Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
126.16 |
127.02 |
0.86 |
0.7% |
127.50 |
High |
126.90 |
127.15 |
0.25 |
0.2% |
127.54 |
Low |
126.09 |
126.99 |
0.90 |
0.7% |
126.15 |
Close |
126.62 |
127.14 |
0.52 |
0.4% |
126.17 |
Range |
0.81 |
0.16 |
-0.65 |
-80.2% |
1.39 |
ATR |
0.51 |
0.52 |
0.00 |
0.2% |
0.00 |
Volume |
262 |
190 |
-72 |
-27.5% |
2,337 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.57 |
127.52 |
127.23 |
|
R3 |
127.41 |
127.36 |
127.18 |
|
R2 |
127.25 |
127.25 |
127.17 |
|
R1 |
127.20 |
127.20 |
127.15 |
127.23 |
PP |
127.09 |
127.09 |
127.09 |
127.11 |
S1 |
127.04 |
127.04 |
127.13 |
127.07 |
S2 |
126.93 |
126.93 |
127.11 |
|
S3 |
126.77 |
126.88 |
127.10 |
|
S4 |
126.61 |
126.72 |
127.05 |
|
|
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 |
127.83 |
2.618 |
127.57 |
1.618 |
127.41 |
1.000 |
127.31 |
0.618 |
127.25 |
HIGH |
127.15 |
0.618 |
127.09 |
0.500 |
127.07 |
0.382 |
127.05 |
LOW |
126.99 |
0.618 |
126.89 |
1.000 |
126.83 |
1.618 |
126.73 |
2.618 |
126.57 |
4.250 |
126.31 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
127.12 |
126.92 |
PP |
127.09 |
126.70 |
S1 |
127.07 |
126.48 |
|