Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124.08 |
124.24 |
0.16 |
0.1% |
123.12 |
High |
124.08 |
124.24 |
0.16 |
0.1% |
123.37 |
Low |
124.08 |
123.74 |
-0.34 |
-0.3% |
122.37 |
Close |
124.02 |
123.72 |
-0.30 |
-0.2% |
122.95 |
Range |
0.00 |
0.50 |
0.50 |
|
1.00 |
ATR |
0.46 |
0.46 |
0.00 |
0.6% |
0.00 |
Volume |
3 |
4 |
1 |
33.3% |
363 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.40 |
125.06 |
124.00 |
|
R3 |
124.90 |
124.56 |
123.86 |
|
R2 |
124.40 |
124.40 |
123.81 |
|
R1 |
124.06 |
124.06 |
123.77 |
123.98 |
PP |
123.90 |
123.90 |
123.90 |
123.86 |
S1 |
123.56 |
123.56 |
123.67 |
123.48 |
S2 |
123.40 |
123.40 |
123.63 |
|
S3 |
122.90 |
123.06 |
123.58 |
|
S4 |
122.40 |
122.56 |
123.45 |
|
|
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 |
126.37 |
2.618 |
125.55 |
1.618 |
125.05 |
1.000 |
124.74 |
0.618 |
124.55 |
HIGH |
124.24 |
0.618 |
124.05 |
0.500 |
123.99 |
0.382 |
123.93 |
LOW |
123.74 |
0.618 |
123.43 |
1.000 |
123.24 |
1.618 |
122.93 |
2.618 |
122.43 |
4.250 |
121.62 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.99 |
123.89 |
PP |
123.90 |
123.83 |
S1 |
123.81 |
123.78 |
|