Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124.00 |
124.10 |
0.10 |
0.1% |
123.37 |
High |
124.00 |
124.10 |
0.10 |
0.1% |
124.00 |
Low |
124.00 |
124.07 |
0.07 |
0.1% |
123.37 |
Close |
123.88 |
124.30 |
0.42 |
0.3% |
123.88 |
Range |
0.00 |
0.03 |
0.03 |
|
0.63 |
ATR |
0.69 |
0.66 |
-0.03 |
-4.9% |
0.00 |
Volume |
1 |
3 |
2 |
200.0% |
9 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.25 |
124.30 |
124.32 |
|
R3 |
124.22 |
124.27 |
124.31 |
|
R2 |
124.19 |
124.19 |
124.31 |
|
R1 |
124.24 |
124.24 |
124.30 |
124.22 |
PP |
124.16 |
124.16 |
124.16 |
124.14 |
S1 |
124.21 |
124.21 |
124.30 |
124.19 |
S2 |
124.13 |
124.13 |
124.29 |
|
S3 |
124.10 |
124.18 |
124.29 |
|
S4 |
124.07 |
124.15 |
124.28 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.64 |
125.39 |
124.23 |
|
R3 |
125.01 |
124.76 |
124.05 |
|
R2 |
124.38 |
124.38 |
124.00 |
|
R1 |
124.13 |
124.13 |
123.94 |
124.26 |
PP |
123.75 |
123.75 |
123.75 |
123.81 |
S1 |
123.50 |
123.50 |
123.82 |
123.63 |
S2 |
123.12 |
123.12 |
123.76 |
|
S3 |
122.49 |
122.87 |
123.71 |
|
S4 |
121.86 |
122.24 |
123.53 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.23 |
2.618 |
124.18 |
1.618 |
124.15 |
1.000 |
124.13 |
0.618 |
124.12 |
HIGH |
124.10 |
0.618 |
124.09 |
0.500 |
124.09 |
0.382 |
124.08 |
LOW |
124.07 |
0.618 |
124.05 |
1.000 |
124.04 |
1.618 |
124.02 |
2.618 |
123.99 |
4.250 |
123.94 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124.23 |
124.11 |
PP |
124.16 |
123.92 |
S1 |
124.09 |
123.74 |
|