Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
120.00 |
120.10 |
0.10 |
0.1% |
119.52 |
High |
120.00 |
120.40 |
0.40 |
0.3% |
120.40 |
Low |
120.00 |
119.78 |
-0.22 |
-0.2% |
119.52 |
Close |
120.04 |
119.98 |
-0.06 |
0.0% |
119.98 |
Range |
0.00 |
0.62 |
0.62 |
|
0.88 |
ATR |
0.37 |
0.39 |
0.02 |
4.9% |
0.00 |
Volume |
2 |
147 |
145 |
7,250.0% |
314 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.91 |
121.57 |
120.32 |
|
R3 |
121.29 |
120.95 |
120.15 |
|
R2 |
120.67 |
120.67 |
120.09 |
|
R1 |
120.33 |
120.33 |
120.04 |
120.19 |
PP |
120.05 |
120.05 |
120.05 |
119.99 |
S1 |
119.71 |
119.71 |
119.92 |
119.57 |
S2 |
119.43 |
119.43 |
119.87 |
|
S3 |
118.81 |
119.09 |
119.81 |
|
S4 |
118.19 |
118.47 |
119.64 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.61 |
122.17 |
120.46 |
|
R3 |
121.73 |
121.29 |
120.22 |
|
R2 |
120.85 |
120.85 |
120.14 |
|
R1 |
120.41 |
120.41 |
120.06 |
120.63 |
PP |
119.97 |
119.97 |
119.97 |
120.08 |
S1 |
119.53 |
119.53 |
119.90 |
119.75 |
S2 |
119.09 |
119.09 |
119.82 |
|
S3 |
118.21 |
118.65 |
119.74 |
|
S4 |
117.33 |
117.77 |
119.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.04 |
2.618 |
122.02 |
1.618 |
121.40 |
1.000 |
121.02 |
0.618 |
120.78 |
HIGH |
120.40 |
0.618 |
120.16 |
0.500 |
120.09 |
0.382 |
120.02 |
LOW |
119.78 |
0.618 |
119.40 |
1.000 |
119.16 |
1.618 |
118.78 |
2.618 |
118.16 |
4.250 |
117.15 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
120.09 |
120.09 |
PP |
120.05 |
120.05 |
S1 |
120.02 |
120.02 |
|