Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
127.14 |
127.70 |
0.56 |
0.4% |
125.91 |
High |
127.62 |
127.87 |
0.25 |
0.2% |
127.62 |
Low |
127.14 |
127.70 |
0.56 |
0.4% |
125.81 |
Close |
127.49 |
127.74 |
0.25 |
0.2% |
127.49 |
Range |
0.48 |
0.17 |
-0.31 |
-64.6% |
1.81 |
ATR |
0.51 |
0.50 |
-0.01 |
-1.8% |
0.00 |
Volume |
63 |
14 |
-49 |
-77.8% |
829 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.28 |
128.18 |
127.83 |
|
R3 |
128.11 |
128.01 |
127.79 |
|
R2 |
127.94 |
127.94 |
127.77 |
|
R1 |
127.84 |
127.84 |
127.76 |
127.89 |
PP |
127.77 |
127.77 |
127.77 |
127.80 |
S1 |
127.67 |
127.67 |
127.72 |
127.72 |
S2 |
127.60 |
127.60 |
127.71 |
|
S3 |
127.43 |
127.50 |
127.69 |
|
S4 |
127.26 |
127.33 |
127.65 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.40 |
131.76 |
128.49 |
|
R3 |
130.59 |
129.95 |
127.99 |
|
R2 |
128.78 |
128.78 |
127.82 |
|
R1 |
128.14 |
128.14 |
127.66 |
128.46 |
PP |
126.97 |
126.97 |
126.97 |
127.14 |
S1 |
126.33 |
126.33 |
127.32 |
126.65 |
S2 |
125.16 |
125.16 |
127.16 |
|
S3 |
123.35 |
124.52 |
126.99 |
|
S4 |
121.54 |
122.71 |
126.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.59 |
2.618 |
128.32 |
1.618 |
128.15 |
1.000 |
128.04 |
0.618 |
127.98 |
HIGH |
127.87 |
0.618 |
127.81 |
0.500 |
127.79 |
0.382 |
127.76 |
LOW |
127.70 |
0.618 |
127.59 |
1.000 |
127.53 |
1.618 |
127.42 |
2.618 |
127.25 |
4.250 |
126.98 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
127.79 |
127.66 |
PP |
127.77 |
127.58 |
S1 |
127.76 |
127.50 |
|