Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.43 |
121.26 |
-0.17 |
-0.1% |
120.04 |
| High |
121.45 |
121.50 |
0.05 |
0.0% |
121.38 |
| Low |
121.20 |
121.10 |
-0.10 |
-0.1% |
119.83 |
| Close |
121.26 |
121.45 |
0.19 |
0.2% |
121.20 |
| Range |
0.25 |
0.40 |
0.15 |
60.0% |
1.55 |
| ATR |
0.38 |
0.38 |
0.00 |
0.3% |
0.00 |
| Volume |
232 |
427 |
195 |
84.1% |
1,414 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.55 |
122.40 |
121.67 |
|
| R3 |
122.15 |
122.00 |
121.56 |
|
| R2 |
121.75 |
121.75 |
121.52 |
|
| R1 |
121.60 |
121.60 |
121.49 |
121.68 |
| PP |
121.35 |
121.35 |
121.35 |
121.39 |
| S1 |
121.20 |
121.20 |
121.41 |
121.28 |
| S2 |
120.95 |
120.95 |
121.38 |
|
| S3 |
120.55 |
120.80 |
121.34 |
|
| S4 |
120.15 |
120.40 |
121.23 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.45 |
124.88 |
122.05 |
|
| R3 |
123.90 |
123.33 |
121.63 |
|
| R2 |
122.35 |
122.35 |
121.48 |
|
| R1 |
121.78 |
121.78 |
121.34 |
122.07 |
| PP |
120.80 |
120.80 |
120.80 |
120.95 |
| S1 |
120.23 |
120.23 |
121.06 |
120.52 |
| S2 |
119.25 |
119.25 |
120.92 |
|
| S3 |
117.70 |
118.68 |
120.77 |
|
| S4 |
116.15 |
117.13 |
120.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.20 |
|
2.618 |
122.55 |
|
1.618 |
122.15 |
|
1.000 |
121.90 |
|
0.618 |
121.75 |
|
HIGH |
121.50 |
|
0.618 |
121.35 |
|
0.500 |
121.30 |
|
0.382 |
121.25 |
|
LOW |
121.10 |
|
0.618 |
120.85 |
|
1.000 |
120.70 |
|
1.618 |
120.45 |
|
2.618 |
120.05 |
|
4.250 |
119.40 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.40 |
121.33 |
| PP |
121.35 |
121.21 |
| S1 |
121.30 |
121.09 |
|