Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120.51 |
120.55 |
0.04 |
0.0% |
120.18 |
High |
120.51 |
120.55 |
0.04 |
0.0% |
120.57 |
Low |
120.51 |
120.55 |
0.04 |
0.0% |
120.02 |
Close |
120.48 |
120.91 |
0.43 |
0.4% |
120.02 |
Range |
|
|
|
|
|
ATR |
0.34 |
0.32 |
-0.02 |
-5.7% |
0.00 |
Volume |
240 |
45 |
-195 |
-81.3% |
450 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.67 |
120.79 |
120.91 |
|
R3 |
120.67 |
120.79 |
120.91 |
|
R2 |
120.67 |
120.67 |
120.91 |
|
R1 |
120.79 |
120.79 |
120.91 |
120.73 |
PP |
120.67 |
120.67 |
120.67 |
120.64 |
S1 |
120.79 |
120.79 |
120.91 |
120.73 |
S2 |
120.67 |
120.67 |
120.91 |
|
S3 |
120.67 |
120.79 |
120.91 |
|
S4 |
120.67 |
120.79 |
120.91 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.85 |
121.49 |
120.32 |
|
R3 |
121.30 |
120.94 |
120.17 |
|
R2 |
120.75 |
120.75 |
120.12 |
|
R1 |
120.39 |
120.39 |
120.07 |
120.30 |
PP |
120.20 |
120.20 |
120.20 |
120.16 |
S1 |
119.84 |
119.84 |
119.97 |
119.75 |
S2 |
119.65 |
119.65 |
119.92 |
|
S3 |
119.10 |
119.29 |
119.87 |
|
S4 |
118.55 |
118.74 |
119.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.55 |
2.618 |
120.55 |
1.618 |
120.55 |
1.000 |
120.55 |
0.618 |
120.55 |
HIGH |
120.55 |
0.618 |
120.55 |
0.500 |
120.55 |
0.382 |
120.55 |
LOW |
120.55 |
0.618 |
120.55 |
1.000 |
120.55 |
1.618 |
120.55 |
2.618 |
120.55 |
4.250 |
120.55 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120.79 |
120.70 |
PP |
120.67 |
120.49 |
S1 |
120.55 |
120.29 |
|