Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.45 |
123.67 |
0.22 |
0.2% |
123.12 |
High |
123.87 |
123.74 |
-0.13 |
-0.1% |
123.37 |
Low |
123.40 |
123.54 |
0.14 |
0.1% |
122.37 |
Close |
123.87 |
123.73 |
-0.14 |
-0.1% |
122.95 |
Range |
0.47 |
0.20 |
-0.27 |
-57.4% |
1.00 |
ATR |
0.48 |
0.47 |
-0.01 |
-2.2% |
0.00 |
Volume |
32 |
8 |
-24 |
-75.0% |
363 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.27 |
124.20 |
123.84 |
|
R3 |
124.07 |
124.00 |
123.79 |
|
R2 |
123.87 |
123.87 |
123.77 |
|
R1 |
123.80 |
123.80 |
123.75 |
123.84 |
PP |
123.67 |
123.67 |
123.67 |
123.69 |
S1 |
123.60 |
123.60 |
123.71 |
123.64 |
S2 |
123.47 |
123.47 |
123.69 |
|
S3 |
123.27 |
123.40 |
123.68 |
|
S4 |
123.07 |
123.20 |
123.62 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.90 |
125.42 |
123.50 |
|
R3 |
124.90 |
124.42 |
123.23 |
|
R2 |
123.90 |
123.90 |
123.13 |
|
R1 |
123.42 |
123.42 |
123.04 |
123.16 |
PP |
122.90 |
122.90 |
122.90 |
122.77 |
S1 |
122.42 |
122.42 |
122.86 |
122.16 |
S2 |
121.90 |
121.90 |
122.77 |
|
S3 |
120.90 |
121.42 |
122.68 |
|
S4 |
119.90 |
120.42 |
122.40 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.59 |
2.618 |
124.26 |
1.618 |
124.06 |
1.000 |
123.94 |
0.618 |
123.86 |
HIGH |
123.74 |
0.618 |
123.66 |
0.500 |
123.64 |
0.382 |
123.62 |
LOW |
123.54 |
0.618 |
123.42 |
1.000 |
123.34 |
1.618 |
123.22 |
2.618 |
123.02 |
4.250 |
122.69 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.70 |
123.62 |
PP |
123.67 |
123.50 |
S1 |
123.64 |
123.39 |
|