Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123.69 |
124.39 |
0.70 |
0.6% |
121.17 |
High |
123.69 |
124.39 |
0.70 |
0.6% |
122.37 |
Low |
123.00 |
123.15 |
0.15 |
0.1% |
121.17 |
Close |
123.65 |
123.06 |
-0.59 |
-0.5% |
121.82 |
Range |
0.69 |
1.24 |
0.55 |
79.7% |
1.20 |
ATR |
0.46 |
0.52 |
0.06 |
12.1% |
0.00 |
Volume |
66 |
412 |
346 |
524.2% |
537 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.25 |
126.40 |
123.74 |
|
R3 |
126.01 |
125.16 |
123.40 |
|
R2 |
124.77 |
124.77 |
123.29 |
|
R1 |
123.92 |
123.92 |
123.17 |
123.73 |
PP |
123.53 |
123.53 |
123.53 |
123.44 |
S1 |
122.68 |
122.68 |
122.95 |
122.49 |
S2 |
122.29 |
122.29 |
122.83 |
|
S3 |
121.05 |
121.44 |
122.72 |
|
S4 |
119.81 |
120.20 |
122.38 |
|
|
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 |
129.66 |
2.618 |
127.64 |
1.618 |
126.40 |
1.000 |
125.63 |
0.618 |
125.16 |
HIGH |
124.39 |
0.618 |
123.92 |
0.500 |
123.77 |
0.382 |
123.62 |
LOW |
123.15 |
0.618 |
122.38 |
1.000 |
121.91 |
1.618 |
121.14 |
2.618 |
119.90 |
4.250 |
117.88 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123.77 |
123.70 |
PP |
123.53 |
123.48 |
S1 |
123.30 |
123.27 |
|