Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
128.36 |
127.80 |
-0.56 |
-0.4% |
129.56 |
| High |
128.36 |
127.80 |
-0.56 |
-0.4% |
129.56 |
| Low |
128.36 |
127.80 |
-0.56 |
-0.4% |
128.62 |
| Close |
128.36 |
127.80 |
-0.56 |
-0.4% |
128.65 |
| Range |
|
|
|
|
|
| ATR |
0.34 |
0.36 |
0.02 |
4.6% |
0.00 |
| Volume |
796 |
775 |
-21 |
-2.6% |
667 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.80 |
127.80 |
127.80 |
|
| R3 |
127.80 |
127.80 |
127.80 |
|
| R2 |
127.80 |
127.80 |
127.80 |
|
| R1 |
127.80 |
127.80 |
127.80 |
127.80 |
| PP |
127.80 |
127.80 |
127.80 |
127.80 |
| S1 |
127.80 |
127.80 |
127.80 |
127.80 |
| S2 |
127.80 |
127.80 |
127.80 |
|
| S3 |
127.80 |
127.80 |
127.80 |
|
| S4 |
127.80 |
127.80 |
127.80 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.76 |
131.15 |
129.17 |
|
| R3 |
130.82 |
130.21 |
128.91 |
|
| R2 |
129.88 |
129.88 |
128.82 |
|
| R1 |
129.27 |
129.27 |
128.74 |
129.11 |
| PP |
128.94 |
128.94 |
128.94 |
128.86 |
| S1 |
128.33 |
128.33 |
128.56 |
128.17 |
| S2 |
128.00 |
128.00 |
128.48 |
|
| S3 |
127.06 |
127.39 |
128.39 |
|
| S4 |
126.12 |
126.45 |
128.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.80 |
|
2.618 |
127.80 |
|
1.618 |
127.80 |
|
1.000 |
127.80 |
|
0.618 |
127.80 |
|
HIGH |
127.80 |
|
0.618 |
127.80 |
|
0.500 |
127.80 |
|
0.382 |
127.80 |
|
LOW |
127.80 |
|
0.618 |
127.80 |
|
1.000 |
127.80 |
|
1.618 |
127.80 |
|
2.618 |
127.80 |
|
4.250 |
127.80 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.80 |
128.32 |
| PP |
127.80 |
128.15 |
| S1 |
127.80 |
127.97 |
|