Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130.91 |
131.58 |
0.67 |
0.5% |
129.81 |
| High |
131.63 |
131.96 |
0.33 |
0.3% |
131.60 |
| Low |
130.87 |
131.43 |
0.56 |
0.4% |
129.26 |
| Close |
131.52 |
131.84 |
0.32 |
0.2% |
130.85 |
| Range |
0.76 |
0.53 |
-0.23 |
-30.3% |
2.34 |
| ATR |
0.74 |
0.73 |
-0.02 |
-2.0% |
0.00 |
| Volume |
43 |
208 |
165 |
383.7% |
1,362 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.33 |
133.12 |
132.13 |
|
| R3 |
132.80 |
132.59 |
131.99 |
|
| R2 |
132.27 |
132.27 |
131.94 |
|
| R1 |
132.06 |
132.06 |
131.89 |
132.17 |
| PP |
131.74 |
131.74 |
131.74 |
131.80 |
| S1 |
131.53 |
131.53 |
131.79 |
131.64 |
| S2 |
131.21 |
131.21 |
131.74 |
|
| S3 |
130.68 |
131.00 |
131.69 |
|
| S4 |
130.15 |
130.47 |
131.55 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.59 |
136.56 |
132.14 |
|
| R3 |
135.25 |
134.22 |
131.49 |
|
| R2 |
132.91 |
132.91 |
131.28 |
|
| R1 |
131.88 |
131.88 |
131.06 |
132.40 |
| PP |
130.57 |
130.57 |
130.57 |
130.83 |
| S1 |
129.54 |
129.54 |
130.64 |
130.06 |
| S2 |
128.23 |
128.23 |
130.42 |
|
| S3 |
125.89 |
127.20 |
130.21 |
|
| S4 |
123.55 |
124.86 |
129.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.21 |
|
2.618 |
133.35 |
|
1.618 |
132.82 |
|
1.000 |
132.49 |
|
0.618 |
132.29 |
|
HIGH |
131.96 |
|
0.618 |
131.76 |
|
0.500 |
131.70 |
|
0.382 |
131.63 |
|
LOW |
131.43 |
|
0.618 |
131.10 |
|
1.000 |
130.90 |
|
1.618 |
130.57 |
|
2.618 |
130.04 |
|
4.250 |
129.18 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131.79 |
131.68 |
| PP |
131.74 |
131.51 |
| S1 |
131.70 |
131.35 |
|