Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
121.52 |
121.70 |
0.18 |
0.1% |
122.33 |
High |
121.52 |
122.23 |
0.71 |
0.6% |
122.66 |
Low |
121.52 |
121.48 |
-0.04 |
0.0% |
121.48 |
Close |
121.64 |
122.06 |
0.42 |
0.3% |
121.39 |
Range |
0.00 |
0.75 |
0.75 |
|
1.18 |
ATR |
0.30 |
0.33 |
0.03 |
10.9% |
0.00 |
Volume |
3 |
16 |
13 |
433.3% |
624 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.17 |
123.87 |
122.47 |
|
R3 |
123.42 |
123.12 |
122.27 |
|
R2 |
122.67 |
122.67 |
122.20 |
|
R1 |
122.37 |
122.37 |
122.13 |
122.52 |
PP |
121.92 |
121.92 |
121.92 |
122.00 |
S1 |
121.62 |
121.62 |
121.99 |
121.77 |
S2 |
121.17 |
121.17 |
121.92 |
|
S3 |
120.42 |
120.87 |
121.85 |
|
S4 |
119.67 |
120.12 |
121.65 |
|
|
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 |
125.42 |
2.618 |
124.19 |
1.618 |
123.44 |
1.000 |
122.98 |
0.618 |
122.69 |
HIGH |
122.23 |
0.618 |
121.94 |
0.500 |
121.86 |
0.382 |
121.77 |
LOW |
121.48 |
0.618 |
121.02 |
1.000 |
120.73 |
1.618 |
120.27 |
2.618 |
119.52 |
4.250 |
118.29 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
121.99 |
121.99 |
PP |
121.92 |
121.92 |
S1 |
121.86 |
121.86 |
|