Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.16 |
121.12 |
-0.04 |
0.0% |
121.20 |
| High |
121.33 |
121.12 |
-0.21 |
-0.2% |
121.33 |
| Low |
121.16 |
121.08 |
-0.08 |
-0.1% |
120.90 |
| Close |
121.34 |
120.95 |
-0.39 |
-0.3% |
121.31 |
| Range |
0.17 |
0.04 |
-0.13 |
-76.5% |
0.43 |
| ATR |
0.26 |
0.26 |
0.00 |
0.1% |
0.00 |
| Volume |
3 |
27 |
24 |
800.0% |
185 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
121.10 |
120.97 |
|
| R3 |
121.13 |
121.06 |
120.96 |
|
| R2 |
121.09 |
121.09 |
120.96 |
|
| R1 |
121.02 |
121.02 |
120.95 |
121.04 |
| PP |
121.05 |
121.05 |
121.05 |
121.06 |
| S1 |
120.98 |
120.98 |
120.95 |
121.00 |
| S2 |
121.01 |
121.01 |
120.94 |
|
| S3 |
120.97 |
120.94 |
120.94 |
|
| S4 |
120.93 |
120.90 |
120.93 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.47 |
122.32 |
121.55 |
|
| R3 |
122.04 |
121.89 |
121.43 |
|
| R2 |
121.61 |
121.61 |
121.39 |
|
| R1 |
121.46 |
121.46 |
121.35 |
121.54 |
| PP |
121.18 |
121.18 |
121.18 |
121.22 |
| S1 |
121.03 |
121.03 |
121.27 |
121.11 |
| S2 |
120.75 |
120.75 |
121.23 |
|
| S3 |
120.32 |
120.60 |
121.19 |
|
| S4 |
119.89 |
120.17 |
121.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.29 |
|
2.618 |
121.22 |
|
1.618 |
121.18 |
|
1.000 |
121.16 |
|
0.618 |
121.14 |
|
HIGH |
121.12 |
|
0.618 |
121.10 |
|
0.500 |
121.10 |
|
0.382 |
121.10 |
|
LOW |
121.08 |
|
0.618 |
121.06 |
|
1.000 |
121.04 |
|
1.618 |
121.02 |
|
2.618 |
120.98 |
|
4.250 |
120.91 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.10 |
121.20 |
| PP |
121.05 |
121.11 |
| S1 |
121.00 |
121.03 |
|