Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120.57 |
120.51 |
-0.06 |
0.0% |
121.11 |
High |
120.57 |
120.51 |
-0.06 |
0.0% |
121.11 |
Low |
120.57 |
120.51 |
-0.06 |
0.0% |
119.80 |
Close |
120.57 |
120.51 |
-0.06 |
0.0% |
119.80 |
Range |
|
|
|
|
|
ATR |
0.36 |
0.34 |
-0.02 |
-6.0% |
0.00 |
Volume |
90 |
90 |
0 |
0.0% |
415 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.51 |
120.51 |
120.51 |
|
R3 |
120.51 |
120.51 |
120.51 |
|
R2 |
120.51 |
120.51 |
120.51 |
|
R1 |
120.51 |
120.51 |
120.51 |
120.51 |
PP |
120.51 |
120.51 |
120.51 |
120.51 |
S1 |
120.51 |
120.51 |
120.51 |
120.51 |
S2 |
120.51 |
120.51 |
120.51 |
|
S3 |
120.51 |
120.51 |
120.51 |
|
S4 |
120.51 |
120.51 |
120.51 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.17 |
123.29 |
120.52 |
|
R3 |
122.86 |
121.98 |
120.16 |
|
R2 |
121.55 |
121.55 |
120.04 |
|
R1 |
120.67 |
120.67 |
119.92 |
120.46 |
PP |
120.24 |
120.24 |
120.24 |
120.13 |
S1 |
119.36 |
119.36 |
119.68 |
119.15 |
S2 |
118.93 |
118.93 |
119.56 |
|
S3 |
117.62 |
118.05 |
119.44 |
|
S4 |
116.31 |
116.74 |
119.08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.51 |
2.618 |
120.51 |
1.618 |
120.51 |
1.000 |
120.51 |
0.618 |
120.51 |
HIGH |
120.51 |
0.618 |
120.51 |
0.500 |
120.51 |
0.382 |
120.51 |
LOW |
120.51 |
0.618 |
120.51 |
1.000 |
120.51 |
1.618 |
120.51 |
2.618 |
120.51 |
4.250 |
120.51 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120.51 |
120.47 |
PP |
120.51 |
120.42 |
S1 |
120.51 |
120.38 |
|