Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
119.93 |
119.52 |
-0.41 |
-0.3% |
120.12 |
| High |
119.93 |
119.81 |
-0.12 |
-0.1% |
120.30 |
| Low |
119.80 |
119.52 |
-0.28 |
-0.2% |
119.80 |
| Close |
119.80 |
119.94 |
0.14 |
0.1% |
119.80 |
| Range |
0.13 |
0.29 |
0.16 |
123.1% |
0.50 |
| ATR |
0.43 |
0.42 |
-0.01 |
-2.3% |
0.00 |
| Volume |
83 |
15 |
-68 |
-81.9% |
109 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.63 |
120.57 |
120.10 |
|
| R3 |
120.34 |
120.28 |
120.02 |
|
| R2 |
120.05 |
120.05 |
119.99 |
|
| R1 |
119.99 |
119.99 |
119.97 |
120.02 |
| PP |
119.76 |
119.76 |
119.76 |
119.77 |
| S1 |
119.70 |
119.70 |
119.91 |
119.73 |
| S2 |
119.47 |
119.47 |
119.89 |
|
| S3 |
119.18 |
119.41 |
119.86 |
|
| S4 |
118.89 |
119.12 |
119.78 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.47 |
121.13 |
120.08 |
|
| R3 |
120.97 |
120.63 |
119.94 |
|
| R2 |
120.47 |
120.47 |
119.89 |
|
| R1 |
120.13 |
120.13 |
119.85 |
120.05 |
| PP |
119.97 |
119.97 |
119.97 |
119.93 |
| S1 |
119.63 |
119.63 |
119.75 |
119.55 |
| S2 |
119.47 |
119.47 |
119.71 |
|
| S3 |
118.97 |
119.13 |
119.66 |
|
| S4 |
118.47 |
118.63 |
119.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.04 |
|
2.618 |
120.57 |
|
1.618 |
120.28 |
|
1.000 |
120.10 |
|
0.618 |
119.99 |
|
HIGH |
119.81 |
|
0.618 |
119.70 |
|
0.500 |
119.67 |
|
0.382 |
119.63 |
|
LOW |
119.52 |
|
0.618 |
119.34 |
|
1.000 |
119.23 |
|
1.618 |
119.05 |
|
2.618 |
118.76 |
|
4.250 |
118.29 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119.85 |
119.90 |
| PP |
119.76 |
119.86 |
| S1 |
119.67 |
119.83 |
|