Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.44 |
122.29 |
-0.15 |
-0.1% |
122.84 |
| High |
122.45 |
122.38 |
-0.07 |
-0.1% |
124.39 |
| Low |
122.00 |
121.21 |
-0.79 |
-0.6% |
122.84 |
| Close |
122.13 |
121.24 |
-0.89 |
-0.7% |
123.50 |
| Range |
0.45 |
1.17 |
0.72 |
160.0% |
1.55 |
| ATR |
0.60 |
0.64 |
0.04 |
6.9% |
0.00 |
| Volume |
4 |
30 |
26 |
650.0% |
583 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.12 |
124.35 |
121.88 |
|
| R3 |
123.95 |
123.18 |
121.56 |
|
| R2 |
122.78 |
122.78 |
121.45 |
|
| R1 |
122.01 |
122.01 |
121.35 |
121.81 |
| PP |
121.61 |
121.61 |
121.61 |
121.51 |
| S1 |
120.84 |
120.84 |
121.13 |
120.64 |
| S2 |
120.44 |
120.44 |
121.03 |
|
| S3 |
119.27 |
119.67 |
120.92 |
|
| S4 |
118.10 |
118.50 |
120.60 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.23 |
127.41 |
124.35 |
|
| R3 |
126.68 |
125.86 |
123.93 |
|
| R2 |
125.13 |
125.13 |
123.78 |
|
| R1 |
124.31 |
124.31 |
123.64 |
124.72 |
| PP |
123.58 |
123.58 |
123.58 |
123.78 |
| S1 |
122.76 |
122.76 |
123.36 |
123.17 |
| S2 |
122.03 |
122.03 |
123.22 |
|
| S3 |
120.48 |
121.21 |
123.07 |
|
| S4 |
118.93 |
119.66 |
122.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.35 |
|
2.618 |
125.44 |
|
1.618 |
124.27 |
|
1.000 |
123.55 |
|
0.618 |
123.10 |
|
HIGH |
122.38 |
|
0.618 |
121.93 |
|
0.500 |
121.80 |
|
0.382 |
121.66 |
|
LOW |
121.21 |
|
0.618 |
120.49 |
|
1.000 |
120.04 |
|
1.618 |
119.32 |
|
2.618 |
118.15 |
|
4.250 |
116.24 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.80 |
122.47 |
| PP |
121.61 |
122.06 |
| S1 |
121.43 |
121.65 |
|