Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.30 |
121.22 |
-0.08 |
-0.1% |
121.52 |
| High |
121.65 |
121.60 |
-0.05 |
0.0% |
122.23 |
| Low |
121.06 |
120.77 |
-0.29 |
-0.2% |
121.11 |
| Close |
121.06 |
121.39 |
0.33 |
0.3% |
121.30 |
| Range |
0.59 |
0.83 |
0.24 |
40.7% |
1.12 |
| ATR |
0.37 |
0.41 |
0.03 |
8.7% |
0.00 |
| Volume |
43 |
243 |
200 |
465.1% |
146 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.74 |
123.40 |
121.85 |
|
| R3 |
122.91 |
122.57 |
121.62 |
|
| R2 |
122.08 |
122.08 |
121.54 |
|
| R1 |
121.74 |
121.74 |
121.47 |
121.91 |
| PP |
121.25 |
121.25 |
121.25 |
121.34 |
| S1 |
120.91 |
120.91 |
121.31 |
121.08 |
| S2 |
120.42 |
120.42 |
121.24 |
|
| S3 |
119.59 |
120.08 |
121.16 |
|
| S4 |
118.76 |
119.25 |
120.93 |
|
|
| 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 |
125.13 |
|
2.618 |
123.77 |
|
1.618 |
122.94 |
|
1.000 |
122.43 |
|
0.618 |
122.11 |
|
HIGH |
121.60 |
|
0.618 |
121.28 |
|
0.500 |
121.19 |
|
0.382 |
121.09 |
|
LOW |
120.77 |
|
0.618 |
120.26 |
|
1.000 |
119.94 |
|
1.618 |
119.43 |
|
2.618 |
118.60 |
|
4.250 |
117.24 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.32 |
121.33 |
| PP |
121.25 |
121.27 |
| S1 |
121.19 |
121.22 |
|