Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
122.01 |
121.19 |
-0.82 |
-0.7% |
121.62 |
High |
122.01 |
121.31 |
-0.70 |
-0.6% |
122.17 |
Low |
121.52 |
120.94 |
-0.58 |
-0.5% |
120.77 |
Close |
121.64 |
121.00 |
-0.64 |
-0.5% |
122.12 |
Range |
0.49 |
0.37 |
-0.12 |
-24.5% |
1.40 |
ATR |
0.43 |
0.45 |
0.02 |
4.5% |
0.00 |
Volume |
418 |
218 |
-200 |
-47.8% |
552 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.19 |
121.97 |
121.20 |
|
R3 |
121.82 |
121.60 |
121.10 |
|
R2 |
121.45 |
121.45 |
121.07 |
|
R1 |
121.23 |
121.23 |
121.03 |
121.16 |
PP |
121.08 |
121.08 |
121.08 |
121.05 |
S1 |
120.86 |
120.86 |
120.97 |
120.79 |
S2 |
120.71 |
120.71 |
120.93 |
|
S3 |
120.34 |
120.49 |
120.90 |
|
S4 |
119.97 |
120.12 |
120.80 |
|
|
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 |
122.88 |
2.618 |
122.28 |
1.618 |
121.91 |
1.000 |
121.68 |
0.618 |
121.54 |
HIGH |
121.31 |
0.618 |
121.17 |
0.500 |
121.13 |
0.382 |
121.08 |
LOW |
120.94 |
0.618 |
120.71 |
1.000 |
120.57 |
1.618 |
120.34 |
2.618 |
119.97 |
4.250 |
119.37 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
121.13 |
121.56 |
PP |
121.08 |
121.37 |
S1 |
121.04 |
121.19 |
|