Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.29 |
121.48 |
-0.81 |
-0.7% |
122.84 |
| High |
122.38 |
121.59 |
-0.79 |
-0.6% |
124.39 |
| Low |
121.21 |
121.00 |
-0.21 |
-0.2% |
122.84 |
| Close |
121.24 |
121.60 |
0.36 |
0.3% |
123.50 |
| Range |
1.17 |
0.59 |
-0.58 |
-49.6% |
1.55 |
| ATR |
0.64 |
0.63 |
0.00 |
-0.5% |
0.00 |
| Volume |
30 |
7 |
-23 |
-76.7% |
583 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
122.97 |
121.92 |
|
| R3 |
122.58 |
122.38 |
121.76 |
|
| R2 |
121.99 |
121.99 |
121.71 |
|
| R1 |
121.79 |
121.79 |
121.65 |
121.89 |
| PP |
121.40 |
121.40 |
121.40 |
121.45 |
| S1 |
121.20 |
121.20 |
121.55 |
121.30 |
| S2 |
120.81 |
120.81 |
121.49 |
|
| S3 |
120.22 |
120.61 |
121.44 |
|
| S4 |
119.63 |
120.02 |
121.28 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.23 |
127.41 |
124.35 |
|
| R3 |
126.68 |
125.86 |
123.93 |
|
| R2 |
125.13 |
125.13 |
123.78 |
|
| R1 |
124.31 |
124.31 |
123.64 |
124.72 |
| PP |
123.58 |
123.58 |
123.58 |
123.78 |
| S1 |
122.76 |
122.76 |
123.36 |
123.17 |
| S2 |
122.03 |
122.03 |
123.22 |
|
| S3 |
120.48 |
121.21 |
123.07 |
|
| S4 |
118.93 |
119.66 |
122.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.10 |
|
2.618 |
123.13 |
|
1.618 |
122.54 |
|
1.000 |
122.18 |
|
0.618 |
121.95 |
|
HIGH |
121.59 |
|
0.618 |
121.36 |
|
0.500 |
121.30 |
|
0.382 |
121.23 |
|
LOW |
121.00 |
|
0.618 |
120.64 |
|
1.000 |
120.41 |
|
1.618 |
120.05 |
|
2.618 |
119.46 |
|
4.250 |
118.49 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.50 |
121.73 |
| PP |
121.40 |
121.68 |
| S1 |
121.30 |
121.64 |
|