Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
127.55 |
127.13 |
-0.42 |
-0.3% |
127.75 |
High |
127.57 |
127.74 |
0.17 |
0.1% |
128.20 |
Low |
126.86 |
127.13 |
0.27 |
0.2% |
126.86 |
Close |
127.17 |
127.70 |
0.53 |
0.4% |
127.70 |
Range |
0.71 |
0.61 |
-0.10 |
-14.1% |
1.34 |
ATR |
0.41 |
0.43 |
0.01 |
3.4% |
0.00 |
Volume |
46 |
12 |
-34 |
-73.9% |
234 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.35 |
129.14 |
128.04 |
|
R3 |
128.74 |
128.53 |
127.87 |
|
R2 |
128.13 |
128.13 |
127.81 |
|
R1 |
127.92 |
127.92 |
127.76 |
128.03 |
PP |
127.52 |
127.52 |
127.52 |
127.58 |
S1 |
127.31 |
127.31 |
127.64 |
127.42 |
S2 |
126.91 |
126.91 |
127.59 |
|
S3 |
126.30 |
126.70 |
127.53 |
|
S4 |
125.69 |
126.09 |
127.36 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.61 |
130.99 |
128.44 |
|
R3 |
130.27 |
129.65 |
128.07 |
|
R2 |
128.93 |
128.93 |
127.95 |
|
R1 |
128.31 |
128.31 |
127.82 |
127.95 |
PP |
127.59 |
127.59 |
127.59 |
127.41 |
S1 |
126.97 |
126.97 |
127.58 |
126.61 |
S2 |
126.25 |
126.25 |
127.45 |
|
S3 |
124.91 |
125.63 |
127.33 |
|
S4 |
123.57 |
124.29 |
126.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.33 |
2.618 |
129.34 |
1.618 |
128.73 |
1.000 |
128.35 |
0.618 |
128.12 |
HIGH |
127.74 |
0.618 |
127.51 |
0.500 |
127.44 |
0.382 |
127.36 |
LOW |
127.13 |
0.618 |
126.75 |
1.000 |
126.52 |
1.618 |
126.14 |
2.618 |
125.53 |
4.250 |
124.54 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
127.61 |
127.63 |
PP |
127.52 |
127.56 |
S1 |
127.44 |
127.50 |
|