Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
120.10 |
119.80 |
-0.30 |
-0.2% |
119.52 |
High |
120.40 |
120.30 |
-0.10 |
-0.1% |
120.40 |
Low |
119.78 |
119.80 |
0.02 |
0.0% |
119.52 |
Close |
119.98 |
120.26 |
0.28 |
0.2% |
119.98 |
Range |
0.62 |
0.50 |
-0.12 |
-19.4% |
0.88 |
ATR |
0.39 |
0.39 |
0.01 |
2.1% |
0.00 |
Volume |
147 |
12 |
-135 |
-91.8% |
314 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.62 |
121.44 |
120.54 |
|
R3 |
121.12 |
120.94 |
120.40 |
|
R2 |
120.62 |
120.62 |
120.35 |
|
R1 |
120.44 |
120.44 |
120.31 |
120.53 |
PP |
120.12 |
120.12 |
120.12 |
120.17 |
S1 |
119.94 |
119.94 |
120.21 |
120.03 |
S2 |
119.62 |
119.62 |
120.17 |
|
S3 |
119.12 |
119.44 |
120.12 |
|
S4 |
118.62 |
118.94 |
119.99 |
|
|
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 |
122.43 |
2.618 |
121.61 |
1.618 |
121.11 |
1.000 |
120.80 |
0.618 |
120.61 |
HIGH |
120.30 |
0.618 |
120.11 |
0.500 |
120.05 |
0.382 |
119.99 |
LOW |
119.80 |
0.618 |
119.49 |
1.000 |
119.30 |
1.618 |
118.99 |
2.618 |
118.49 |
4.250 |
117.68 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
120.19 |
120.20 |
PP |
120.12 |
120.15 |
S1 |
120.05 |
120.09 |
|