Euro Bund Future March 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 |
131.10 |
130.70 |
-0.40 |
-0.3% |
131.75 |
High |
131.42 |
130.81 |
-0.61 |
-0.5% |
132.49 |
Low |
130.45 |
130.58 |
0.13 |
0.1% |
130.45 |
Close |
130.84 |
130.68 |
-0.16 |
-0.1% |
130.84 |
Range |
0.97 |
0.23 |
-0.74 |
-76.3% |
2.04 |
ATR |
0.73 |
0.70 |
-0.03 |
-4.6% |
0.00 |
Volume |
877 |
969 |
92 |
10.5% |
1,951 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.38 |
131.26 |
130.81 |
|
R3 |
131.15 |
131.03 |
130.74 |
|
R2 |
130.92 |
130.92 |
130.72 |
|
R1 |
130.80 |
130.80 |
130.70 |
130.75 |
PP |
130.69 |
130.69 |
130.69 |
130.66 |
S1 |
130.57 |
130.57 |
130.66 |
130.52 |
S2 |
130.46 |
130.46 |
130.64 |
|
S3 |
130.23 |
130.34 |
130.62 |
|
S4 |
130.00 |
130.11 |
130.55 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.38 |
136.15 |
131.96 |
|
R3 |
135.34 |
134.11 |
131.40 |
|
R2 |
133.30 |
133.30 |
131.21 |
|
R1 |
132.07 |
132.07 |
131.03 |
131.67 |
PP |
131.26 |
131.26 |
131.26 |
131.06 |
S1 |
130.03 |
130.03 |
130.65 |
129.63 |
S2 |
129.22 |
129.22 |
130.47 |
|
S3 |
127.18 |
127.99 |
130.28 |
|
S4 |
125.14 |
125.95 |
129.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.79 |
2.618 |
131.41 |
1.618 |
131.18 |
1.000 |
131.04 |
0.618 |
130.95 |
HIGH |
130.81 |
0.618 |
130.72 |
0.500 |
130.70 |
0.382 |
130.67 |
LOW |
130.58 |
0.618 |
130.44 |
1.000 |
130.35 |
1.618 |
130.21 |
2.618 |
129.98 |
4.250 |
129.60 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
130.70 |
131.18 |
PP |
130.69 |
131.01 |
S1 |
130.69 |
130.85 |
|