Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123.60 |
123.12 |
-0.48 |
-0.4% |
125.44 |
| High |
123.60 |
123.12 |
-0.48 |
-0.4% |
125.44 |
| Low |
123.57 |
123.12 |
-0.45 |
-0.4% |
123.03 |
| Close |
123.59 |
123.17 |
-0.42 |
-0.3% |
123.59 |
| Range |
0.03 |
0.00 |
-0.03 |
-100.0% |
2.41 |
| ATR |
0.36 |
0.37 |
0.01 |
2.3% |
0.00 |
| Volume |
106 |
1 |
-105 |
-99.1% |
1,182 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.14 |
123.15 |
123.17 |
|
| R3 |
123.14 |
123.15 |
123.17 |
|
| R2 |
123.14 |
123.14 |
123.17 |
|
| R1 |
123.15 |
123.15 |
123.17 |
123.15 |
| PP |
123.14 |
123.14 |
123.14 |
123.13 |
| S1 |
123.15 |
123.15 |
123.17 |
123.15 |
| S2 |
123.14 |
123.14 |
123.17 |
|
| S3 |
123.14 |
123.15 |
123.17 |
|
| S4 |
123.14 |
123.15 |
123.17 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.25 |
129.83 |
124.92 |
|
| R3 |
128.84 |
127.42 |
124.25 |
|
| R2 |
126.43 |
126.43 |
124.03 |
|
| R1 |
125.01 |
125.01 |
123.81 |
124.52 |
| PP |
124.02 |
124.02 |
124.02 |
123.77 |
| S1 |
122.60 |
122.60 |
123.37 |
122.11 |
| S2 |
121.61 |
121.61 |
123.15 |
|
| S3 |
119.20 |
120.19 |
122.93 |
|
| S4 |
116.79 |
117.78 |
122.26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.12 |
|
2.618 |
123.12 |
|
1.618 |
123.12 |
|
1.000 |
123.12 |
|
0.618 |
123.12 |
|
HIGH |
123.12 |
|
0.618 |
123.12 |
|
0.500 |
123.12 |
|
0.382 |
123.12 |
|
LOW |
123.12 |
|
0.618 |
123.12 |
|
1.000 |
123.12 |
|
1.618 |
123.12 |
|
2.618 |
123.12 |
|
4.250 |
123.12 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.15 |
123.49 |
| PP |
123.14 |
123.38 |
| S1 |
123.12 |
123.28 |
|