Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124.00 |
123.14 |
-0.86 |
-0.7% |
126.60 |
High |
124.00 |
123.60 |
-0.40 |
-0.3% |
127.27 |
Low |
123.43 |
123.03 |
-0.40 |
-0.3% |
126.02 |
Close |
124.29 |
123.03 |
-1.26 |
-1.0% |
125.44 |
Range |
0.57 |
0.57 |
0.00 |
0.0% |
1.25 |
ATR |
0.27 |
0.35 |
0.07 |
25.6% |
0.00 |
Volume |
511 |
174 |
-337 |
-65.9% |
355 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.93 |
124.55 |
123.34 |
|
R3 |
124.36 |
123.98 |
123.19 |
|
R2 |
123.79 |
123.79 |
123.13 |
|
R1 |
123.41 |
123.41 |
123.08 |
123.32 |
PP |
123.22 |
123.22 |
123.22 |
123.17 |
S1 |
122.84 |
122.84 |
122.98 |
122.75 |
S2 |
122.65 |
122.65 |
122.93 |
|
S3 |
122.08 |
122.27 |
122.87 |
|
S4 |
121.51 |
121.70 |
122.72 |
|
|
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 |
125.09 |
1.618 |
124.52 |
1.000 |
124.17 |
0.618 |
123.95 |
HIGH |
123.60 |
0.618 |
123.38 |
0.500 |
123.32 |
0.382 |
123.25 |
LOW |
123.03 |
0.618 |
122.68 |
1.000 |
122.46 |
1.618 |
122.11 |
2.618 |
121.54 |
4.250 |
120.61 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.32 |
124.24 |
PP |
123.22 |
123.83 |
S1 |
123.13 |
123.43 |
|