Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
126.75 |
126.66 |
-0.09 |
-0.1% |
128.66 |
High |
126.75 |
126.66 |
-0.09 |
-0.1% |
128.66 |
Low |
126.75 |
126.66 |
-0.09 |
-0.1% |
126.75 |
Close |
126.66 |
127.19 |
0.53 |
0.4% |
126.66 |
Range |
|
|
|
|
|
ATR |
0.21 |
0.19 |
-0.01 |
-7.1% |
0.00 |
Volume |
30 |
280 |
250 |
833.3% |
501 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.84 |
127.01 |
127.19 |
|
R3 |
126.84 |
127.01 |
127.19 |
|
R2 |
126.84 |
126.84 |
127.19 |
|
R1 |
127.01 |
127.01 |
127.19 |
126.93 |
PP |
126.84 |
126.84 |
126.84 |
126.79 |
S1 |
127.01 |
127.01 |
127.19 |
126.93 |
S2 |
126.84 |
126.84 |
127.19 |
|
S3 |
126.84 |
127.01 |
127.19 |
|
S4 |
126.84 |
127.01 |
127.19 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.09 |
131.78 |
127.71 |
|
R3 |
131.18 |
129.87 |
127.19 |
|
R2 |
129.27 |
129.27 |
127.01 |
|
R1 |
127.96 |
127.96 |
126.84 |
127.66 |
PP |
127.36 |
127.36 |
127.36 |
127.21 |
S1 |
126.05 |
126.05 |
126.48 |
125.75 |
S2 |
125.45 |
125.45 |
126.31 |
|
S3 |
123.54 |
124.14 |
126.13 |
|
S4 |
121.63 |
122.23 |
125.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.66 |
2.618 |
126.66 |
1.618 |
126.66 |
1.000 |
126.66 |
0.618 |
126.66 |
HIGH |
126.66 |
0.618 |
126.66 |
0.500 |
126.66 |
0.382 |
126.66 |
LOW |
126.66 |
0.618 |
126.66 |
1.000 |
126.66 |
1.618 |
126.66 |
2.618 |
126.66 |
4.250 |
126.66 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.01 |
127.19 |
PP |
126.84 |
127.18 |
S1 |
126.66 |
127.18 |
|