Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.95 |
122.01 |
0.06 |
0.0% |
121.62 |
| High |
122.17 |
122.01 |
-0.16 |
-0.1% |
122.17 |
| Low |
121.95 |
121.52 |
-0.43 |
-0.4% |
120.77 |
| Close |
122.12 |
121.64 |
-0.48 |
-0.4% |
122.12 |
| Range |
0.22 |
0.49 |
0.27 |
122.7% |
1.40 |
| ATR |
0.41 |
0.43 |
0.01 |
3.2% |
0.00 |
| Volume |
114 |
418 |
304 |
266.7% |
552 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.19 |
122.91 |
121.91 |
|
| R3 |
122.70 |
122.42 |
121.77 |
|
| R2 |
122.21 |
122.21 |
121.73 |
|
| R1 |
121.93 |
121.93 |
121.68 |
121.83 |
| PP |
121.72 |
121.72 |
121.72 |
121.67 |
| S1 |
121.44 |
121.44 |
121.60 |
121.34 |
| S2 |
121.23 |
121.23 |
121.55 |
|
| S3 |
120.74 |
120.95 |
121.51 |
|
| S4 |
120.25 |
120.46 |
121.37 |
|
|
| 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 |
124.09 |
|
2.618 |
123.29 |
|
1.618 |
122.80 |
|
1.000 |
122.50 |
|
0.618 |
122.31 |
|
HIGH |
122.01 |
|
0.618 |
121.82 |
|
0.500 |
121.77 |
|
0.382 |
121.71 |
|
LOW |
121.52 |
|
0.618 |
121.22 |
|
1.000 |
121.03 |
|
1.618 |
120.73 |
|
2.618 |
120.24 |
|
4.250 |
119.44 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.77 |
121.81 |
| PP |
121.72 |
121.75 |
| S1 |
121.68 |
121.70 |
|