Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
120.28 |
120.44 |
0.16 |
0.1% |
119.66 |
High |
120.28 |
120.65 |
0.37 |
0.3% |
120.28 |
Low |
120.16 |
120.44 |
0.28 |
0.2% |
119.50 |
Close |
120.25 |
120.64 |
0.39 |
0.3% |
120.25 |
Range |
0.12 |
0.21 |
0.09 |
75.0% |
0.78 |
ATR |
0.45 |
0.45 |
0.00 |
-0.9% |
0.00 |
Volume |
2 |
91 |
89 |
4,450.0% |
96 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.21 |
121.13 |
120.76 |
|
R3 |
121.00 |
120.92 |
120.70 |
|
R2 |
120.79 |
120.79 |
120.68 |
|
R1 |
120.71 |
120.71 |
120.66 |
120.75 |
PP |
120.58 |
120.58 |
120.58 |
120.60 |
S1 |
120.50 |
120.50 |
120.62 |
120.54 |
S2 |
120.37 |
120.37 |
120.60 |
|
S3 |
120.16 |
120.29 |
120.58 |
|
S4 |
119.95 |
120.08 |
120.52 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.35 |
122.08 |
120.68 |
|
R3 |
121.57 |
121.30 |
120.46 |
|
R2 |
120.79 |
120.79 |
120.39 |
|
R1 |
120.52 |
120.52 |
120.32 |
120.66 |
PP |
120.01 |
120.01 |
120.01 |
120.08 |
S1 |
119.74 |
119.74 |
120.18 |
119.88 |
S2 |
119.23 |
119.23 |
120.11 |
|
S3 |
118.45 |
118.96 |
120.04 |
|
S4 |
117.67 |
118.18 |
119.82 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.54 |
2.618 |
121.20 |
1.618 |
120.99 |
1.000 |
120.86 |
0.618 |
120.78 |
HIGH |
120.65 |
0.618 |
120.57 |
0.500 |
120.55 |
0.382 |
120.52 |
LOW |
120.44 |
0.618 |
120.31 |
1.000 |
120.23 |
1.618 |
120.10 |
2.618 |
119.89 |
4.250 |
119.55 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
120.61 |
120.50 |
PP |
120.58 |
120.37 |
S1 |
120.55 |
120.23 |
|