Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
121.18 |
121.29 |
0.11 |
0.1% |
119.80 |
High |
121.32 |
121.34 |
0.02 |
0.0% |
121.20 |
Low |
121.18 |
121.01 |
-0.17 |
-0.1% |
119.80 |
Close |
121.27 |
121.03 |
-0.24 |
-0.2% |
121.13 |
Range |
0.14 |
0.33 |
0.19 |
135.7% |
1.40 |
ATR |
0.38 |
0.38 |
0.00 |
-0.9% |
0.00 |
Volume |
7 |
14 |
7 |
100.0% |
961 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.12 |
121.90 |
121.21 |
|
R3 |
121.79 |
121.57 |
121.12 |
|
R2 |
121.46 |
121.46 |
121.09 |
|
R1 |
121.24 |
121.24 |
121.06 |
121.19 |
PP |
121.13 |
121.13 |
121.13 |
121.10 |
S1 |
120.91 |
120.91 |
121.00 |
120.86 |
S2 |
120.80 |
120.80 |
120.97 |
|
S3 |
120.47 |
120.58 |
120.94 |
|
S4 |
120.14 |
120.25 |
120.85 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.91 |
124.42 |
121.90 |
|
R3 |
123.51 |
123.02 |
121.52 |
|
R2 |
122.11 |
122.11 |
121.39 |
|
R1 |
121.62 |
121.62 |
121.26 |
121.87 |
PP |
120.71 |
120.71 |
120.71 |
120.83 |
S1 |
120.22 |
120.22 |
121.00 |
120.47 |
S2 |
119.31 |
119.31 |
120.87 |
|
S3 |
117.91 |
118.82 |
120.75 |
|
S4 |
116.51 |
117.42 |
120.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.74 |
2.618 |
122.20 |
1.618 |
121.87 |
1.000 |
121.67 |
0.618 |
121.54 |
HIGH |
121.34 |
0.618 |
121.21 |
0.500 |
121.18 |
0.382 |
121.14 |
LOW |
121.01 |
0.618 |
120.81 |
1.000 |
120.68 |
1.618 |
120.48 |
2.618 |
120.15 |
4.250 |
119.61 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
121.18 |
121.11 |
PP |
121.13 |
121.08 |
S1 |
121.08 |
121.06 |
|