Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
120.93 |
121.20 |
0.27 |
0.2% |
122.32 |
High |
120.93 |
121.30 |
0.37 |
0.3% |
122.32 |
Low |
120.90 |
121.19 |
0.29 |
0.2% |
120.85 |
Close |
121.02 |
121.20 |
0.18 |
0.1% |
121.30 |
Range |
0.03 |
0.11 |
0.08 |
266.7% |
1.47 |
ATR |
0.32 |
0.31 |
0.00 |
-0.8% |
0.00 |
Volume |
2 |
24 |
22 |
1,100.0% |
745 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.56 |
121.49 |
121.26 |
|
R3 |
121.45 |
121.38 |
121.23 |
|
R2 |
121.34 |
121.34 |
121.22 |
|
R1 |
121.27 |
121.27 |
121.21 |
121.26 |
PP |
121.23 |
121.23 |
121.23 |
121.22 |
S1 |
121.16 |
121.16 |
121.19 |
121.15 |
S2 |
121.12 |
121.12 |
121.18 |
|
S3 |
121.01 |
121.05 |
121.17 |
|
S4 |
120.90 |
120.94 |
121.14 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.90 |
125.07 |
122.11 |
|
R3 |
124.43 |
123.60 |
121.70 |
|
R2 |
122.96 |
122.96 |
121.57 |
|
R1 |
122.13 |
122.13 |
121.43 |
121.81 |
PP |
121.49 |
121.49 |
121.49 |
121.33 |
S1 |
120.66 |
120.66 |
121.17 |
120.34 |
S2 |
120.02 |
120.02 |
121.03 |
|
S3 |
118.55 |
119.19 |
120.90 |
|
S4 |
117.08 |
117.72 |
120.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.77 |
2.618 |
121.59 |
1.618 |
121.48 |
1.000 |
121.41 |
0.618 |
121.37 |
HIGH |
121.30 |
0.618 |
121.26 |
0.500 |
121.25 |
0.382 |
121.23 |
LOW |
121.19 |
0.618 |
121.12 |
1.000 |
121.08 |
1.618 |
121.01 |
2.618 |
120.90 |
4.250 |
120.72 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121.25 |
121.18 |
PP |
121.23 |
121.16 |
S1 |
121.22 |
121.14 |
|