Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120.51 |
120.32 |
-0.19 |
-0.2% |
121.11 |
High |
120.51 |
120.32 |
-0.19 |
-0.2% |
121.11 |
Low |
120.51 |
120.32 |
-0.19 |
-0.2% |
119.80 |
Close |
120.51 |
120.32 |
-0.19 |
-0.2% |
119.80 |
Range |
|
|
|
|
|
ATR |
0.34 |
0.33 |
-0.01 |
-3.1% |
0.00 |
Volume |
90 |
90 |
0 |
0.0% |
415 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.32 |
120.32 |
120.32 |
|
R3 |
120.32 |
120.32 |
120.32 |
|
R2 |
120.32 |
120.32 |
120.32 |
|
R1 |
120.32 |
120.32 |
120.32 |
120.32 |
PP |
120.32 |
120.32 |
120.32 |
120.32 |
S1 |
120.32 |
120.32 |
120.32 |
120.32 |
S2 |
120.32 |
120.32 |
120.32 |
|
S3 |
120.32 |
120.32 |
120.32 |
|
S4 |
120.32 |
120.32 |
120.32 |
|
|
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 |
120.32 |
2.618 |
120.32 |
1.618 |
120.32 |
1.000 |
120.32 |
0.618 |
120.32 |
HIGH |
120.32 |
0.618 |
120.32 |
0.500 |
120.32 |
0.382 |
120.32 |
LOW |
120.32 |
0.618 |
120.32 |
1.000 |
120.32 |
1.618 |
120.32 |
2.618 |
120.32 |
4.250 |
120.32 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120.32 |
120.45 |
PP |
120.32 |
120.40 |
S1 |
120.32 |
120.36 |
|