Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.45 |
121.39 |
-1.06 |
-0.9% |
122.44 |
| High |
122.45 |
121.64 |
-0.81 |
-0.7% |
122.45 |
| Low |
121.95 |
121.39 |
-0.56 |
-0.5% |
121.00 |
| Close |
120.72 |
121.51 |
0.79 |
0.7% |
120.72 |
| Range |
0.50 |
0.25 |
-0.25 |
-50.0% |
1.45 |
| ATR |
0.63 |
0.65 |
0.02 |
3.2% |
0.00 |
| Volume |
87 |
2 |
-85 |
-97.7% |
130 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.26 |
122.14 |
121.65 |
|
| R3 |
122.01 |
121.89 |
121.58 |
|
| R2 |
121.76 |
121.76 |
121.56 |
|
| R1 |
121.64 |
121.64 |
121.53 |
121.70 |
| PP |
121.51 |
121.51 |
121.51 |
121.55 |
| S1 |
121.39 |
121.39 |
121.49 |
121.45 |
| S2 |
121.26 |
121.26 |
121.46 |
|
| S3 |
121.01 |
121.14 |
121.44 |
|
| S4 |
120.76 |
120.89 |
121.37 |
|
|
| 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 |
122.70 |
|
2.618 |
122.29 |
|
1.618 |
122.04 |
|
1.000 |
121.89 |
|
0.618 |
121.79 |
|
HIGH |
121.64 |
|
0.618 |
121.54 |
|
0.500 |
121.52 |
|
0.382 |
121.49 |
|
LOW |
121.39 |
|
0.618 |
121.24 |
|
1.000 |
121.14 |
|
1.618 |
120.99 |
|
2.618 |
120.74 |
|
4.250 |
120.33 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.52 |
121.89 |
| PP |
121.51 |
121.76 |
| S1 |
121.51 |
121.64 |
|