Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
126.27 |
126.02 |
-0.25 |
-0.2% |
126.60 |
High |
126.27 |
126.02 |
-0.25 |
-0.2% |
127.27 |
Low |
126.27 |
126.02 |
-0.25 |
-0.2% |
126.02 |
Close |
125.72 |
125.44 |
-0.28 |
-0.2% |
125.44 |
Range |
|
|
|
|
|
ATR |
0.11 |
0.12 |
0.01 |
12.9% |
0.00 |
Volume |
104 |
7 |
-97 |
-93.3% |
355 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.83 |
125.63 |
125.44 |
|
R3 |
125.83 |
125.63 |
125.44 |
|
R2 |
125.83 |
125.83 |
125.44 |
|
R1 |
125.63 |
125.63 |
125.44 |
125.73 |
PP |
125.83 |
125.83 |
125.83 |
125.88 |
S1 |
125.63 |
125.63 |
125.44 |
125.73 |
S2 |
125.83 |
125.83 |
125.44 |
|
S3 |
125.83 |
125.63 |
125.44 |
|
S4 |
125.83 |
125.63 |
125.44 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.99 |
128.97 |
126.13 |
|
R3 |
128.74 |
127.72 |
125.78 |
|
R2 |
127.49 |
127.49 |
125.67 |
|
R1 |
126.47 |
126.47 |
125.55 |
126.36 |
PP |
126.24 |
126.24 |
126.24 |
126.19 |
S1 |
125.22 |
125.22 |
125.33 |
125.11 |
S2 |
124.99 |
124.99 |
125.21 |
|
S3 |
123.74 |
123.97 |
125.10 |
|
S4 |
122.49 |
122.72 |
124.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.02 |
2.618 |
126.02 |
1.618 |
126.02 |
1.000 |
126.02 |
0.618 |
126.02 |
HIGH |
126.02 |
0.618 |
126.02 |
0.500 |
126.02 |
0.382 |
126.02 |
LOW |
126.02 |
0.618 |
126.02 |
1.000 |
126.02 |
1.618 |
126.02 |
2.618 |
126.02 |
4.250 |
126.02 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
126.02 |
126.65 |
PP |
125.83 |
126.24 |
S1 |
125.63 |
125.84 |
|