Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
121.48 |
121.70 |
0.22 |
0.2% |
122.33 |
High |
121.48 |
121.70 |
0.22 |
0.2% |
122.66 |
Low |
121.48 |
121.58 |
0.10 |
0.1% |
121.48 |
Close |
121.71 |
121.39 |
-0.32 |
-0.3% |
121.39 |
Range |
0.00 |
0.12 |
0.12 |
|
1.18 |
ATR |
0.32 |
0.31 |
-0.01 |
-4.3% |
0.00 |
Volume |
101 |
223 |
122 |
120.8% |
624 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.92 |
121.77 |
121.46 |
|
R3 |
121.80 |
121.65 |
121.42 |
|
R2 |
121.68 |
121.68 |
121.41 |
|
R1 |
121.53 |
121.53 |
121.40 |
121.55 |
PP |
121.56 |
121.56 |
121.56 |
121.56 |
S1 |
121.41 |
121.41 |
121.38 |
121.43 |
S2 |
121.44 |
121.44 |
121.37 |
|
S3 |
121.32 |
121.29 |
121.36 |
|
S4 |
121.20 |
121.17 |
121.32 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.38 |
124.57 |
122.04 |
|
R3 |
124.20 |
123.39 |
121.71 |
|
R2 |
123.02 |
123.02 |
121.61 |
|
R1 |
122.21 |
122.21 |
121.50 |
122.03 |
PP |
121.84 |
121.84 |
121.84 |
121.75 |
S1 |
121.03 |
121.03 |
121.28 |
120.85 |
S2 |
120.66 |
120.66 |
121.17 |
|
S3 |
119.48 |
119.85 |
121.07 |
|
S4 |
118.30 |
118.67 |
120.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.21 |
2.618 |
122.01 |
1.618 |
121.89 |
1.000 |
121.82 |
0.618 |
121.77 |
HIGH |
121.70 |
0.618 |
121.65 |
0.500 |
121.64 |
0.382 |
121.63 |
LOW |
121.58 |
0.618 |
121.51 |
1.000 |
121.46 |
1.618 |
121.39 |
2.618 |
121.27 |
4.250 |
121.07 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
121.64 |
122.07 |
PP |
121.56 |
121.84 |
S1 |
121.47 |
121.62 |
|