Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
120.86 |
120.77 |
-0.09 |
-0.1% |
120.44 |
High |
120.86 |
121.05 |
0.19 |
0.2% |
121.12 |
Low |
120.50 |
120.50 |
0.00 |
0.0% |
120.35 |
Close |
120.63 |
120.97 |
0.34 |
0.3% |
120.97 |
Range |
0.36 |
0.55 |
0.19 |
52.8% |
0.77 |
ATR |
0.45 |
0.46 |
0.01 |
1.6% |
0.00 |
Volume |
21 |
51 |
30 |
142.9% |
289 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.49 |
122.28 |
121.27 |
|
R3 |
121.94 |
121.73 |
121.12 |
|
R2 |
121.39 |
121.39 |
121.07 |
|
R1 |
121.18 |
121.18 |
121.02 |
121.29 |
PP |
120.84 |
120.84 |
120.84 |
120.89 |
S1 |
120.63 |
120.63 |
120.92 |
120.74 |
S2 |
120.29 |
120.29 |
120.87 |
|
S3 |
119.74 |
120.08 |
120.82 |
|
S4 |
119.19 |
119.53 |
120.67 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.12 |
122.82 |
121.39 |
|
R3 |
122.35 |
122.05 |
121.18 |
|
R2 |
121.58 |
121.58 |
121.11 |
|
R1 |
121.28 |
121.28 |
121.04 |
121.43 |
PP |
120.81 |
120.81 |
120.81 |
120.89 |
S1 |
120.51 |
120.51 |
120.90 |
120.66 |
S2 |
120.04 |
120.04 |
120.83 |
|
S3 |
119.27 |
119.74 |
120.76 |
|
S4 |
118.50 |
118.97 |
120.55 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.39 |
2.618 |
122.49 |
1.618 |
121.94 |
1.000 |
121.60 |
0.618 |
121.39 |
HIGH |
121.05 |
0.618 |
120.84 |
0.500 |
120.78 |
0.382 |
120.71 |
LOW |
120.50 |
0.618 |
120.16 |
1.000 |
119.95 |
1.618 |
119.61 |
2.618 |
119.06 |
4.250 |
118.16 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
120.91 |
120.92 |
PP |
120.84 |
120.86 |
S1 |
120.78 |
120.81 |
|