Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
121.26 |
121.15 |
-0.11 |
-0.1% |
120.51 |
High |
121.26 |
121.15 |
-0.11 |
-0.1% |
121.26 |
Low |
121.26 |
121.15 |
-0.11 |
-0.1% |
120.51 |
Close |
121.26 |
121.15 |
-0.11 |
-0.1% |
121.26 |
Range |
|
|
|
|
|
ATR |
0.28 |
0.27 |
-0.01 |
-4.3% |
0.00 |
Volume |
45 |
100 |
55 |
122.2% |
420 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.15 |
121.15 |
121.15 |
|
R3 |
121.15 |
121.15 |
121.15 |
|
R2 |
121.15 |
121.15 |
121.15 |
|
R1 |
121.15 |
121.15 |
121.15 |
121.15 |
PP |
121.15 |
121.15 |
121.15 |
121.15 |
S1 |
121.15 |
121.15 |
121.15 |
121.15 |
S2 |
121.15 |
121.15 |
121.15 |
|
S3 |
121.15 |
121.15 |
121.15 |
|
S4 |
121.15 |
121.15 |
121.15 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.26 |
123.01 |
121.67 |
|
R3 |
122.51 |
122.26 |
121.47 |
|
R2 |
121.76 |
121.76 |
121.40 |
|
R1 |
121.51 |
121.51 |
121.33 |
121.64 |
PP |
121.01 |
121.01 |
121.01 |
121.07 |
S1 |
120.76 |
120.76 |
121.19 |
120.89 |
S2 |
120.26 |
120.26 |
121.12 |
|
S3 |
119.51 |
120.01 |
121.05 |
|
S4 |
118.76 |
119.26 |
120.85 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.15 |
2.618 |
121.15 |
1.618 |
121.15 |
1.000 |
121.15 |
0.618 |
121.15 |
HIGH |
121.15 |
0.618 |
121.15 |
0.500 |
121.15 |
0.382 |
121.15 |
LOW |
121.15 |
0.618 |
121.15 |
1.000 |
121.15 |
1.618 |
121.15 |
2.618 |
121.15 |
4.250 |
121.15 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
121.15 |
121.21 |
PP |
121.15 |
121.19 |
S1 |
121.15 |
121.17 |
|