Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.37 |
124.00 |
0.63 |
0.5% |
121.39 |
| High |
124.00 |
124.00 |
0.00 |
0.0% |
123.93 |
| Low |
123.37 |
124.00 |
0.63 |
0.5% |
121.39 |
| Close |
123.99 |
123.88 |
-0.11 |
-0.1% |
123.35 |
| Range |
0.63 |
0.00 |
-0.63 |
-100.0% |
2.54 |
| ATR |
0.74 |
0.69 |
-0.05 |
-7.0% |
0.00 |
| Volume |
8 |
1 |
-7 |
-87.5% |
321 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.96 |
123.92 |
123.88 |
|
| R3 |
123.96 |
123.92 |
123.88 |
|
| R2 |
123.96 |
123.96 |
123.88 |
|
| R1 |
123.92 |
123.92 |
123.88 |
123.94 |
| PP |
123.96 |
123.96 |
123.96 |
123.97 |
| S1 |
123.92 |
123.92 |
123.88 |
123.94 |
| S2 |
123.96 |
123.96 |
123.88 |
|
| S3 |
123.96 |
123.92 |
123.88 |
|
| S4 |
123.96 |
123.92 |
123.88 |
|
|
| 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 |
124.00 |
|
2.618 |
124.00 |
|
1.618 |
124.00 |
|
1.000 |
124.00 |
|
0.618 |
124.00 |
|
HIGH |
124.00 |
|
0.618 |
124.00 |
|
0.500 |
124.00 |
|
0.382 |
124.00 |
|
LOW |
124.00 |
|
0.618 |
124.00 |
|
1.000 |
124.00 |
|
1.618 |
124.00 |
|
2.618 |
124.00 |
|
4.250 |
124.00 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.00 |
123.82 |
| PP |
123.96 |
123.75 |
| S1 |
123.92 |
123.69 |
|