Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
126.54 |
126.60 |
0.06 |
0.0% |
126.66 |
High |
126.54 |
126.60 |
0.06 |
0.0% |
128.13 |
Low |
126.54 |
126.60 |
0.06 |
0.0% |
126.54 |
Close |
126.60 |
126.32 |
-0.28 |
-0.2% |
126.60 |
Range |
|
|
|
|
|
ATR |
0.14 |
0.13 |
-0.01 |
-7.1% |
0.00 |
Volume |
36 |
36 |
0 |
0.0% |
596 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.51 |
126.41 |
126.32 |
|
R3 |
126.51 |
126.41 |
126.32 |
|
R2 |
126.51 |
126.51 |
126.32 |
|
R1 |
126.41 |
126.41 |
126.32 |
126.46 |
PP |
126.51 |
126.51 |
126.51 |
126.53 |
S1 |
126.41 |
126.41 |
126.32 |
126.46 |
S2 |
126.51 |
126.51 |
126.32 |
|
S3 |
126.51 |
126.41 |
126.32 |
|
S4 |
126.51 |
126.41 |
126.32 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.86 |
130.82 |
127.47 |
|
R3 |
130.27 |
129.23 |
127.04 |
|
R2 |
128.68 |
128.68 |
126.89 |
|
R1 |
127.64 |
127.64 |
126.75 |
127.37 |
PP |
127.09 |
127.09 |
127.09 |
126.95 |
S1 |
126.05 |
126.05 |
126.45 |
125.78 |
S2 |
125.50 |
125.50 |
126.31 |
|
S3 |
123.91 |
124.46 |
126.16 |
|
S4 |
122.32 |
122.87 |
125.73 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.60 |
2.618 |
126.60 |
1.618 |
126.60 |
1.000 |
126.60 |
0.618 |
126.60 |
HIGH |
126.60 |
0.618 |
126.60 |
0.500 |
126.60 |
0.382 |
126.60 |
LOW |
126.60 |
0.618 |
126.60 |
1.000 |
126.60 |
1.618 |
126.60 |
2.618 |
126.60 |
4.250 |
126.60 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126.60 |
126.76 |
PP |
126.51 |
126.61 |
S1 |
126.41 |
126.47 |
|