Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.12 |
120.82 |
-0.30 |
-0.2% |
121.20 |
| High |
121.12 |
120.93 |
-0.19 |
-0.2% |
121.33 |
| Low |
121.08 |
120.06 |
-1.02 |
-0.8% |
120.90 |
| Close |
120.95 |
120.18 |
-0.77 |
-0.6% |
121.31 |
| Range |
0.04 |
0.87 |
0.83 |
2,075.0% |
0.43 |
| ATR |
0.26 |
0.30 |
0.05 |
17.6% |
0.00 |
| Volume |
27 |
142 |
115 |
425.9% |
185 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.00 |
122.46 |
120.66 |
|
| R3 |
122.13 |
121.59 |
120.42 |
|
| R2 |
121.26 |
121.26 |
120.34 |
|
| R1 |
120.72 |
120.72 |
120.26 |
120.56 |
| PP |
120.39 |
120.39 |
120.39 |
120.31 |
| S1 |
119.85 |
119.85 |
120.10 |
119.69 |
| S2 |
119.52 |
119.52 |
120.02 |
|
| S3 |
118.65 |
118.98 |
119.94 |
|
| S4 |
117.78 |
118.11 |
119.70 |
|
|
| 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 |
124.63 |
|
2.618 |
123.21 |
|
1.618 |
122.34 |
|
1.000 |
121.80 |
|
0.618 |
121.47 |
|
HIGH |
120.93 |
|
0.618 |
120.60 |
|
0.500 |
120.50 |
|
0.382 |
120.39 |
|
LOW |
120.06 |
|
0.618 |
119.52 |
|
1.000 |
119.19 |
|
1.618 |
118.65 |
|
2.618 |
117.78 |
|
4.250 |
116.36 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.50 |
120.70 |
| PP |
120.39 |
120.52 |
| S1 |
120.29 |
120.35 |
|