Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
125.44 |
124.00 |
-1.44 |
-1.1% |
126.60 |
High |
125.44 |
124.00 |
-1.44 |
-1.1% |
127.27 |
Low |
125.44 |
123.43 |
-2.01 |
-1.6% |
126.02 |
Close |
125.82 |
124.29 |
-1.53 |
-1.2% |
125.44 |
Range |
0.00 |
0.57 |
0.57 |
|
1.25 |
ATR |
0.11 |
0.27 |
0.16 |
145.0% |
0.00 |
Volume |
7 |
511 |
504 |
7,200.0% |
355 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.62 |
125.52 |
124.60 |
|
R3 |
125.05 |
124.95 |
124.45 |
|
R2 |
124.48 |
124.48 |
124.39 |
|
R1 |
124.38 |
124.38 |
124.34 |
124.43 |
PP |
123.91 |
123.91 |
123.91 |
123.93 |
S1 |
123.81 |
123.81 |
124.24 |
123.86 |
S2 |
123.34 |
123.34 |
124.19 |
|
S3 |
122.77 |
123.24 |
124.13 |
|
S4 |
122.20 |
122.67 |
123.98 |
|
|
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 |
126.42 |
2.618 |
125.49 |
1.618 |
124.92 |
1.000 |
124.57 |
0.618 |
124.35 |
HIGH |
124.00 |
0.618 |
123.78 |
0.500 |
123.72 |
0.382 |
123.65 |
LOW |
123.43 |
0.618 |
123.08 |
1.000 |
122.86 |
1.618 |
122.51 |
2.618 |
121.94 |
4.250 |
121.01 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
124.10 |
124.73 |
PP |
123.91 |
124.58 |
S1 |
123.72 |
124.44 |
|