Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.14 |
123.40 |
0.26 |
0.2% |
126.60 |
High |
123.60 |
123.85 |
0.25 |
0.2% |
127.27 |
Low |
123.03 |
123.35 |
0.32 |
0.3% |
126.02 |
Close |
123.03 |
123.53 |
0.50 |
0.4% |
125.44 |
Range |
0.57 |
0.50 |
-0.07 |
-12.3% |
1.25 |
ATR |
0.35 |
0.38 |
0.03 |
9.8% |
0.00 |
Volume |
174 |
384 |
210 |
120.7% |
355 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.08 |
124.80 |
123.81 |
|
R3 |
124.58 |
124.30 |
123.67 |
|
R2 |
124.08 |
124.08 |
123.62 |
|
R1 |
123.80 |
123.80 |
123.58 |
123.94 |
PP |
123.58 |
123.58 |
123.58 |
123.65 |
S1 |
123.30 |
123.30 |
123.48 |
123.44 |
S2 |
123.08 |
123.08 |
123.44 |
|
S3 |
122.58 |
122.80 |
123.39 |
|
S4 |
122.08 |
122.30 |
123.26 |
|
|
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 |
125.98 |
2.618 |
125.16 |
1.618 |
124.66 |
1.000 |
124.35 |
0.618 |
124.16 |
HIGH |
123.85 |
0.618 |
123.66 |
0.500 |
123.60 |
0.382 |
123.54 |
LOW |
123.35 |
0.618 |
123.04 |
1.000 |
122.85 |
1.618 |
122.54 |
2.618 |
122.04 |
4.250 |
121.23 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.60 |
123.53 |
PP |
123.58 |
123.52 |
S1 |
123.55 |
123.52 |
|