Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
120.60 |
121.73 |
1.13 |
0.9% |
118.77 |
High |
120.60 |
121.73 |
1.13 |
0.9% |
119.66 |
Low |
120.60 |
121.73 |
1.13 |
0.9% |
118.77 |
Close |
120.60 |
121.73 |
1.13 |
0.9% |
119.66 |
Range |
|
|
|
|
|
ATR |
0.35 |
0.41 |
0.06 |
15.6% |
0.00 |
Volume |
250 |
200 |
-50 |
-20.0% |
650 |
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.73 |
121.73 |
121.73 |
|
R3 |
121.73 |
121.73 |
121.73 |
|
R2 |
121.73 |
121.73 |
121.73 |
|
R1 |
121.73 |
121.73 |
121.73 |
121.73 |
PP |
121.73 |
121.73 |
121.73 |
121.73 |
S1 |
121.73 |
121.73 |
121.73 |
121.73 |
S2 |
121.73 |
121.73 |
121.73 |
|
S3 |
121.73 |
121.73 |
121.73 |
|
S4 |
121.73 |
121.73 |
121.73 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.03 |
121.74 |
120.15 |
|
R3 |
121.14 |
120.85 |
119.90 |
|
R2 |
120.25 |
120.25 |
119.82 |
|
R1 |
119.96 |
119.96 |
119.74 |
120.11 |
PP |
119.36 |
119.36 |
119.36 |
119.44 |
S1 |
119.07 |
119.07 |
119.58 |
119.22 |
S2 |
118.47 |
118.47 |
119.50 |
|
S3 |
117.58 |
118.18 |
119.42 |
|
S4 |
116.69 |
117.29 |
119.17 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.73 |
2.618 |
121.73 |
1.618 |
121.73 |
1.000 |
121.73 |
0.618 |
121.73 |
HIGH |
121.73 |
0.618 |
121.73 |
0.500 |
121.73 |
0.382 |
121.73 |
LOW |
121.73 |
0.618 |
121.73 |
1.000 |
121.73 |
1.618 |
121.73 |
2.618 |
121.73 |
4.250 |
121.73 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
121.73 |
121.39 |
PP |
121.73 |
121.04 |
S1 |
121.73 |
120.70 |
|