Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.89 |
120.35 |
-0.54 |
-0.4% |
121.16 |
| High |
120.89 |
120.35 |
-0.54 |
-0.4% |
121.33 |
| Low |
120.41 |
120.08 |
-0.33 |
-0.3% |
120.06 |
| Close |
120.48 |
120.15 |
-0.33 |
-0.3% |
121.31 |
| Range |
0.48 |
0.27 |
-0.21 |
-43.8% |
1.27 |
| ATR |
0.34 |
0.34 |
0.00 |
1.4% |
0.00 |
| Volume |
103 |
120 |
17 |
16.5% |
267 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.00 |
120.85 |
120.30 |
|
| R3 |
120.73 |
120.58 |
120.22 |
|
| R2 |
120.46 |
120.46 |
120.20 |
|
| R1 |
120.31 |
120.31 |
120.17 |
120.25 |
| PP |
120.19 |
120.19 |
120.19 |
120.17 |
| S1 |
120.04 |
120.04 |
120.13 |
119.98 |
| S2 |
119.92 |
119.92 |
120.10 |
|
| S3 |
119.65 |
119.77 |
120.08 |
|
| S4 |
119.38 |
119.50 |
120.00 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.71 |
124.28 |
122.01 |
|
| R3 |
123.44 |
123.01 |
121.66 |
|
| R2 |
122.17 |
122.17 |
121.54 |
|
| R1 |
121.74 |
121.74 |
121.43 |
121.96 |
| PP |
120.90 |
120.90 |
120.90 |
121.01 |
| S1 |
120.47 |
120.47 |
121.19 |
120.69 |
| S2 |
119.63 |
119.63 |
121.08 |
|
| S3 |
118.36 |
119.20 |
120.96 |
|
| S4 |
117.09 |
117.93 |
120.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.50 |
|
2.618 |
121.06 |
|
1.618 |
120.79 |
|
1.000 |
120.62 |
|
0.618 |
120.52 |
|
HIGH |
120.35 |
|
0.618 |
120.25 |
|
0.500 |
120.22 |
|
0.382 |
120.18 |
|
LOW |
120.08 |
|
0.618 |
119.91 |
|
1.000 |
119.81 |
|
1.618 |
119.64 |
|
2.618 |
119.37 |
|
4.250 |
118.93 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.22 |
120.49 |
| PP |
120.19 |
120.37 |
| S1 |
120.17 |
120.26 |
|