Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.54 |
123.72 |
0.18 |
0.1% |
121.39 |
| High |
123.80 |
123.85 |
0.05 |
0.0% |
123.93 |
| Low |
123.16 |
123.72 |
0.56 |
0.5% |
121.39 |
| Close |
123.54 |
123.35 |
-0.19 |
-0.2% |
123.35 |
| Range |
0.64 |
0.13 |
-0.51 |
-79.7% |
2.54 |
| ATR |
0.79 |
0.75 |
-0.03 |
-4.3% |
0.00 |
| Volume |
19 |
70 |
51 |
268.4% |
321 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
123.82 |
123.42 |
|
| R3 |
123.90 |
123.69 |
123.39 |
|
| R2 |
123.77 |
123.77 |
123.37 |
|
| R1 |
123.56 |
123.56 |
123.36 |
123.60 |
| PP |
123.64 |
123.64 |
123.64 |
123.66 |
| S1 |
123.43 |
123.43 |
123.34 |
123.47 |
| S2 |
123.51 |
123.51 |
123.33 |
|
| S3 |
123.38 |
123.30 |
123.31 |
|
| S4 |
123.25 |
123.17 |
123.28 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.51 |
129.47 |
124.75 |
|
| R3 |
127.97 |
126.93 |
124.05 |
|
| R2 |
125.43 |
125.43 |
123.82 |
|
| R1 |
124.39 |
124.39 |
123.58 |
124.91 |
| PP |
122.89 |
122.89 |
122.89 |
123.15 |
| S1 |
121.85 |
121.85 |
123.12 |
122.37 |
| S2 |
120.35 |
120.35 |
122.88 |
|
| S3 |
117.81 |
119.31 |
122.65 |
|
| S4 |
115.27 |
116.77 |
121.95 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.40 |
|
2.618 |
124.19 |
|
1.618 |
124.06 |
|
1.000 |
123.98 |
|
0.618 |
123.93 |
|
HIGH |
123.85 |
|
0.618 |
123.80 |
|
0.500 |
123.79 |
|
0.382 |
123.77 |
|
LOW |
123.72 |
|
0.618 |
123.64 |
|
1.000 |
123.59 |
|
1.618 |
123.51 |
|
2.618 |
123.38 |
|
4.250 |
123.17 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.79 |
123.55 |
| PP |
123.64 |
123.48 |
| S1 |
123.50 |
123.42 |
|