Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.12 |
122.00 |
-0.12 |
-0.1% |
121.50 |
| High |
122.12 |
122.40 |
0.28 |
0.2% |
122.58 |
| Low |
121.90 |
121.95 |
0.05 |
0.0% |
121.50 |
| Close |
122.07 |
122.12 |
0.05 |
0.0% |
121.91 |
| Range |
0.22 |
0.45 |
0.23 |
104.5% |
1.08 |
| ATR |
0.37 |
0.37 |
0.01 |
1.7% |
0.00 |
| Volume |
4 |
34 |
30 |
750.0% |
395 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.51 |
123.26 |
122.37 |
|
| R3 |
123.06 |
122.81 |
122.24 |
|
| R2 |
122.61 |
122.61 |
122.20 |
|
| R1 |
122.36 |
122.36 |
122.16 |
122.49 |
| PP |
122.16 |
122.16 |
122.16 |
122.22 |
| S1 |
121.91 |
121.91 |
122.08 |
122.04 |
| S2 |
121.71 |
121.71 |
122.04 |
|
| S3 |
121.26 |
121.46 |
122.00 |
|
| S4 |
120.81 |
121.01 |
121.87 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.24 |
124.65 |
122.50 |
|
| R3 |
124.16 |
123.57 |
122.21 |
|
| R2 |
123.08 |
123.08 |
122.11 |
|
| R1 |
122.49 |
122.49 |
122.01 |
122.79 |
| PP |
122.00 |
122.00 |
122.00 |
122.14 |
| S1 |
121.41 |
121.41 |
121.81 |
121.71 |
| S2 |
120.92 |
120.92 |
121.71 |
|
| S3 |
119.84 |
120.33 |
121.61 |
|
| S4 |
118.76 |
119.25 |
121.32 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.31 |
|
2.618 |
123.58 |
|
1.618 |
123.13 |
|
1.000 |
122.85 |
|
0.618 |
122.68 |
|
HIGH |
122.40 |
|
0.618 |
122.23 |
|
0.500 |
122.18 |
|
0.382 |
122.12 |
|
LOW |
121.95 |
|
0.618 |
121.67 |
|
1.000 |
121.50 |
|
1.618 |
121.22 |
|
2.618 |
120.77 |
|
4.250 |
120.04 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.18 |
122.07 |
| PP |
122.16 |
122.02 |
| S1 |
122.14 |
121.98 |
|