Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 18-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
18-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
120.99 |
121.18 |
0.19 |
0.2% |
119.80 |
| High |
121.20 |
121.32 |
0.12 |
0.1% |
121.20 |
| Low |
120.87 |
121.18 |
0.31 |
0.3% |
119.80 |
| Close |
121.13 |
121.27 |
0.14 |
0.1% |
121.13 |
| Range |
0.33 |
0.14 |
-0.19 |
-57.6% |
1.40 |
| ATR |
0.39 |
0.38 |
-0.01 |
-3.7% |
0.00 |
| Volume |
325 |
7 |
-318 |
-97.8% |
961 |
|
| Daily Pivots for day following 18-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.68 |
121.61 |
121.35 |
|
| R3 |
121.54 |
121.47 |
121.31 |
|
| R2 |
121.40 |
121.40 |
121.30 |
|
| R1 |
121.33 |
121.33 |
121.28 |
121.37 |
| PP |
121.26 |
121.26 |
121.26 |
121.27 |
| S1 |
121.19 |
121.19 |
121.26 |
121.23 |
| S2 |
121.12 |
121.12 |
121.24 |
|
| S3 |
120.98 |
121.05 |
121.23 |
|
| S4 |
120.84 |
120.91 |
121.19 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.91 |
124.42 |
121.90 |
|
| R3 |
123.51 |
123.02 |
121.52 |
|
| R2 |
122.11 |
122.11 |
121.39 |
|
| R1 |
121.62 |
121.62 |
121.26 |
121.87 |
| PP |
120.71 |
120.71 |
120.71 |
120.83 |
| S1 |
120.22 |
120.22 |
121.00 |
120.47 |
| S2 |
119.31 |
119.31 |
120.87 |
|
| S3 |
117.91 |
118.82 |
120.75 |
|
| S4 |
116.51 |
117.42 |
120.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.92 |
|
2.618 |
121.69 |
|
1.618 |
121.55 |
|
1.000 |
121.46 |
|
0.618 |
121.41 |
|
HIGH |
121.32 |
|
0.618 |
121.27 |
|
0.500 |
121.25 |
|
0.382 |
121.23 |
|
LOW |
121.18 |
|
0.618 |
121.09 |
|
1.000 |
121.04 |
|
1.618 |
120.95 |
|
2.618 |
120.81 |
|
4.250 |
120.59 |
|
|
| Fisher Pivots for day following 18-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.26 |
121.16 |
| PP |
121.26 |
121.05 |
| S1 |
121.25 |
120.94 |
|