Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
131.70 |
132.25 |
0.55 |
0.4% |
130.52 |
High |
132.25 |
133.07 |
0.82 |
0.6% |
131.12 |
Low |
131.70 |
132.25 |
0.55 |
0.4% |
130.13 |
Close |
132.41 |
132.72 |
0.31 |
0.2% |
131.37 |
Range |
0.55 |
0.82 |
0.27 |
49.1% |
0.99 |
ATR |
0.37 |
0.40 |
0.03 |
8.7% |
0.00 |
Volume |
162 |
208 |
46 |
28.4% |
143 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.14 |
134.75 |
133.17 |
|
R3 |
134.32 |
133.93 |
132.95 |
|
R2 |
133.50 |
133.50 |
132.87 |
|
R1 |
133.11 |
133.11 |
132.80 |
133.31 |
PP |
132.68 |
132.68 |
132.68 |
132.78 |
S1 |
132.29 |
132.29 |
132.64 |
132.49 |
S2 |
131.86 |
131.86 |
132.57 |
|
S3 |
131.04 |
131.47 |
132.49 |
|
S4 |
130.22 |
130.65 |
132.27 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.84 |
133.60 |
131.91 |
|
R3 |
132.85 |
132.61 |
131.64 |
|
R2 |
131.86 |
131.86 |
131.55 |
|
R1 |
131.62 |
131.62 |
131.46 |
131.74 |
PP |
130.87 |
130.87 |
130.87 |
130.94 |
S1 |
130.63 |
130.63 |
131.28 |
130.75 |
S2 |
129.88 |
129.88 |
131.19 |
|
S3 |
128.89 |
129.64 |
131.10 |
|
S4 |
127.90 |
128.65 |
130.83 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.56 |
2.618 |
135.22 |
1.618 |
134.40 |
1.000 |
133.89 |
0.618 |
133.58 |
HIGH |
133.07 |
0.618 |
132.76 |
0.500 |
132.66 |
0.382 |
132.56 |
LOW |
132.25 |
0.618 |
131.74 |
1.000 |
131.43 |
1.618 |
130.92 |
2.618 |
130.10 |
4.250 |
128.77 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132.70 |
132.52 |
PP |
132.68 |
132.32 |
S1 |
132.66 |
132.13 |
|