Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
127.40 |
126.84 |
-0.56 |
-0.4% |
127.75 |
| High |
127.54 |
127.10 |
-0.44 |
-0.3% |
128.20 |
| Low |
126.55 |
126.80 |
0.25 |
0.2% |
126.86 |
| Close |
126.78 |
126.83 |
0.05 |
0.0% |
127.70 |
| Range |
0.99 |
0.30 |
-0.69 |
-69.7% |
1.34 |
| ATR |
0.48 |
0.47 |
-0.01 |
-2.4% |
0.00 |
| Volume |
94 |
1,533 |
1,439 |
1,530.9% |
234 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.81 |
127.62 |
127.00 |
|
| R3 |
127.51 |
127.32 |
126.91 |
|
| R2 |
127.21 |
127.21 |
126.89 |
|
| R1 |
127.02 |
127.02 |
126.86 |
126.97 |
| PP |
126.91 |
126.91 |
126.91 |
126.88 |
| S1 |
126.72 |
126.72 |
126.80 |
126.67 |
| S2 |
126.61 |
126.61 |
126.78 |
|
| S3 |
126.31 |
126.42 |
126.75 |
|
| S4 |
126.01 |
126.12 |
126.67 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.61 |
130.99 |
128.44 |
|
| R3 |
130.27 |
129.65 |
128.07 |
|
| R2 |
128.93 |
128.93 |
127.95 |
|
| R1 |
128.31 |
128.31 |
127.82 |
127.95 |
| PP |
127.59 |
127.59 |
127.59 |
127.41 |
| S1 |
126.97 |
126.97 |
127.58 |
126.61 |
| S2 |
126.25 |
126.25 |
127.45 |
|
| S3 |
124.91 |
125.63 |
127.33 |
|
| S4 |
123.57 |
124.29 |
126.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.38 |
|
2.618 |
127.89 |
|
1.618 |
127.59 |
|
1.000 |
127.40 |
|
0.618 |
127.29 |
|
HIGH |
127.10 |
|
0.618 |
126.99 |
|
0.500 |
126.95 |
|
0.382 |
126.91 |
|
LOW |
126.80 |
|
0.618 |
126.61 |
|
1.000 |
126.50 |
|
1.618 |
126.31 |
|
2.618 |
126.01 |
|
4.250 |
125.53 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.95 |
127.05 |
| PP |
126.91 |
126.97 |
| S1 |
126.87 |
126.90 |
|