Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.44 |
121.95 |
0.51 |
0.4% |
121.62 |
| High |
122.12 |
122.17 |
0.05 |
0.0% |
122.17 |
| Low |
121.44 |
121.95 |
0.51 |
0.4% |
120.77 |
| Close |
122.00 |
122.12 |
0.12 |
0.1% |
122.12 |
| Range |
0.68 |
0.22 |
-0.46 |
-67.6% |
1.40 |
| ATR |
0.43 |
0.41 |
-0.01 |
-3.5% |
0.00 |
| Volume |
146 |
114 |
-32 |
-21.9% |
552 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.74 |
122.65 |
122.24 |
|
| R3 |
122.52 |
122.43 |
122.18 |
|
| R2 |
122.30 |
122.30 |
122.16 |
|
| R1 |
122.21 |
122.21 |
122.14 |
122.26 |
| PP |
122.08 |
122.08 |
122.08 |
122.10 |
| S1 |
121.99 |
121.99 |
122.10 |
122.04 |
| S2 |
121.86 |
121.86 |
122.08 |
|
| S3 |
121.64 |
121.77 |
122.06 |
|
| S4 |
121.42 |
121.55 |
122.00 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.89 |
125.40 |
122.89 |
|
| R3 |
124.49 |
124.00 |
122.51 |
|
| R2 |
123.09 |
123.09 |
122.38 |
|
| R1 |
122.60 |
122.60 |
122.25 |
122.85 |
| PP |
121.69 |
121.69 |
121.69 |
121.81 |
| S1 |
121.20 |
121.20 |
121.99 |
121.45 |
| S2 |
120.29 |
120.29 |
121.86 |
|
| S3 |
118.89 |
119.80 |
121.74 |
|
| S4 |
117.49 |
118.40 |
121.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.11 |
|
2.618 |
122.75 |
|
1.618 |
122.53 |
|
1.000 |
122.39 |
|
0.618 |
122.31 |
|
HIGH |
122.17 |
|
0.618 |
122.09 |
|
0.500 |
122.06 |
|
0.382 |
122.03 |
|
LOW |
121.95 |
|
0.618 |
121.81 |
|
1.000 |
121.73 |
|
1.618 |
121.59 |
|
2.618 |
121.37 |
|
4.250 |
121.02 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.10 |
121.90 |
| PP |
122.08 |
121.69 |
| S1 |
122.06 |
121.47 |
|