Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
129.36 |
128.93 |
-0.43 |
-0.3% |
130.70 |
High |
129.37 |
129.01 |
-0.36 |
-0.3% |
130.81 |
Low |
128.53 |
128.67 |
0.14 |
0.1% |
129.50 |
Close |
128.82 |
128.77 |
-0.05 |
0.0% |
129.75 |
Range |
0.84 |
0.34 |
-0.50 |
-59.5% |
1.31 |
ATR |
0.65 |
0.62 |
-0.02 |
-3.4% |
0.00 |
Volume |
1,860 |
83 |
-1,777 |
-95.5% |
5,247 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.84 |
129.64 |
128.96 |
|
R3 |
129.50 |
129.30 |
128.86 |
|
R2 |
129.16 |
129.16 |
128.83 |
|
R1 |
128.96 |
128.96 |
128.80 |
128.89 |
PP |
128.82 |
128.82 |
128.82 |
128.78 |
S1 |
128.62 |
128.62 |
128.74 |
128.55 |
S2 |
128.48 |
128.48 |
128.71 |
|
S3 |
128.14 |
128.28 |
128.68 |
|
S4 |
127.80 |
127.94 |
128.58 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.95 |
133.16 |
130.47 |
|
R3 |
132.64 |
131.85 |
130.11 |
|
R2 |
131.33 |
131.33 |
129.99 |
|
R1 |
130.54 |
130.54 |
129.87 |
130.28 |
PP |
130.02 |
130.02 |
130.02 |
129.89 |
S1 |
129.23 |
129.23 |
129.63 |
128.97 |
S2 |
128.71 |
128.71 |
129.51 |
|
S3 |
127.40 |
127.92 |
129.39 |
|
S4 |
126.09 |
126.61 |
129.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.46 |
2.618 |
129.90 |
1.618 |
129.56 |
1.000 |
129.35 |
0.618 |
129.22 |
HIGH |
129.01 |
0.618 |
128.88 |
0.500 |
128.84 |
0.382 |
128.80 |
LOW |
128.67 |
0.618 |
128.46 |
1.000 |
128.33 |
1.618 |
128.12 |
2.618 |
127.78 |
4.250 |
127.23 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
128.84 |
129.16 |
PP |
128.82 |
129.03 |
S1 |
128.79 |
128.90 |
|