Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
128.12 |
127.39 |
-0.73 |
-0.6% |
129.76 |
High |
128.12 |
127.39 |
-0.73 |
-0.6% |
129.76 |
Low |
128.12 |
127.39 |
-0.73 |
-0.6% |
128.66 |
Close |
127.39 |
127.70 |
0.31 |
0.2% |
128.66 |
Range |
|
|
|
|
|
ATR |
0.26 |
0.24 |
-0.02 |
-7.1% |
0.00 |
Volume |
157 |
157 |
0 |
0.0% |
634 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.49 |
127.60 |
127.70 |
|
R3 |
127.49 |
127.60 |
127.70 |
|
R2 |
127.49 |
127.49 |
127.70 |
|
R1 |
127.60 |
127.60 |
127.70 |
127.55 |
PP |
127.49 |
127.49 |
127.49 |
127.47 |
S1 |
127.60 |
127.60 |
127.70 |
127.55 |
S2 |
127.49 |
127.49 |
127.70 |
|
S3 |
127.49 |
127.60 |
127.70 |
|
S4 |
127.49 |
127.60 |
127.70 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.33 |
131.59 |
129.27 |
|
R3 |
131.23 |
130.49 |
128.96 |
|
R2 |
130.13 |
130.13 |
128.86 |
|
R1 |
129.39 |
129.39 |
128.76 |
129.21 |
PP |
129.03 |
129.03 |
129.03 |
128.94 |
S1 |
128.29 |
128.29 |
128.56 |
128.11 |
S2 |
127.93 |
127.93 |
128.46 |
|
S3 |
126.83 |
127.19 |
128.36 |
|
S4 |
125.73 |
126.09 |
128.06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.39 |
2.618 |
127.39 |
1.618 |
127.39 |
1.000 |
127.39 |
0.618 |
127.39 |
HIGH |
127.39 |
0.618 |
127.39 |
0.500 |
127.39 |
0.382 |
127.39 |
LOW |
127.39 |
0.618 |
127.39 |
1.000 |
127.39 |
1.618 |
127.39 |
2.618 |
127.39 |
4.250 |
127.39 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.60 |
128.03 |
PP |
127.49 |
127.92 |
S1 |
127.39 |
127.81 |
|