Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
120.48 |
120.56 |
0.08 |
0.1% |
119.52 |
High |
120.80 |
120.91 |
0.11 |
0.1% |
120.40 |
Low |
120.42 |
120.56 |
0.14 |
0.1% |
119.52 |
Close |
120.77 |
120.81 |
0.04 |
0.0% |
119.98 |
Range |
0.38 |
0.35 |
-0.03 |
-7.9% |
0.88 |
ATR |
0.40 |
0.39 |
0.00 |
-0.8% |
0.00 |
Volume |
264 |
271 |
7 |
2.7% |
314 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.81 |
121.66 |
121.00 |
|
R3 |
121.46 |
121.31 |
120.91 |
|
R2 |
121.11 |
121.11 |
120.87 |
|
R1 |
120.96 |
120.96 |
120.84 |
121.04 |
PP |
120.76 |
120.76 |
120.76 |
120.80 |
S1 |
120.61 |
120.61 |
120.78 |
120.69 |
S2 |
120.41 |
120.41 |
120.75 |
|
S3 |
120.06 |
120.26 |
120.71 |
|
S4 |
119.71 |
119.91 |
120.62 |
|
|
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 |
122.40 |
2.618 |
121.83 |
1.618 |
121.48 |
1.000 |
121.26 |
0.618 |
121.13 |
HIGH |
120.91 |
0.618 |
120.78 |
0.500 |
120.74 |
0.382 |
120.69 |
LOW |
120.56 |
0.618 |
120.34 |
1.000 |
120.21 |
1.618 |
119.99 |
2.618 |
119.64 |
4.250 |
119.07 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
120.79 |
120.76 |
PP |
120.76 |
120.71 |
S1 |
120.74 |
120.66 |
|