Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
126.51 |
126.53 |
0.02 |
0.0% |
127.50 |
High |
126.94 |
126.65 |
-0.29 |
-0.2% |
127.54 |
Low |
126.50 |
126.15 |
-0.35 |
-0.3% |
126.15 |
Close |
126.86 |
126.17 |
-0.69 |
-0.5% |
126.17 |
Range |
0.44 |
0.50 |
0.06 |
13.6% |
1.39 |
ATR |
0.47 |
0.49 |
0.02 |
3.6% |
0.00 |
Volume |
300 |
386 |
86 |
28.7% |
2,337 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.82 |
127.50 |
126.45 |
|
R3 |
127.32 |
127.00 |
126.31 |
|
R2 |
126.82 |
126.82 |
126.26 |
|
R1 |
126.50 |
126.50 |
126.22 |
126.41 |
PP |
126.32 |
126.32 |
126.32 |
126.28 |
S1 |
126.00 |
126.00 |
126.12 |
125.91 |
S2 |
125.82 |
125.82 |
126.08 |
|
S3 |
125.32 |
125.50 |
126.03 |
|
S4 |
124.82 |
125.00 |
125.90 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.79 |
129.87 |
126.93 |
|
R3 |
129.40 |
128.48 |
126.55 |
|
R2 |
128.01 |
128.01 |
126.42 |
|
R1 |
127.09 |
127.09 |
126.30 |
126.86 |
PP |
126.62 |
126.62 |
126.62 |
126.50 |
S1 |
125.70 |
125.70 |
126.04 |
125.47 |
S2 |
125.23 |
125.23 |
125.92 |
|
S3 |
123.84 |
124.31 |
125.79 |
|
S4 |
122.45 |
122.92 |
125.41 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.78 |
2.618 |
127.96 |
1.618 |
127.46 |
1.000 |
127.15 |
0.618 |
126.96 |
HIGH |
126.65 |
0.618 |
126.46 |
0.500 |
126.40 |
0.382 |
126.34 |
LOW |
126.15 |
0.618 |
125.84 |
1.000 |
125.65 |
1.618 |
125.34 |
2.618 |
124.84 |
4.250 |
124.03 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
126.40 |
126.63 |
PP |
126.32 |
126.47 |
S1 |
126.25 |
126.32 |
|