Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.70 |
121.52 |
-0.18 |
-0.1% |
122.33 |
| High |
121.70 |
121.52 |
-0.18 |
-0.1% |
122.66 |
| Low |
121.58 |
121.52 |
-0.06 |
0.0% |
121.48 |
| Close |
121.39 |
121.64 |
0.25 |
0.2% |
121.39 |
| Range |
0.12 |
0.00 |
-0.12 |
-100.0% |
1.18 |
| ATR |
0.31 |
0.30 |
-0.01 |
-4.1% |
0.00 |
| Volume |
223 |
3 |
-220 |
-98.7% |
624 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.56 |
121.60 |
121.64 |
|
| R3 |
121.56 |
121.60 |
121.64 |
|
| R2 |
121.56 |
121.56 |
121.64 |
|
| R1 |
121.60 |
121.60 |
121.64 |
121.58 |
| PP |
121.56 |
121.56 |
121.56 |
121.55 |
| S1 |
121.60 |
121.60 |
121.64 |
121.58 |
| S2 |
121.56 |
121.56 |
121.64 |
|
| S3 |
121.56 |
121.60 |
121.64 |
|
| S4 |
121.56 |
121.60 |
121.64 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.38 |
124.57 |
122.04 |
|
| R3 |
124.20 |
123.39 |
121.71 |
|
| R2 |
123.02 |
123.02 |
121.61 |
|
| R1 |
122.21 |
122.21 |
121.50 |
122.03 |
| PP |
121.84 |
121.84 |
121.84 |
121.75 |
| S1 |
121.03 |
121.03 |
121.28 |
120.85 |
| S2 |
120.66 |
120.66 |
121.17 |
|
| S3 |
119.48 |
119.85 |
121.07 |
|
| S4 |
118.30 |
118.67 |
120.74 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.52 |
|
2.618 |
121.52 |
|
1.618 |
121.52 |
|
1.000 |
121.52 |
|
0.618 |
121.52 |
|
HIGH |
121.52 |
|
0.618 |
121.52 |
|
0.500 |
121.52 |
|
0.382 |
121.52 |
|
LOW |
121.52 |
|
0.618 |
121.52 |
|
1.000 |
121.52 |
|
1.618 |
121.52 |
|
2.618 |
121.52 |
|
4.250 |
121.52 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.60 |
121.62 |
| PP |
121.56 |
121.61 |
| S1 |
121.52 |
121.59 |
|