Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
120.41 |
120.48 |
0.07 |
0.1% |
119.52 |
| High |
120.72 |
120.80 |
0.08 |
0.1% |
120.40 |
| Low |
120.41 |
120.42 |
0.01 |
0.0% |
119.52 |
| Close |
120.67 |
120.77 |
0.10 |
0.1% |
119.98 |
| Range |
0.31 |
0.38 |
0.07 |
22.6% |
0.88 |
| ATR |
0.40 |
0.40 |
0.00 |
-0.3% |
0.00 |
| Volume |
89 |
264 |
175 |
196.6% |
314 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.80 |
121.67 |
120.98 |
|
| R3 |
121.42 |
121.29 |
120.87 |
|
| R2 |
121.04 |
121.04 |
120.84 |
|
| R1 |
120.91 |
120.91 |
120.80 |
120.98 |
| PP |
120.66 |
120.66 |
120.66 |
120.70 |
| S1 |
120.53 |
120.53 |
120.74 |
120.60 |
| S2 |
120.28 |
120.28 |
120.70 |
|
| S3 |
119.90 |
120.15 |
120.67 |
|
| S4 |
119.52 |
119.77 |
120.56 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.61 |
122.17 |
120.46 |
|
| R3 |
121.73 |
121.29 |
120.22 |
|
| R2 |
120.85 |
120.85 |
120.14 |
|
| R1 |
120.41 |
120.41 |
120.06 |
120.63 |
| PP |
119.97 |
119.97 |
119.97 |
120.08 |
| S1 |
119.53 |
119.53 |
119.90 |
119.75 |
| S2 |
119.09 |
119.09 |
119.82 |
|
| S3 |
118.21 |
118.65 |
119.74 |
|
| S4 |
117.33 |
117.77 |
119.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.42 |
|
2.618 |
121.79 |
|
1.618 |
121.41 |
|
1.000 |
121.18 |
|
0.618 |
121.03 |
|
HIGH |
120.80 |
|
0.618 |
120.65 |
|
0.500 |
120.61 |
|
0.382 |
120.57 |
|
LOW |
120.42 |
|
0.618 |
120.19 |
|
1.000 |
120.04 |
|
1.618 |
119.81 |
|
2.618 |
119.43 |
|
4.250 |
118.81 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120.72 |
120.61 |
| PP |
120.66 |
120.46 |
| S1 |
120.61 |
120.30 |
|