Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
121.89 |
121.55 |
-0.34 |
-0.3% |
121.18 |
High |
122.08 |
121.93 |
-0.15 |
-0.1% |
122.03 |
Low |
121.60 |
121.50 |
-0.10 |
-0.1% |
121.01 |
Close |
121.92 |
121.84 |
-0.08 |
-0.1% |
121.72 |
Range |
0.48 |
0.43 |
-0.05 |
-10.4% |
1.02 |
ATR |
0.41 |
0.41 |
0.00 |
0.3% |
0.00 |
Volume |
925 |
530 |
-395 |
-42.7% |
684 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.05 |
122.87 |
122.08 |
|
R3 |
122.62 |
122.44 |
121.96 |
|
R2 |
122.19 |
122.19 |
121.92 |
|
R1 |
122.01 |
122.01 |
121.88 |
122.10 |
PP |
121.76 |
121.76 |
121.76 |
121.80 |
S1 |
121.58 |
121.58 |
121.80 |
121.67 |
S2 |
121.33 |
121.33 |
121.76 |
|
S3 |
120.90 |
121.15 |
121.72 |
|
S4 |
120.47 |
120.72 |
121.60 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.65 |
124.20 |
122.28 |
|
R3 |
123.63 |
123.18 |
122.00 |
|
R2 |
122.61 |
122.61 |
121.91 |
|
R1 |
122.16 |
122.16 |
121.81 |
122.39 |
PP |
121.59 |
121.59 |
121.59 |
121.70 |
S1 |
121.14 |
121.14 |
121.63 |
121.37 |
S2 |
120.57 |
120.57 |
121.53 |
|
S3 |
119.55 |
120.12 |
121.44 |
|
S4 |
118.53 |
119.10 |
121.16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.76 |
2.618 |
123.06 |
1.618 |
122.63 |
1.000 |
122.36 |
0.618 |
122.20 |
HIGH |
121.93 |
0.618 |
121.77 |
0.500 |
121.72 |
0.382 |
121.66 |
LOW |
121.50 |
0.618 |
121.23 |
1.000 |
121.07 |
1.618 |
120.80 |
2.618 |
120.37 |
4.250 |
119.67 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
121.80 |
121.83 |
PP |
121.76 |
121.82 |
S1 |
121.72 |
121.81 |
|