Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 27-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
122.24 |
122.17 |
-0.07 |
-0.1% |
119.64 |
High |
122.24 |
122.17 |
-0.07 |
-0.1% |
121.73 |
Low |
122.24 |
122.17 |
-0.07 |
-0.1% |
119.64 |
Close |
122.24 |
122.17 |
-0.07 |
-0.1% |
121.60 |
Range |
|
|
|
|
|
ATR |
0.41 |
0.39 |
-0.02 |
-5.9% |
0.00 |
Volume |
50 |
50 |
0 |
0.0% |
736 |
|
Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.17 |
122.17 |
122.17 |
|
R3 |
122.17 |
122.17 |
122.17 |
|
R2 |
122.17 |
122.17 |
122.17 |
|
R1 |
122.17 |
122.17 |
122.17 |
122.17 |
PP |
122.17 |
122.17 |
122.17 |
122.17 |
S1 |
122.17 |
122.17 |
122.17 |
122.17 |
S2 |
122.17 |
122.17 |
122.17 |
|
S3 |
122.17 |
122.17 |
122.17 |
|
S4 |
122.17 |
122.17 |
122.17 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.26 |
126.52 |
122.75 |
|
R3 |
125.17 |
124.43 |
122.17 |
|
R2 |
123.08 |
123.08 |
121.98 |
|
R1 |
122.34 |
122.34 |
121.79 |
122.71 |
PP |
120.99 |
120.99 |
120.99 |
121.18 |
S1 |
120.25 |
120.25 |
121.41 |
120.62 |
S2 |
118.90 |
118.90 |
121.22 |
|
S3 |
116.81 |
118.16 |
121.03 |
|
S4 |
114.72 |
116.07 |
120.45 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.17 |
2.618 |
122.17 |
1.618 |
122.17 |
1.000 |
122.17 |
0.618 |
122.17 |
HIGH |
122.17 |
0.618 |
122.17 |
0.500 |
122.17 |
0.382 |
122.17 |
LOW |
122.17 |
0.618 |
122.17 |
1.000 |
122.17 |
1.618 |
122.17 |
2.618 |
122.17 |
4.250 |
122.17 |
|
|
Fisher Pivots for day following 27-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
122.17 |
122.11 |
PP |
122.17 |
122.05 |
S1 |
122.17 |
121.99 |
|