.43 |
130.43 |
|
S3 |
130.43 |
130.43 |
130.43 |
|
S4 |
130.43 |
130.43 |
130.43 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.48 |
135.56 |
131.75 |
|
R3 |
134.48 |
133.56 |
131.20 |
|
R2 |
132.48 |
132.48 |
131.02 |
|
R1 |
131.56 |
131.56 |
130.83 |
132.02 |
PP |
130.48 |
130.48 |
130.48 |
130.71 |
S1 |
129.56 |
129.56 |
130.47 |
130.02 |
S2 |
128.48 |
128.48 |
130.28 |
|
S3 |
126.48 |
127.56 |
130.10 |
|
S4 |
124.48 |
125.56 |
129.55 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.43 |
2.618 |
130.43 |
1.618 |
130.43 |
1.000 |
130.43 |
0.618 |
130.43 |
HIGH |
130.43 |
0.618 |
130.43 |
0.500 |
130.43 |
0.382 |
130.43 |
LOW |
130.43 |
0.618 |
130.43 |
1.000 |
130.43 |
1.618 |
130.43 |
2.618 |
130.43 |
4.250 |
130.43 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
130.43 |
130.62 |
PP |
130.43 |
130.56 |
S1 |
130.43 |
130.49 |
|