Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.19 |
120.84 |
-0.35 |
-0.3% |
121.62 |
| High |
121.31 |
120.86 |
-0.45 |
-0.4% |
122.17 |
| Low |
120.94 |
120.39 |
-0.55 |
-0.5% |
120.77 |
| Close |
121.00 |
120.51 |
-0.49 |
-0.4% |
122.12 |
| Range |
0.37 |
0.47 |
0.10 |
27.0% |
1.40 |
| ATR |
0.45 |
0.46 |
0.01 |
2.6% |
0.00 |
| Volume |
218 |
64 |
-154 |
-70.6% |
552 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.00 |
121.72 |
120.77 |
|
| R3 |
121.53 |
121.25 |
120.64 |
|
| R2 |
121.06 |
121.06 |
120.60 |
|
| R1 |
120.78 |
120.78 |
120.55 |
120.69 |
| PP |
120.59 |
120.59 |
120.59 |
120.54 |
| S1 |
120.31 |
120.31 |
120.47 |
120.22 |
| S2 |
120.12 |
120.12 |
120.42 |
|
| S3 |
119.65 |
119.84 |
120.38 |
|
| S4 |
119.18 |
119.37 |
120.25 |
|
|
| 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 |
122.86 |
|
2.618 |
122.09 |
|
1.618 |
121.62 |
|
1.000 |
121.33 |
|
0.618 |
121.15 |
|
HIGH |
120.86 |
|
0.618 |
120.68 |
|
0.500 |
120.63 |
|
0.382 |
120.57 |
|
LOW |
120.39 |
|
0.618 |
120.10 |
|
1.000 |
119.92 |
|
1.618 |
119.63 |
|
2.618 |
119.16 |
|
4.250 |
118.39 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.63 |
121.20 |
| PP |
120.59 |
120.97 |
| S1 |
120.55 |
120.74 |
|