Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
121.48 |
121.72 |
0.24 |
0.2% |
122.84 |
High |
121.59 |
121.72 |
0.13 |
0.1% |
124.39 |
Low |
121.00 |
121.32 |
0.32 |
0.3% |
122.84 |
Close |
121.60 |
121.59 |
-0.01 |
0.0% |
123.50 |
Range |
0.59 |
0.40 |
-0.19 |
-32.2% |
1.55 |
ATR |
0.63 |
0.62 |
-0.02 |
-2.6% |
0.00 |
Volume |
7 |
2 |
-5 |
-71.4% |
583 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.74 |
122.57 |
121.81 |
|
R3 |
122.34 |
122.17 |
121.70 |
|
R2 |
121.94 |
121.94 |
121.66 |
|
R1 |
121.77 |
121.77 |
121.63 |
121.66 |
PP |
121.54 |
121.54 |
121.54 |
121.49 |
S1 |
121.37 |
121.37 |
121.55 |
121.26 |
S2 |
121.14 |
121.14 |
121.52 |
|
S3 |
120.74 |
120.97 |
121.48 |
|
S4 |
120.34 |
120.57 |
121.37 |
|
|
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 |
123.42 |
2.618 |
122.77 |
1.618 |
122.37 |
1.000 |
122.12 |
0.618 |
121.97 |
HIGH |
121.72 |
0.618 |
121.57 |
0.500 |
121.52 |
0.382 |
121.47 |
LOW |
121.32 |
0.618 |
121.07 |
1.000 |
120.92 |
1.618 |
120.67 |
2.618 |
120.27 |
4.250 |
119.62 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
121.57 |
121.69 |
PP |
121.54 |
121.66 |
S1 |
121.52 |
121.62 |
|