Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
128.23 |
128.68 |
0.45 |
0.4% |
128.84 |
High |
128.23 |
128.68 |
0.45 |
0.4% |
128.84 |
Low |
128.23 |
128.68 |
0.45 |
0.4% |
127.79 |
Close |
128.23 |
128.68 |
0.45 |
0.4% |
128.23 |
Range |
|
|
|
|
|
ATR |
0.34 |
0.35 |
0.01 |
2.3% |
0.00 |
Volume |
86 |
60 |
-26 |
-30.2% |
2,478 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.68 |
128.68 |
128.68 |
|
R3 |
128.68 |
128.68 |
128.68 |
|
R2 |
128.68 |
128.68 |
128.68 |
|
R1 |
128.68 |
128.68 |
128.68 |
128.68 |
PP |
128.68 |
128.68 |
128.68 |
128.68 |
S1 |
128.68 |
128.68 |
128.68 |
128.68 |
S2 |
128.68 |
128.68 |
128.68 |
|
S3 |
128.68 |
128.68 |
128.68 |
|
S4 |
128.68 |
128.68 |
128.68 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.44 |
130.88 |
128.81 |
|
R3 |
130.39 |
129.83 |
128.52 |
|
R2 |
129.34 |
129.34 |
128.42 |
|
R1 |
128.78 |
128.78 |
128.33 |
128.54 |
PP |
128.29 |
128.29 |
128.29 |
128.16 |
S1 |
127.73 |
127.73 |
128.13 |
127.49 |
S2 |
127.24 |
127.24 |
128.04 |
|
S3 |
126.19 |
126.68 |
127.94 |
|
S4 |
125.14 |
125.63 |
127.65 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.68 |
2.618 |
128.68 |
1.618 |
128.68 |
1.000 |
128.68 |
0.618 |
128.68 |
HIGH |
128.68 |
0.618 |
128.68 |
0.500 |
128.68 |
0.382 |
128.68 |
LOW |
128.68 |
0.618 |
128.68 |
1.000 |
128.68 |
1.618 |
128.68 |
2.618 |
128.68 |
4.250 |
128.68 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
128.68 |
128.53 |
PP |
128.68 |
128.38 |
S1 |
128.68 |
128.24 |
|