Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121.72 |
122.45 |
0.73 |
0.6% |
122.44 |
| High |
121.72 |
122.45 |
0.73 |
0.6% |
122.45 |
| Low |
121.32 |
121.95 |
0.63 |
0.5% |
121.00 |
| Close |
121.59 |
120.72 |
-0.87 |
-0.7% |
120.72 |
| Range |
0.40 |
0.50 |
0.10 |
25.0% |
1.45 |
| ATR |
0.62 |
0.63 |
0.02 |
2.8% |
0.00 |
| Volume |
2 |
87 |
85 |
4,250.0% |
130 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.21 |
122.46 |
121.00 |
|
| R3 |
122.71 |
121.96 |
120.86 |
|
| R2 |
122.21 |
122.21 |
120.81 |
|
| R1 |
121.46 |
121.46 |
120.77 |
121.59 |
| PP |
121.71 |
121.71 |
121.71 |
121.77 |
| S1 |
120.96 |
120.96 |
120.67 |
121.09 |
| S2 |
121.21 |
121.21 |
120.63 |
|
| S3 |
120.71 |
120.46 |
120.58 |
|
| S4 |
120.21 |
119.96 |
120.45 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.74 |
124.68 |
121.52 |
|
| R3 |
124.29 |
123.23 |
121.12 |
|
| R2 |
122.84 |
122.84 |
120.99 |
|
| R1 |
121.78 |
121.78 |
120.85 |
121.59 |
| PP |
121.39 |
121.39 |
121.39 |
121.29 |
| S1 |
120.33 |
120.33 |
120.59 |
120.14 |
| S2 |
119.94 |
119.94 |
120.45 |
|
| S3 |
118.49 |
118.88 |
120.32 |
|
| S4 |
117.04 |
117.43 |
119.92 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.58 |
|
2.618 |
123.76 |
|
1.618 |
123.26 |
|
1.000 |
122.95 |
|
0.618 |
122.76 |
|
HIGH |
122.45 |
|
0.618 |
122.26 |
|
0.500 |
122.20 |
|
0.382 |
122.14 |
|
LOW |
121.95 |
|
0.618 |
121.64 |
|
1.000 |
121.45 |
|
1.618 |
121.14 |
|
2.618 |
120.64 |
|
4.250 |
119.83 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.20 |
121.73 |
| PP |
121.71 |
121.39 |
| S1 |
121.21 |
121.06 |
|