Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
130.85 |
130.63 |
-0.22 |
-0.2% |
130.71 |
High |
130.85 |
130.63 |
-0.22 |
-0.2% |
131.02 |
Low |
130.85 |
130.63 |
-0.22 |
-0.2% |
130.45 |
Close |
130.85 |
130.63 |
-0.22 |
-0.2% |
130.85 |
Range |
|
|
|
|
|
ATR |
0.39 |
0.38 |
-0.01 |
-3.2% |
0.00 |
Volume |
30 |
110 |
80 |
266.7% |
150 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.63 |
130.63 |
130.63 |
|
R3 |
130.63 |
130.63 |
130.63 |
|
R2 |
130.63 |
130.63 |
130.63 |
|
R1 |
130.63 |
130.63 |
130.63 |
130.63 |
PP |
130.63 |
130.63 |
130.63 |
130.63 |
S1 |
130.63 |
130.63 |
130.63 |
130.63 |
S2 |
130.63 |
130.63 |
130.63 |
|
S3 |
130.63 |
130.63 |
130.63 |
|
S4 |
130.63 |
130.63 |
130.63 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.48 |
132.24 |
131.16 |
|
R3 |
131.91 |
131.67 |
131.01 |
|
R2 |
131.34 |
131.34 |
130.95 |
|
R1 |
131.10 |
131.10 |
130.90 |
131.22 |
PP |
130.77 |
130.77 |
130.77 |
130.84 |
S1 |
130.53 |
130.53 |
130.80 |
130.65 |
S2 |
130.20 |
130.20 |
130.75 |
|
S3 |
129.63 |
129.96 |
130.69 |
|
S4 |
129.06 |
129.39 |
130.54 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.63 |
2.618 |
130.63 |
1.618 |
130.63 |
1.000 |
130.63 |
0.618 |
130.63 |
HIGH |
130.63 |
0.618 |
130.63 |
0.500 |
130.63 |
0.382 |
130.63 |
LOW |
130.63 |
0.618 |
130.63 |
1.000 |
130.63 |
1.618 |
130.63 |
2.618 |
130.63 |
4.250 |
130.63 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
130.63 |
130.74 |
PP |
130.63 |
130.70 |
S1 |
130.63 |
130.67 |
|