Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
127.13 |
127.50 |
0.37 |
0.3% |
127.75 |
High |
127.74 |
127.50 |
-0.24 |
-0.2% |
128.20 |
Low |
127.13 |
127.00 |
-0.13 |
-0.1% |
126.86 |
Close |
127.70 |
127.02 |
-0.68 |
-0.5% |
127.70 |
Range |
0.61 |
0.50 |
-0.11 |
-18.0% |
1.34 |
ATR |
0.43 |
0.45 |
0.02 |
4.6% |
0.00 |
Volume |
12 |
24 |
12 |
100.0% |
234 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.67 |
128.35 |
127.30 |
|
R3 |
128.17 |
127.85 |
127.16 |
|
R2 |
127.67 |
127.67 |
127.11 |
|
R1 |
127.35 |
127.35 |
127.07 |
127.26 |
PP |
127.17 |
127.17 |
127.17 |
127.13 |
S1 |
126.85 |
126.85 |
126.97 |
126.76 |
S2 |
126.67 |
126.67 |
126.93 |
|
S3 |
126.17 |
126.35 |
126.88 |
|
S4 |
125.67 |
125.85 |
126.75 |
|
|
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 |
129.63 |
2.618 |
128.81 |
1.618 |
128.31 |
1.000 |
128.00 |
0.618 |
127.81 |
HIGH |
127.50 |
0.618 |
127.31 |
0.500 |
127.25 |
0.382 |
127.19 |
LOW |
127.00 |
0.618 |
126.69 |
1.000 |
126.50 |
1.618 |
126.19 |
2.618 |
125.69 |
4.250 |
124.88 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
127.25 |
127.30 |
PP |
127.17 |
127.21 |
S1 |
127.10 |
127.11 |
|