Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
119.81 |
119.93 |
0.12 |
0.1% |
120.12 |
High |
120.03 |
119.99 |
-0.04 |
0.0% |
120.30 |
Low |
119.81 |
119.92 |
0.11 |
0.1% |
119.80 |
Close |
120.03 |
119.83 |
-0.20 |
-0.2% |
119.80 |
Range |
0.22 |
0.07 |
-0.15 |
-68.2% |
0.50 |
ATR |
0.40 |
0.38 |
-0.02 |
-5.2% |
0.00 |
Volume |
146 |
4 |
-142 |
-97.3% |
109 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.12 |
120.05 |
119.87 |
|
R3 |
120.05 |
119.98 |
119.85 |
|
R2 |
119.98 |
119.98 |
119.84 |
|
R1 |
119.91 |
119.91 |
119.84 |
119.91 |
PP |
119.91 |
119.91 |
119.91 |
119.92 |
S1 |
119.84 |
119.84 |
119.82 |
119.84 |
S2 |
119.84 |
119.84 |
119.82 |
|
S3 |
119.77 |
119.77 |
119.81 |
|
S4 |
119.70 |
119.70 |
119.79 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.47 |
121.13 |
120.08 |
|
R3 |
120.97 |
120.63 |
119.94 |
|
R2 |
120.47 |
120.47 |
119.89 |
|
R1 |
120.13 |
120.13 |
119.85 |
120.05 |
PP |
119.97 |
119.97 |
119.97 |
119.93 |
S1 |
119.63 |
119.63 |
119.75 |
119.55 |
S2 |
119.47 |
119.47 |
119.71 |
|
S3 |
118.97 |
119.13 |
119.66 |
|
S4 |
118.47 |
118.63 |
119.53 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.29 |
2.618 |
120.17 |
1.618 |
120.10 |
1.000 |
120.06 |
0.618 |
120.03 |
HIGH |
119.99 |
0.618 |
119.96 |
0.500 |
119.96 |
0.382 |
119.95 |
LOW |
119.92 |
0.618 |
119.88 |
1.000 |
119.85 |
1.618 |
119.81 |
2.618 |
119.74 |
4.250 |
119.62 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
119.96 |
119.81 |
PP |
119.91 |
119.79 |
S1 |
119.87 |
119.78 |
|