Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
133.00 |
132.27 |
-0.73 |
-0.5% |
131.18 |
High |
133.16 |
132.37 |
-0.79 |
-0.6% |
133.07 |
Low |
133.00 |
131.59 |
-1.41 |
-1.1% |
131.18 |
Close |
132.98 |
131.74 |
-1.24 |
-0.9% |
132.16 |
Range |
0.16 |
0.78 |
0.62 |
387.5% |
1.89 |
ATR |
0.41 |
0.48 |
0.07 |
17.2% |
0.00 |
Volume |
215 |
54 |
-161 |
-74.9% |
589 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.24 |
133.77 |
132.17 |
|
R3 |
133.46 |
132.99 |
131.95 |
|
R2 |
132.68 |
132.68 |
131.88 |
|
R1 |
132.21 |
132.21 |
131.81 |
132.06 |
PP |
131.90 |
131.90 |
131.90 |
131.82 |
S1 |
131.43 |
131.43 |
131.67 |
131.28 |
S2 |
131.12 |
131.12 |
131.60 |
|
S3 |
130.34 |
130.65 |
131.53 |
|
S4 |
129.56 |
129.87 |
131.31 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.81 |
136.87 |
133.20 |
|
R3 |
135.92 |
134.98 |
132.68 |
|
R2 |
134.03 |
134.03 |
132.51 |
|
R1 |
133.09 |
133.09 |
132.33 |
133.56 |
PP |
132.14 |
132.14 |
132.14 |
132.37 |
S1 |
131.20 |
131.20 |
131.99 |
131.67 |
S2 |
130.25 |
130.25 |
131.81 |
|
S3 |
128.36 |
129.31 |
131.64 |
|
S4 |
126.47 |
127.42 |
131.12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.69 |
2.618 |
134.41 |
1.618 |
133.63 |
1.000 |
133.15 |
0.618 |
132.85 |
HIGH |
132.37 |
0.618 |
132.07 |
0.500 |
131.98 |
0.382 |
131.89 |
LOW |
131.59 |
0.618 |
131.11 |
1.000 |
130.81 |
1.618 |
130.33 |
2.618 |
129.55 |
4.250 |
128.28 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
131.98 |
132.38 |
PP |
131.90 |
132.16 |
S1 |
131.82 |
131.95 |
|