Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.55 |
122.30 |
-0.25 |
-0.2% |
122.12 |
High |
122.71 |
122.61 |
-0.10 |
-0.1% |
122.71 |
Low |
122.40 |
122.30 |
-0.10 |
-0.1% |
121.90 |
Close |
122.47 |
122.56 |
0.09 |
0.1% |
122.56 |
Range |
0.31 |
0.31 |
0.00 |
0.0% |
0.81 |
ATR |
0.37 |
0.37 |
0.00 |
-1.2% |
0.00 |
Volume |
262 |
116 |
-146 |
-55.7% |
638 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.42 |
123.30 |
122.73 |
|
R3 |
123.11 |
122.99 |
122.65 |
|
R2 |
122.80 |
122.80 |
122.62 |
|
R1 |
122.68 |
122.68 |
122.59 |
122.74 |
PP |
122.49 |
122.49 |
122.49 |
122.52 |
S1 |
122.37 |
122.37 |
122.53 |
122.43 |
S2 |
122.18 |
122.18 |
122.50 |
|
S3 |
121.87 |
122.06 |
122.47 |
|
S4 |
121.56 |
121.75 |
122.39 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.82 |
124.50 |
123.01 |
|
R3 |
124.01 |
123.69 |
122.78 |
|
R2 |
123.20 |
123.20 |
122.71 |
|
R1 |
122.88 |
122.88 |
122.63 |
123.04 |
PP |
122.39 |
122.39 |
122.39 |
122.47 |
S1 |
122.07 |
122.07 |
122.49 |
122.23 |
S2 |
121.58 |
121.58 |
122.41 |
|
S3 |
120.77 |
121.26 |
122.34 |
|
S4 |
119.96 |
120.45 |
122.11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.93 |
2.618 |
123.42 |
1.618 |
123.11 |
1.000 |
122.92 |
0.618 |
122.80 |
HIGH |
122.61 |
0.618 |
122.49 |
0.500 |
122.46 |
0.382 |
122.42 |
LOW |
122.30 |
0.618 |
122.11 |
1.000 |
121.99 |
1.618 |
121.80 |
2.618 |
121.49 |
4.250 |
120.98 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.53 |
122.52 |
PP |
122.49 |
122.47 |
S1 |
122.46 |
122.43 |
|