Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
127.02 |
127.12 |
0.10 |
0.1% |
127.50 |
| High |
127.15 |
127.54 |
0.39 |
0.3% |
127.54 |
| Low |
126.99 |
127.12 |
0.13 |
0.1% |
126.15 |
| Close |
127.14 |
127.66 |
0.52 |
0.4% |
126.17 |
| Range |
0.16 |
0.42 |
0.26 |
162.5% |
1.39 |
| ATR |
0.52 |
0.51 |
-0.01 |
-1.3% |
0.00 |
| Volume |
190 |
48 |
-142 |
-74.7% |
2,337 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.70 |
128.60 |
127.89 |
|
| R3 |
128.28 |
128.18 |
127.78 |
|
| R2 |
127.86 |
127.86 |
127.74 |
|
| R1 |
127.76 |
127.76 |
127.70 |
127.81 |
| PP |
127.44 |
127.44 |
127.44 |
127.47 |
| S1 |
127.34 |
127.34 |
127.62 |
127.39 |
| S2 |
127.02 |
127.02 |
127.58 |
|
| S3 |
126.60 |
126.92 |
127.54 |
|
| S4 |
126.18 |
126.50 |
127.43 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.79 |
129.87 |
126.93 |
|
| R3 |
129.40 |
128.48 |
126.55 |
|
| R2 |
128.01 |
128.01 |
126.42 |
|
| R1 |
127.09 |
127.09 |
126.30 |
126.86 |
| PP |
126.62 |
126.62 |
126.62 |
126.50 |
| S1 |
125.70 |
125.70 |
126.04 |
125.47 |
| S2 |
125.23 |
125.23 |
125.92 |
|
| S3 |
123.84 |
124.31 |
125.79 |
|
| S4 |
122.45 |
122.92 |
125.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.33 |
|
2.618 |
128.64 |
|
1.618 |
128.22 |
|
1.000 |
127.96 |
|
0.618 |
127.80 |
|
HIGH |
127.54 |
|
0.618 |
127.38 |
|
0.500 |
127.33 |
|
0.382 |
127.28 |
|
LOW |
127.12 |
|
0.618 |
126.86 |
|
1.000 |
126.70 |
|
1.618 |
126.44 |
|
2.618 |
126.02 |
|
4.250 |
125.34 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.55 |
127.38 |
| PP |
127.44 |
127.10 |
| S1 |
127.33 |
126.82 |
|