Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
129.72 |
129.56 |
-0.16 |
-0.1% |
130.63 |
High |
129.72 |
129.56 |
-0.16 |
-0.1% |
131.01 |
Low |
129.72 |
129.56 |
-0.16 |
-0.1% |
129.72 |
Close |
129.72 |
129.56 |
-0.16 |
-0.1% |
129.72 |
Range |
|
|
|
|
|
ATR |
0.39 |
0.38 |
-0.02 |
-4.2% |
0.00 |
Volume |
75 |
50 |
-25 |
-33.3% |
480 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.56 |
129.56 |
129.56 |
|
R3 |
129.56 |
129.56 |
129.56 |
|
R2 |
129.56 |
129.56 |
129.56 |
|
R1 |
129.56 |
129.56 |
129.56 |
129.56 |
PP |
129.56 |
129.56 |
129.56 |
129.56 |
S1 |
129.56 |
129.56 |
129.56 |
129.56 |
S2 |
129.56 |
129.56 |
129.56 |
|
S3 |
129.56 |
129.56 |
129.56 |
|
S4 |
129.56 |
129.56 |
129.56 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.02 |
133.16 |
130.43 |
|
R3 |
132.73 |
131.87 |
130.07 |
|
R2 |
131.44 |
131.44 |
129.96 |
|
R1 |
130.58 |
130.58 |
129.84 |
130.37 |
PP |
130.15 |
130.15 |
130.15 |
130.04 |
S1 |
129.29 |
129.29 |
129.60 |
129.08 |
S2 |
128.86 |
128.86 |
129.48 |
|
S3 |
127.57 |
128.00 |
129.37 |
|
S4 |
126.28 |
126.71 |
129.01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.56 |
2.618 |
129.56 |
1.618 |
129.56 |
1.000 |
129.56 |
0.618 |
129.56 |
HIGH |
129.56 |
0.618 |
129.56 |
0.500 |
129.56 |
0.382 |
129.56 |
LOW |
129.56 |
0.618 |
129.56 |
1.000 |
129.56 |
1.618 |
129.56 |
2.618 |
129.56 |
4.250 |
129.56 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
129.56 |
130.00 |
PP |
129.56 |
129.85 |
S1 |
129.56 |
129.71 |
|