Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120.15 |
119.86 |
-0.29 |
-0.2% |
120.18 |
High |
120.15 |
119.86 |
-0.29 |
-0.2% |
121.10 |
Low |
120.15 |
119.86 |
-0.29 |
-0.2% |
120.18 |
Close |
120.15 |
119.86 |
-0.29 |
-0.2% |
121.10 |
Range |
|
|
|
|
|
ATR |
0.39 |
0.38 |
-0.01 |
-1.8% |
0.00 |
Volume |
165 |
90 |
-75 |
-45.5% |
518 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.86 |
119.86 |
119.86 |
|
R3 |
119.86 |
119.86 |
119.86 |
|
R2 |
119.86 |
119.86 |
119.86 |
|
R1 |
119.86 |
119.86 |
119.86 |
119.86 |
PP |
119.86 |
119.86 |
119.86 |
119.86 |
S1 |
119.86 |
119.86 |
119.86 |
119.86 |
S2 |
119.86 |
119.86 |
119.86 |
|
S3 |
119.86 |
119.86 |
119.86 |
|
S4 |
119.86 |
119.86 |
119.86 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.55 |
123.25 |
121.61 |
|
R3 |
122.63 |
122.33 |
121.35 |
|
R2 |
121.71 |
121.71 |
121.27 |
|
R1 |
121.41 |
121.41 |
121.18 |
121.56 |
PP |
120.79 |
120.79 |
120.79 |
120.87 |
S1 |
120.49 |
120.49 |
121.02 |
120.64 |
S2 |
119.87 |
119.87 |
120.93 |
|
S3 |
118.95 |
119.57 |
120.85 |
|
S4 |
118.03 |
118.65 |
120.59 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.86 |
2.618 |
119.86 |
1.618 |
119.86 |
1.000 |
119.86 |
0.618 |
119.86 |
HIGH |
119.86 |
0.618 |
119.86 |
0.500 |
119.86 |
0.382 |
119.86 |
LOW |
119.86 |
0.618 |
119.86 |
1.000 |
119.86 |
1.618 |
119.86 |
2.618 |
119.86 |
4.250 |
119.86 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
119.86 |
120.28 |
PP |
119.86 |
120.14 |
S1 |
119.86 |
120.00 |
|