Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.94 |
120.25 |
-0.69 |
-0.6% |
120.40 |
| High |
120.95 |
120.25 |
-0.70 |
-0.6% |
120.95 |
| Low |
120.94 |
120.25 |
-0.69 |
-0.6% |
120.28 |
| Close |
120.28 |
120.25 |
-0.03 |
0.0% |
120.28 |
| Range |
0.01 |
0.00 |
-0.01 |
-100.0% |
0.67 |
| ATR |
0.31 |
0.29 |
-0.02 |
-6.5% |
0.00 |
| Volume |
5 |
5 |
0 |
0.0% |
770 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
120.25 |
120.25 |
|
| R3 |
120.25 |
120.25 |
120.25 |
|
| R2 |
120.25 |
120.25 |
120.25 |
|
| R1 |
120.25 |
120.25 |
120.25 |
120.25 |
| PP |
120.25 |
120.25 |
120.25 |
120.25 |
| S1 |
120.25 |
120.25 |
120.25 |
120.25 |
| S2 |
120.25 |
120.25 |
120.25 |
|
| S3 |
120.25 |
120.25 |
120.25 |
|
| S4 |
120.25 |
120.25 |
120.25 |
|
|
| 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 |
120.25 |
|
2.618 |
120.25 |
|
1.618 |
120.25 |
|
1.000 |
120.25 |
|
0.618 |
120.25 |
|
HIGH |
120.25 |
|
0.618 |
120.25 |
|
0.500 |
120.25 |
|
0.382 |
120.25 |
|
LOW |
120.25 |
|
0.618 |
120.25 |
|
1.000 |
120.25 |
|
1.618 |
120.25 |
|
2.618 |
120.25 |
|
4.250 |
120.25 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.25 |
120.60 |
| PP |
120.25 |
120.48 |
| S1 |
120.25 |
120.37 |
|