Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
122.32 |
121.80 |
-0.52 |
-0.4% |
122.35 |
High |
122.62 |
122.09 |
-0.53 |
-0.4% |
122.82 |
Low |
121.90 |
121.52 |
-0.38 |
-0.3% |
121.90 |
Close |
121.86 |
122.08 |
0.22 |
0.2% |
121.86 |
Range |
0.72 |
0.57 |
-0.15 |
-20.8% |
0.92 |
ATR |
0.44 |
0.45 |
0.01 |
2.0% |
0.00 |
Volume |
54 |
383 |
329 |
609.3% |
5,093 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.61 |
123.41 |
122.39 |
|
R3 |
123.04 |
122.84 |
122.24 |
|
R2 |
122.47 |
122.47 |
122.18 |
|
R1 |
122.27 |
122.27 |
122.13 |
122.37 |
PP |
121.90 |
121.90 |
121.90 |
121.95 |
S1 |
121.70 |
121.70 |
122.03 |
121.80 |
S2 |
121.33 |
121.33 |
121.98 |
|
S3 |
120.76 |
121.13 |
121.92 |
|
S4 |
120.19 |
120.56 |
121.77 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.95 |
124.33 |
122.37 |
|
R3 |
124.03 |
123.41 |
122.11 |
|
R2 |
123.11 |
123.11 |
122.03 |
|
R1 |
122.49 |
122.49 |
121.94 |
122.34 |
PP |
122.19 |
122.19 |
122.19 |
122.12 |
S1 |
121.57 |
121.57 |
121.78 |
121.42 |
S2 |
121.27 |
121.27 |
121.69 |
|
S3 |
120.35 |
120.65 |
121.61 |
|
S4 |
119.43 |
119.73 |
121.35 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.51 |
2.618 |
123.58 |
1.618 |
123.01 |
1.000 |
122.66 |
0.618 |
122.44 |
HIGH |
122.09 |
0.618 |
121.87 |
0.500 |
121.81 |
0.382 |
121.74 |
LOW |
121.52 |
0.618 |
121.17 |
1.000 |
120.95 |
1.618 |
120.60 |
2.618 |
120.03 |
4.250 |
119.10 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
121.99 |
122.17 |
PP |
121.90 |
122.14 |
S1 |
121.81 |
122.11 |
|