Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.40 |
123.60 |
0.20 |
0.2% |
125.44 |
High |
123.85 |
123.60 |
-0.25 |
-0.2% |
125.44 |
Low |
123.35 |
123.57 |
0.22 |
0.2% |
123.03 |
Close |
123.53 |
123.59 |
0.06 |
0.0% |
123.59 |
Range |
0.50 |
0.03 |
-0.47 |
-94.0% |
2.41 |
ATR |
0.38 |
0.36 |
-0.02 |
-5.8% |
0.00 |
Volume |
384 |
106 |
-278 |
-72.4% |
1,182 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.68 |
123.66 |
123.61 |
|
R3 |
123.65 |
123.63 |
123.60 |
|
R2 |
123.62 |
123.62 |
123.60 |
|
R1 |
123.60 |
123.60 |
123.59 |
123.60 |
PP |
123.59 |
123.59 |
123.59 |
123.58 |
S1 |
123.57 |
123.57 |
123.59 |
123.57 |
S2 |
123.56 |
123.56 |
123.58 |
|
S3 |
123.53 |
123.54 |
123.58 |
|
S4 |
123.50 |
123.51 |
123.57 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.25 |
129.83 |
124.92 |
|
R3 |
128.84 |
127.42 |
124.25 |
|
R2 |
126.43 |
126.43 |
124.03 |
|
R1 |
125.01 |
125.01 |
123.81 |
124.52 |
PP |
124.02 |
124.02 |
124.02 |
123.77 |
S1 |
122.60 |
122.60 |
123.37 |
122.11 |
S2 |
121.61 |
121.61 |
123.15 |
|
S3 |
119.20 |
120.19 |
122.93 |
|
S4 |
116.79 |
117.78 |
122.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.73 |
2.618 |
123.68 |
1.618 |
123.65 |
1.000 |
123.63 |
0.618 |
123.62 |
HIGH |
123.60 |
0.618 |
123.59 |
0.500 |
123.59 |
0.382 |
123.58 |
LOW |
123.57 |
0.618 |
123.55 |
1.000 |
123.54 |
1.618 |
123.52 |
2.618 |
123.49 |
4.250 |
123.44 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.59 |
123.54 |
PP |
123.59 |
123.49 |
S1 |
123.59 |
123.44 |
|