Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.70 |
122.00 |
0.30 |
0.2% |
122.33 |
| High |
122.23 |
122.21 |
-0.02 |
0.0% |
122.66 |
| Low |
121.48 |
121.93 |
0.45 |
0.4% |
121.48 |
| Close |
122.06 |
122.10 |
0.04 |
0.0% |
121.39 |
| Range |
0.75 |
0.28 |
-0.47 |
-62.7% |
1.18 |
| ATR |
0.33 |
0.33 |
0.00 |
-1.1% |
0.00 |
| Volume |
16 |
36 |
20 |
125.0% |
624 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.92 |
122.79 |
122.25 |
|
| R3 |
122.64 |
122.51 |
122.18 |
|
| R2 |
122.36 |
122.36 |
122.15 |
|
| R1 |
122.23 |
122.23 |
122.13 |
122.30 |
| PP |
122.08 |
122.08 |
122.08 |
122.11 |
| S1 |
121.95 |
121.95 |
122.07 |
122.02 |
| S2 |
121.80 |
121.80 |
122.05 |
|
| S3 |
121.52 |
121.67 |
122.02 |
|
| S4 |
121.24 |
121.39 |
121.95 |
|
|
| 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 |
123.40 |
|
2.618 |
122.94 |
|
1.618 |
122.66 |
|
1.000 |
122.49 |
|
0.618 |
122.38 |
|
HIGH |
122.21 |
|
0.618 |
122.10 |
|
0.500 |
122.07 |
|
0.382 |
122.04 |
|
LOW |
121.93 |
|
0.618 |
121.76 |
|
1.000 |
121.65 |
|
1.618 |
121.48 |
|
2.618 |
121.20 |
|
4.250 |
120.74 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.09 |
122.02 |
| PP |
122.08 |
121.94 |
| S1 |
122.07 |
121.86 |
|