Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
121.62 |
121.30 |
-0.32 |
-0.3% |
121.52 |
High |
121.66 |
121.65 |
-0.01 |
0.0% |
122.23 |
Low |
121.48 |
121.06 |
-0.42 |
-0.3% |
121.11 |
Close |
121.58 |
121.06 |
-0.52 |
-0.4% |
121.30 |
Range |
0.18 |
0.59 |
0.41 |
227.8% |
1.12 |
ATR |
0.36 |
0.37 |
0.02 |
4.7% |
0.00 |
Volume |
6 |
43 |
37 |
616.7% |
146 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.03 |
122.63 |
121.38 |
|
R3 |
122.44 |
122.04 |
121.22 |
|
R2 |
121.85 |
121.85 |
121.17 |
|
R1 |
121.45 |
121.45 |
121.11 |
121.36 |
PP |
121.26 |
121.26 |
121.26 |
121.21 |
S1 |
120.86 |
120.86 |
121.01 |
120.77 |
S2 |
120.67 |
120.67 |
120.95 |
|
S3 |
120.08 |
120.27 |
120.90 |
|
S4 |
119.49 |
119.68 |
120.74 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.91 |
124.22 |
121.92 |
|
R3 |
123.79 |
123.10 |
121.61 |
|
R2 |
122.67 |
122.67 |
121.51 |
|
R1 |
121.98 |
121.98 |
121.40 |
121.77 |
PP |
121.55 |
121.55 |
121.55 |
121.44 |
S1 |
120.86 |
120.86 |
121.20 |
120.65 |
S2 |
120.43 |
120.43 |
121.09 |
|
S3 |
119.31 |
119.74 |
120.99 |
|
S4 |
118.19 |
118.62 |
120.68 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.16 |
2.618 |
123.19 |
1.618 |
122.60 |
1.000 |
122.24 |
0.618 |
122.01 |
HIGH |
121.65 |
0.618 |
121.42 |
0.500 |
121.36 |
0.382 |
121.29 |
LOW |
121.06 |
0.618 |
120.70 |
1.000 |
120.47 |
1.618 |
120.11 |
2.618 |
119.52 |
4.250 |
118.55 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
121.36 |
121.36 |
PP |
121.26 |
121.26 |
S1 |
121.16 |
121.16 |
|