Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.85 |
123.33 |
-0.52 |
-0.4% |
123.45 |
High |
123.98 |
123.74 |
-0.24 |
-0.2% |
124.24 |
Low |
123.13 |
123.26 |
0.13 |
0.1% |
123.40 |
Close |
123.72 |
123.33 |
-0.39 |
-0.3% |
123.72 |
Range |
0.85 |
0.48 |
-0.37 |
-43.5% |
0.84 |
ATR |
0.51 |
0.50 |
0.00 |
-0.4% |
0.00 |
Volume |
5 |
8 |
3 |
60.0% |
47 |
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.88 |
124.59 |
123.59 |
|
R3 |
124.40 |
124.11 |
123.46 |
|
R2 |
123.92 |
123.92 |
123.42 |
|
R1 |
123.63 |
123.63 |
123.37 |
123.57 |
PP |
123.44 |
123.44 |
123.44 |
123.42 |
S1 |
123.15 |
123.15 |
123.29 |
123.09 |
S2 |
122.96 |
122.96 |
123.24 |
|
S3 |
122.48 |
122.67 |
123.20 |
|
S4 |
122.00 |
122.19 |
123.07 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.31 |
125.85 |
124.18 |
|
R3 |
125.47 |
125.01 |
123.95 |
|
R2 |
124.63 |
124.63 |
123.87 |
|
R1 |
124.17 |
124.17 |
123.80 |
124.40 |
PP |
123.79 |
123.79 |
123.79 |
123.90 |
S1 |
123.33 |
123.33 |
123.64 |
123.56 |
S2 |
122.95 |
122.95 |
123.57 |
|
S3 |
122.11 |
122.49 |
123.49 |
|
S4 |
121.27 |
121.65 |
123.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.78 |
2.618 |
125.00 |
1.618 |
124.52 |
1.000 |
124.22 |
0.618 |
124.04 |
HIGH |
123.74 |
0.618 |
123.56 |
0.500 |
123.50 |
0.382 |
123.44 |
LOW |
123.26 |
0.618 |
122.96 |
1.000 |
122.78 |
1.618 |
122.48 |
2.618 |
122.00 |
4.250 |
121.22 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.50 |
123.49 |
PP |
123.44 |
123.44 |
S1 |
123.39 |
123.38 |
|