Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127.39 |
127.70 |
0.31 |
0.2% |
129.76 |
High |
127.39 |
127.70 |
0.31 |
0.2% |
129.76 |
Low |
127.39 |
127.70 |
0.31 |
0.2% |
128.66 |
Close |
127.70 |
126.75 |
-0.95 |
-0.7% |
128.66 |
Range |
|
|
|
|
|
ATR |
0.24 |
0.22 |
-0.02 |
-7.1% |
0.00 |
Volume |
157 |
0 |
-157 |
-100.0% |
634 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.38 |
127.07 |
126.75 |
|
R3 |
127.38 |
127.07 |
126.75 |
|
R2 |
127.38 |
127.38 |
126.75 |
|
R1 |
127.07 |
127.07 |
126.75 |
127.23 |
PP |
127.38 |
127.38 |
127.38 |
127.46 |
S1 |
127.07 |
127.07 |
126.75 |
127.23 |
S2 |
127.38 |
127.38 |
126.75 |
|
S3 |
127.38 |
127.07 |
126.75 |
|
S4 |
127.38 |
127.07 |
126.75 |
|
|
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 |
127.70 |
2.618 |
127.70 |
1.618 |
127.70 |
1.000 |
127.70 |
0.618 |
127.70 |
HIGH |
127.70 |
0.618 |
127.70 |
0.500 |
127.70 |
0.382 |
127.70 |
LOW |
127.70 |
0.618 |
127.70 |
1.000 |
127.70 |
1.618 |
127.70 |
2.618 |
127.70 |
4.250 |
127.70 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.70 |
127.76 |
PP |
127.38 |
127.42 |
S1 |
127.07 |
127.09 |
|