Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
120.41 |
120.48 |
0.07 |
0.1% |
119.52 |
High |
120.72 |
120.80 |
0.08 |
0.1% |
120.40 |
Low |
120.41 |
120.42 |
0.01 |
0.0% |
119.52 |
Close |
120.67 |
120.77 |
0.10 |
0.1% |
119.98 |
Range |
0.31 |
0.38 |
0.07 |
22.6% |
0.88 |
ATR |
0.40 |
0.40 |
0.00 |
-0.3% |
0.00 |
Volume |
89 |
264 |
175 |
196.6% |
314 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.80 |
121.67 |
120.98 |
|
R3 |
121.42 |
121.29 |
120.87 |
|
R2 |
121.04 |
121.04 |
120.84 |
|
R1 |
120.91 |
120.91 |
120.80 |
120.98 |
PP |
120.66 |
120.66 |
120.66 |
120.70 |
S1 |
120.53 |
120.53 |
120.74 |
120.60 |
S2 |
120.28 |
120.28 |
120.70 |
|
S3 |
119.90 |
120.15 |
120.67 |
|
S4 |
119.52 |
119.77 |
120.56 |
|
|
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 |
122.42 |
2.618 |
121.79 |
1.618 |
121.41 |
1.000 |
121.18 |
0.618 |
121.03 |
HIGH |
120.80 |
0.618 |
120.65 |
0.500 |
120.61 |
0.382 |
120.57 |
LOW |
120.42 |
0.618 |
120.19 |
1.000 |
120.04 |
1.618 |
119.81 |
2.618 |
119.43 |
4.250 |
118.81 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
120.72 |
120.61 |
PP |
120.66 |
120.46 |
S1 |
120.61 |
120.30 |
|