Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
120.90 |
120.94 |
0.04 |
0.0% |
120.40 |
High |
120.90 |
120.95 |
0.05 |
0.0% |
120.95 |
Low |
120.81 |
120.94 |
0.13 |
0.1% |
120.28 |
Close |
120.77 |
120.28 |
-0.49 |
-0.4% |
120.28 |
Range |
0.09 |
0.01 |
-0.08 |
-88.9% |
0.67 |
ATR |
0.32 |
0.31 |
-0.01 |
-3.2% |
0.00 |
Volume |
102 |
5 |
-97 |
-95.1% |
770 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.75 |
120.53 |
120.29 |
|
R3 |
120.74 |
120.52 |
120.28 |
|
R2 |
120.73 |
120.73 |
120.28 |
|
R1 |
120.51 |
120.51 |
120.28 |
120.62 |
PP |
120.72 |
120.72 |
120.72 |
120.78 |
S1 |
120.50 |
120.50 |
120.28 |
120.61 |
S2 |
120.71 |
120.71 |
120.28 |
|
S3 |
120.70 |
120.49 |
120.28 |
|
S4 |
120.69 |
120.48 |
120.27 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.51 |
122.07 |
120.65 |
|
R3 |
121.84 |
121.40 |
120.46 |
|
R2 |
121.17 |
121.17 |
120.40 |
|
R1 |
120.73 |
120.73 |
120.34 |
120.62 |
PP |
120.50 |
120.50 |
120.50 |
120.45 |
S1 |
120.06 |
120.06 |
120.22 |
119.95 |
S2 |
119.83 |
119.83 |
120.16 |
|
S3 |
119.16 |
119.39 |
120.10 |
|
S4 |
118.49 |
118.72 |
119.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.99 |
2.618 |
120.98 |
1.618 |
120.97 |
1.000 |
120.96 |
0.618 |
120.96 |
HIGH |
120.95 |
0.618 |
120.95 |
0.500 |
120.95 |
0.382 |
120.94 |
LOW |
120.94 |
0.618 |
120.93 |
1.000 |
120.93 |
1.618 |
120.92 |
2.618 |
120.91 |
4.250 |
120.90 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
120.95 |
120.88 |
PP |
120.72 |
120.68 |
S1 |
120.50 |
120.48 |
|