Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.92 |
131.75 |
-0.17 |
-0.1% |
131.61 |
High |
132.05 |
131.83 |
-0.22 |
-0.2% |
132.26 |
Low |
131.33 |
131.74 |
0.41 |
0.3% |
131.33 |
Close |
132.02 |
131.80 |
-0.22 |
-0.2% |
132.02 |
Range |
0.72 |
0.09 |
-0.63 |
-87.5% |
0.93 |
ATR |
0.71 |
0.68 |
-0.03 |
-4.3% |
0.00 |
Volume |
1,055 |
6 |
-1,049 |
-99.4% |
3,105 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.06 |
132.02 |
131.85 |
|
R3 |
131.97 |
131.93 |
131.82 |
|
R2 |
131.88 |
131.88 |
131.82 |
|
R1 |
131.84 |
131.84 |
131.81 |
131.86 |
PP |
131.79 |
131.79 |
131.79 |
131.80 |
S1 |
131.75 |
131.75 |
131.79 |
131.77 |
S2 |
131.70 |
131.70 |
131.78 |
|
S3 |
131.61 |
131.66 |
131.78 |
|
S4 |
131.52 |
131.57 |
131.75 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.66 |
134.27 |
132.53 |
|
R3 |
133.73 |
133.34 |
132.28 |
|
R2 |
132.80 |
132.80 |
132.19 |
|
R1 |
132.41 |
132.41 |
132.11 |
132.61 |
PP |
131.87 |
131.87 |
131.87 |
131.97 |
S1 |
131.48 |
131.48 |
131.93 |
131.68 |
S2 |
130.94 |
130.94 |
131.85 |
|
S3 |
130.01 |
130.55 |
131.76 |
|
S4 |
129.08 |
129.62 |
131.51 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.21 |
2.618 |
132.07 |
1.618 |
131.98 |
1.000 |
131.92 |
0.618 |
131.89 |
HIGH |
131.83 |
0.618 |
131.80 |
0.500 |
131.79 |
0.382 |
131.77 |
LOW |
131.74 |
0.618 |
131.68 |
1.000 |
131.65 |
1.618 |
131.59 |
2.618 |
131.50 |
4.250 |
131.36 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.80 |
131.76 |
PP |
131.79 |
131.73 |
S1 |
131.79 |
131.69 |
|