Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123.41 |
123.69 |
0.28 |
0.2% |
121.17 |
High |
123.41 |
123.69 |
0.28 |
0.2% |
122.37 |
Low |
123.41 |
123.00 |
-0.41 |
-0.3% |
121.17 |
Close |
123.82 |
123.65 |
-0.17 |
-0.1% |
121.82 |
Range |
0.00 |
0.69 |
0.69 |
|
1.20 |
ATR |
0.43 |
0.46 |
0.03 |
6.4% |
0.00 |
Volume |
91 |
66 |
-25 |
-27.5% |
537 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.52 |
125.27 |
124.03 |
|
R3 |
124.83 |
124.58 |
123.84 |
|
R2 |
124.14 |
124.14 |
123.78 |
|
R1 |
123.89 |
123.89 |
123.71 |
123.67 |
PP |
123.45 |
123.45 |
123.45 |
123.34 |
S1 |
123.20 |
123.20 |
123.59 |
122.98 |
S2 |
122.76 |
122.76 |
123.52 |
|
S3 |
122.07 |
122.51 |
123.46 |
|
S4 |
121.38 |
121.82 |
123.27 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.39 |
124.80 |
122.48 |
|
R3 |
124.19 |
123.60 |
122.15 |
|
R2 |
122.99 |
122.99 |
122.04 |
|
R1 |
122.40 |
122.40 |
121.93 |
122.70 |
PP |
121.79 |
121.79 |
121.79 |
121.93 |
S1 |
121.20 |
121.20 |
121.71 |
121.50 |
S2 |
120.59 |
120.59 |
121.60 |
|
S3 |
119.39 |
120.00 |
121.49 |
|
S4 |
118.19 |
118.80 |
121.16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.62 |
2.618 |
125.50 |
1.618 |
124.81 |
1.000 |
124.38 |
0.618 |
124.12 |
HIGH |
123.69 |
0.618 |
123.43 |
0.500 |
123.35 |
0.382 |
123.26 |
LOW |
123.00 |
0.618 |
122.57 |
1.000 |
122.31 |
1.618 |
121.88 |
2.618 |
121.19 |
4.250 |
120.07 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123.55 |
123.52 |
PP |
123.45 |
123.39 |
S1 |
123.35 |
123.27 |
|