Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124.10 |
123.98 |
-0.12 |
-0.1% |
123.37 |
| High |
124.10 |
123.98 |
-0.12 |
-0.1% |
124.00 |
| Low |
124.07 |
123.98 |
-0.09 |
-0.1% |
123.37 |
| Close |
124.30 |
123.83 |
-0.47 |
-0.4% |
123.88 |
| Range |
0.03 |
0.00 |
-0.03 |
-100.0% |
0.63 |
| ATR |
0.66 |
0.63 |
-0.02 |
-3.7% |
0.00 |
| Volume |
3 |
2 |
-1 |
-33.3% |
9 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.93 |
123.88 |
123.83 |
|
| R3 |
123.93 |
123.88 |
123.83 |
|
| R2 |
123.93 |
123.93 |
123.83 |
|
| R1 |
123.88 |
123.88 |
123.83 |
123.91 |
| PP |
123.93 |
123.93 |
123.93 |
123.94 |
| S1 |
123.88 |
123.88 |
123.83 |
123.91 |
| S2 |
123.93 |
123.93 |
123.83 |
|
| S3 |
123.93 |
123.88 |
123.83 |
|
| S4 |
123.93 |
123.88 |
123.83 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.64 |
125.39 |
124.23 |
|
| R3 |
125.01 |
124.76 |
124.05 |
|
| R2 |
124.38 |
124.38 |
124.00 |
|
| R1 |
124.13 |
124.13 |
123.94 |
124.26 |
| PP |
123.75 |
123.75 |
123.75 |
123.81 |
| S1 |
123.50 |
123.50 |
123.82 |
123.63 |
| S2 |
123.12 |
123.12 |
123.76 |
|
| S3 |
122.49 |
122.87 |
123.71 |
|
| S4 |
121.86 |
122.24 |
123.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.98 |
|
2.618 |
123.98 |
|
1.618 |
123.98 |
|
1.000 |
123.98 |
|
0.618 |
123.98 |
|
HIGH |
123.98 |
|
0.618 |
123.98 |
|
0.500 |
123.98 |
|
0.382 |
123.98 |
|
LOW |
123.98 |
|
0.618 |
123.98 |
|
1.000 |
123.98 |
|
1.618 |
123.98 |
|
2.618 |
123.98 |
|
4.250 |
123.98 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.98 |
124.04 |
| PP |
123.93 |
123.97 |
| S1 |
123.88 |
123.90 |
|