Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.33 |
123.69 |
0.36 |
0.3% |
123.45 |
High |
123.74 |
123.92 |
0.18 |
0.1% |
124.24 |
Low |
123.26 |
123.69 |
0.43 |
0.3% |
123.40 |
Close |
123.33 |
123.86 |
0.53 |
0.4% |
123.72 |
Range |
0.48 |
0.23 |
-0.25 |
-52.1% |
0.84 |
ATR |
0.50 |
0.51 |
0.01 |
1.2% |
0.00 |
Volume |
8 |
5 |
-3 |
-37.5% |
47 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.51 |
124.42 |
123.99 |
|
R3 |
124.28 |
124.19 |
123.92 |
|
R2 |
124.05 |
124.05 |
123.90 |
|
R1 |
123.96 |
123.96 |
123.88 |
124.01 |
PP |
123.82 |
123.82 |
123.82 |
123.85 |
S1 |
123.73 |
123.73 |
123.84 |
123.78 |
S2 |
123.59 |
123.59 |
123.82 |
|
S3 |
123.36 |
123.50 |
123.80 |
|
S4 |
123.13 |
123.27 |
123.73 |
|
|
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 |
124.90 |
2.618 |
124.52 |
1.618 |
124.29 |
1.000 |
124.15 |
0.618 |
124.06 |
HIGH |
123.92 |
0.618 |
123.83 |
0.500 |
123.81 |
0.382 |
123.78 |
LOW |
123.69 |
0.618 |
123.55 |
1.000 |
123.46 |
1.618 |
123.32 |
2.618 |
123.09 |
4.250 |
122.71 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123.84 |
123.76 |
PP |
123.82 |
123.66 |
S1 |
123.81 |
123.56 |
|