Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.00 |
122.16 |
0.16 |
0.1% |
121.50 |
| High |
122.40 |
122.60 |
0.20 |
0.2% |
122.58 |
| Low |
121.95 |
122.14 |
0.19 |
0.2% |
121.50 |
| Close |
122.12 |
122.53 |
0.41 |
0.3% |
121.91 |
| Range |
0.45 |
0.46 |
0.01 |
2.2% |
1.08 |
| ATR |
0.37 |
0.38 |
0.01 |
2.1% |
0.00 |
| Volume |
34 |
222 |
188 |
552.9% |
395 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.80 |
123.63 |
122.78 |
|
| R3 |
123.34 |
123.17 |
122.66 |
|
| R2 |
122.88 |
122.88 |
122.61 |
|
| R1 |
122.71 |
122.71 |
122.57 |
122.80 |
| PP |
122.42 |
122.42 |
122.42 |
122.47 |
| S1 |
122.25 |
122.25 |
122.49 |
122.34 |
| S2 |
121.96 |
121.96 |
122.45 |
|
| S3 |
121.50 |
121.79 |
122.40 |
|
| S4 |
121.04 |
121.33 |
122.28 |
|
|
| 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 |
124.56 |
|
2.618 |
123.80 |
|
1.618 |
123.34 |
|
1.000 |
123.06 |
|
0.618 |
122.88 |
|
HIGH |
122.60 |
|
0.618 |
122.42 |
|
0.500 |
122.37 |
|
0.382 |
122.32 |
|
LOW |
122.14 |
|
0.618 |
121.86 |
|
1.000 |
121.68 |
|
1.618 |
121.40 |
|
2.618 |
120.94 |
|
4.250 |
120.19 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.48 |
122.44 |
| PP |
122.42 |
122.34 |
| S1 |
122.37 |
122.25 |
|