Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123.72 |
123.37 |
-0.35 |
-0.3% |
121.39 |
High |
123.85 |
124.00 |
0.15 |
0.1% |
123.93 |
Low |
123.72 |
123.37 |
-0.35 |
-0.3% |
121.39 |
Close |
123.35 |
123.99 |
0.64 |
0.5% |
123.35 |
Range |
0.13 |
0.63 |
0.50 |
384.6% |
2.54 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.0% |
0.00 |
Volume |
70 |
8 |
-62 |
-88.6% |
321 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.68 |
125.46 |
124.34 |
|
R3 |
125.05 |
124.83 |
124.16 |
|
R2 |
124.42 |
124.42 |
124.11 |
|
R1 |
124.20 |
124.20 |
124.05 |
124.31 |
PP |
123.79 |
123.79 |
123.79 |
123.84 |
S1 |
123.57 |
123.57 |
123.93 |
123.68 |
S2 |
123.16 |
123.16 |
123.87 |
|
S3 |
122.53 |
122.94 |
123.82 |
|
S4 |
121.90 |
122.31 |
123.64 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.51 |
129.47 |
124.75 |
|
R3 |
127.97 |
126.93 |
124.05 |
|
R2 |
125.43 |
125.43 |
123.82 |
|
R1 |
124.39 |
124.39 |
123.58 |
124.91 |
PP |
122.89 |
122.89 |
122.89 |
123.15 |
S1 |
121.85 |
121.85 |
123.12 |
122.37 |
S2 |
120.35 |
120.35 |
122.88 |
|
S3 |
117.81 |
119.31 |
122.65 |
|
S4 |
115.27 |
116.77 |
121.95 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.68 |
2.618 |
125.65 |
1.618 |
125.02 |
1.000 |
124.63 |
0.618 |
124.39 |
HIGH |
124.00 |
0.618 |
123.76 |
0.500 |
123.69 |
0.382 |
123.61 |
LOW |
123.37 |
0.618 |
122.98 |
1.000 |
122.74 |
1.618 |
122.35 |
2.618 |
121.72 |
4.250 |
120.69 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123.89 |
123.85 |
PP |
123.79 |
123.72 |
S1 |
123.69 |
123.58 |
|