Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
121.55 |
121.81 |
0.26 |
0.2% |
122.00 |
High |
121.93 |
122.20 |
0.27 |
0.2% |
122.20 |
Low |
121.50 |
121.53 |
0.03 |
0.0% |
121.50 |
Close |
121.84 |
121.91 |
0.07 |
0.1% |
121.91 |
Range |
0.43 |
0.67 |
0.24 |
55.8% |
0.70 |
ATR |
0.41 |
0.43 |
0.02 |
4.4% |
0.00 |
Volume |
530 |
109 |
-421 |
-79.4% |
1,650 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.89 |
123.57 |
122.28 |
|
R3 |
123.22 |
122.90 |
122.09 |
|
R2 |
122.55 |
122.55 |
122.03 |
|
R1 |
122.23 |
122.23 |
121.97 |
122.39 |
PP |
121.88 |
121.88 |
121.88 |
121.96 |
S1 |
121.56 |
121.56 |
121.85 |
121.72 |
S2 |
121.21 |
121.21 |
121.79 |
|
S3 |
120.54 |
120.89 |
121.73 |
|
S4 |
119.87 |
120.22 |
121.54 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.97 |
123.64 |
122.30 |
|
R3 |
123.27 |
122.94 |
122.10 |
|
R2 |
122.57 |
122.57 |
122.04 |
|
R1 |
122.24 |
122.24 |
121.97 |
122.06 |
PP |
121.87 |
121.87 |
121.87 |
121.78 |
S1 |
121.54 |
121.54 |
121.85 |
121.36 |
S2 |
121.17 |
121.17 |
121.78 |
|
S3 |
120.47 |
120.84 |
121.72 |
|
S4 |
119.77 |
120.14 |
121.53 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.05 |
2.618 |
123.95 |
1.618 |
123.28 |
1.000 |
122.87 |
0.618 |
122.61 |
HIGH |
122.20 |
0.618 |
121.94 |
0.500 |
121.87 |
0.382 |
121.79 |
LOW |
121.53 |
0.618 |
121.12 |
1.000 |
120.86 |
1.618 |
120.45 |
2.618 |
119.78 |
4.250 |
118.68 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
121.90 |
121.89 |
PP |
121.88 |
121.87 |
S1 |
121.87 |
121.85 |
|