Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.87 |
121.55 |
-0.32 |
-0.3% |
121.52 |
| High |
121.92 |
121.55 |
-0.37 |
-0.3% |
122.23 |
| Low |
121.60 |
121.11 |
-0.49 |
-0.4% |
121.11 |
| Close |
121.71 |
121.30 |
-0.41 |
-0.3% |
121.30 |
| Range |
0.32 |
0.44 |
0.12 |
37.5% |
1.12 |
| ATR |
0.34 |
0.36 |
0.02 |
5.5% |
0.00 |
| Volume |
50 |
41 |
-9 |
-18.0% |
146 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.64 |
122.41 |
121.54 |
|
| R3 |
122.20 |
121.97 |
121.42 |
|
| R2 |
121.76 |
121.76 |
121.38 |
|
| R1 |
121.53 |
121.53 |
121.34 |
121.43 |
| PP |
121.32 |
121.32 |
121.32 |
121.27 |
| S1 |
121.09 |
121.09 |
121.26 |
120.99 |
| S2 |
120.88 |
120.88 |
121.22 |
|
| S3 |
120.44 |
120.65 |
121.18 |
|
| S4 |
120.00 |
120.21 |
121.06 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.91 |
124.22 |
121.92 |
|
| R3 |
123.79 |
123.10 |
121.61 |
|
| R2 |
122.67 |
122.67 |
121.51 |
|
| R1 |
121.98 |
121.98 |
121.40 |
121.77 |
| PP |
121.55 |
121.55 |
121.55 |
121.44 |
| S1 |
120.86 |
120.86 |
121.20 |
120.65 |
| S2 |
120.43 |
120.43 |
121.09 |
|
| S3 |
119.31 |
119.74 |
120.99 |
|
| S4 |
118.19 |
118.62 |
120.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.42 |
|
2.618 |
122.70 |
|
1.618 |
122.26 |
|
1.000 |
121.99 |
|
0.618 |
121.82 |
|
HIGH |
121.55 |
|
0.618 |
121.38 |
|
0.500 |
121.33 |
|
0.382 |
121.28 |
|
LOW |
121.11 |
|
0.618 |
120.84 |
|
1.000 |
120.67 |
|
1.618 |
120.40 |
|
2.618 |
119.96 |
|
4.250 |
119.24 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.33 |
121.66 |
| PP |
121.32 |
121.54 |
| S1 |
121.31 |
121.42 |
|