Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.42 |
121.92 |
0.50 |
0.4% |
121.18 |
| High |
121.90 |
122.03 |
0.13 |
0.1% |
122.03 |
| Low |
121.27 |
121.67 |
0.40 |
0.3% |
121.01 |
| Close |
121.70 |
121.72 |
0.02 |
0.0% |
121.72 |
| Range |
0.63 |
0.36 |
-0.27 |
-42.9% |
1.02 |
| ATR |
0.41 |
0.41 |
0.00 |
-0.9% |
0.00 |
| Volume |
127 |
239 |
112 |
88.2% |
684 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.89 |
122.66 |
121.92 |
|
| R3 |
122.53 |
122.30 |
121.82 |
|
| R2 |
122.17 |
122.17 |
121.79 |
|
| R1 |
121.94 |
121.94 |
121.75 |
121.88 |
| PP |
121.81 |
121.81 |
121.81 |
121.77 |
| S1 |
121.58 |
121.58 |
121.69 |
121.52 |
| S2 |
121.45 |
121.45 |
121.65 |
|
| S3 |
121.09 |
121.22 |
121.62 |
|
| S4 |
120.73 |
120.86 |
121.52 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.65 |
124.20 |
122.28 |
|
| R3 |
123.63 |
123.18 |
122.00 |
|
| R2 |
122.61 |
122.61 |
121.91 |
|
| R1 |
122.16 |
122.16 |
121.81 |
122.39 |
| PP |
121.59 |
121.59 |
121.59 |
121.70 |
| S1 |
121.14 |
121.14 |
121.63 |
121.37 |
| S2 |
120.57 |
120.57 |
121.53 |
|
| S3 |
119.55 |
120.12 |
121.44 |
|
| S4 |
118.53 |
119.10 |
121.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.56 |
|
2.618 |
122.97 |
|
1.618 |
122.61 |
|
1.000 |
122.39 |
|
0.618 |
122.25 |
|
HIGH |
122.03 |
|
0.618 |
121.89 |
|
0.500 |
121.85 |
|
0.382 |
121.81 |
|
LOW |
121.67 |
|
0.618 |
121.45 |
|
1.000 |
121.31 |
|
1.618 |
121.09 |
|
2.618 |
120.73 |
|
4.250 |
120.14 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.85 |
121.67 |
| PP |
121.81 |
121.62 |
| S1 |
121.76 |
121.58 |
|