Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120.84 |
120.12 |
-0.72 |
-0.6% |
122.01 |
| High |
120.86 |
120.30 |
-0.56 |
-0.5% |
122.01 |
| Low |
120.39 |
120.10 |
-0.29 |
-0.2% |
120.39 |
| Close |
120.51 |
120.05 |
-0.46 |
-0.4% |
120.51 |
| Range |
0.47 |
0.20 |
-0.27 |
-57.4% |
1.62 |
| ATR |
0.46 |
0.46 |
0.00 |
-0.8% |
0.00 |
| Volume |
64 |
10 |
-54 |
-84.4% |
700 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.75 |
120.60 |
120.16 |
|
| R3 |
120.55 |
120.40 |
120.11 |
|
| R2 |
120.35 |
120.35 |
120.09 |
|
| R1 |
120.20 |
120.20 |
120.07 |
120.18 |
| PP |
120.15 |
120.15 |
120.15 |
120.14 |
| S1 |
120.00 |
120.00 |
120.03 |
119.98 |
| S2 |
119.95 |
119.95 |
120.01 |
|
| S3 |
119.75 |
119.80 |
120.00 |
|
| S4 |
119.55 |
119.60 |
119.94 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.83 |
124.79 |
121.40 |
|
| R3 |
124.21 |
123.17 |
120.96 |
|
| R2 |
122.59 |
122.59 |
120.81 |
|
| R1 |
121.55 |
121.55 |
120.66 |
121.26 |
| PP |
120.97 |
120.97 |
120.97 |
120.83 |
| S1 |
119.93 |
119.93 |
120.36 |
119.64 |
| S2 |
119.35 |
119.35 |
120.21 |
|
| S3 |
117.73 |
118.31 |
120.06 |
|
| S4 |
116.11 |
116.69 |
119.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.15 |
|
2.618 |
120.82 |
|
1.618 |
120.62 |
|
1.000 |
120.50 |
|
0.618 |
120.42 |
|
HIGH |
120.30 |
|
0.618 |
120.22 |
|
0.500 |
120.20 |
|
0.382 |
120.18 |
|
LOW |
120.10 |
|
0.618 |
119.98 |
|
1.000 |
119.90 |
|
1.618 |
119.78 |
|
2.618 |
119.58 |
|
4.250 |
119.25 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.20 |
120.71 |
| PP |
120.15 |
120.49 |
| S1 |
120.10 |
120.27 |
|