Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
126.84 |
126.51 |
-0.33 |
-0.3% |
127.75 |
High |
127.10 |
126.94 |
-0.16 |
-0.1% |
128.20 |
Low |
126.80 |
126.50 |
-0.30 |
-0.2% |
126.86 |
Close |
126.83 |
126.86 |
0.03 |
0.0% |
127.70 |
Range |
0.30 |
0.44 |
0.14 |
46.7% |
1.34 |
ATR |
0.47 |
0.47 |
0.00 |
-0.5% |
0.00 |
Volume |
1,533 |
300 |
-1,233 |
-80.4% |
234 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.09 |
127.91 |
127.10 |
|
R3 |
127.65 |
127.47 |
126.98 |
|
R2 |
127.21 |
127.21 |
126.94 |
|
R1 |
127.03 |
127.03 |
126.90 |
127.12 |
PP |
126.77 |
126.77 |
126.77 |
126.81 |
S1 |
126.59 |
126.59 |
126.82 |
126.68 |
S2 |
126.33 |
126.33 |
126.78 |
|
S3 |
125.89 |
126.15 |
126.74 |
|
S4 |
125.45 |
125.71 |
126.62 |
|
|
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 |
128.81 |
2.618 |
128.09 |
1.618 |
127.65 |
1.000 |
127.38 |
0.618 |
127.21 |
HIGH |
126.94 |
0.618 |
126.77 |
0.500 |
126.72 |
0.382 |
126.67 |
LOW |
126.50 |
0.618 |
126.23 |
1.000 |
126.06 |
1.618 |
125.79 |
2.618 |
125.35 |
4.250 |
124.63 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
126.81 |
127.02 |
PP |
126.77 |
126.97 |
S1 |
126.72 |
126.91 |
|