Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.30 |
122.55 |
0.25 |
0.2% |
122.12 |
High |
122.61 |
123.04 |
0.43 |
0.4% |
122.71 |
Low |
122.30 |
122.55 |
0.25 |
0.2% |
121.90 |
Close |
122.56 |
122.94 |
0.38 |
0.3% |
122.56 |
Range |
0.31 |
0.49 |
0.18 |
58.1% |
0.81 |
ATR |
0.37 |
0.38 |
0.01 |
2.3% |
0.00 |
Volume |
116 |
253 |
137 |
118.1% |
638 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.31 |
124.12 |
123.21 |
|
R3 |
123.82 |
123.63 |
123.07 |
|
R2 |
123.33 |
123.33 |
123.03 |
|
R1 |
123.14 |
123.14 |
122.98 |
123.24 |
PP |
122.84 |
122.84 |
122.84 |
122.89 |
S1 |
122.65 |
122.65 |
122.90 |
122.75 |
S2 |
122.35 |
122.35 |
122.85 |
|
S3 |
121.86 |
122.16 |
122.81 |
|
S4 |
121.37 |
121.67 |
122.67 |
|
|
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 |
125.12 |
2.618 |
124.32 |
1.618 |
123.83 |
1.000 |
123.53 |
0.618 |
123.34 |
HIGH |
123.04 |
0.618 |
122.85 |
0.500 |
122.80 |
0.382 |
122.74 |
LOW |
122.55 |
0.618 |
122.25 |
1.000 |
122.06 |
1.618 |
121.76 |
2.618 |
121.27 |
4.250 |
120.47 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.89 |
122.85 |
PP |
122.84 |
122.76 |
S1 |
122.80 |
122.67 |
|