Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123.67 |
124.08 |
0.41 |
0.3% |
123.12 |
| High |
123.74 |
124.08 |
0.34 |
0.3% |
123.37 |
| Low |
123.54 |
124.08 |
0.54 |
0.4% |
122.37 |
| Close |
123.73 |
124.02 |
0.29 |
0.2% |
122.95 |
| Range |
0.20 |
0.00 |
-0.20 |
-100.0% |
1.00 |
| ATR |
0.47 |
0.46 |
-0.01 |
-1.8% |
0.00 |
| Volume |
8 |
3 |
-5 |
-62.5% |
363 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.06 |
124.04 |
124.02 |
|
| R3 |
124.06 |
124.04 |
124.02 |
|
| R2 |
124.06 |
124.06 |
124.02 |
|
| R1 |
124.04 |
124.04 |
124.02 |
124.05 |
| PP |
124.06 |
124.06 |
124.06 |
124.07 |
| S1 |
124.04 |
124.04 |
124.02 |
124.05 |
| S2 |
124.06 |
124.06 |
124.02 |
|
| S3 |
124.06 |
124.04 |
124.02 |
|
| S4 |
124.06 |
124.04 |
124.02 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.90 |
125.42 |
123.50 |
|
| R3 |
124.90 |
124.42 |
123.23 |
|
| R2 |
123.90 |
123.90 |
123.13 |
|
| R1 |
123.42 |
123.42 |
123.04 |
123.16 |
| PP |
122.90 |
122.90 |
122.90 |
122.77 |
| S1 |
122.42 |
122.42 |
122.86 |
122.16 |
| S2 |
121.90 |
121.90 |
122.77 |
|
| S3 |
120.90 |
121.42 |
122.68 |
|
| S4 |
119.90 |
120.42 |
122.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.08 |
|
2.618 |
124.08 |
|
1.618 |
124.08 |
|
1.000 |
124.08 |
|
0.618 |
124.08 |
|
HIGH |
124.08 |
|
0.618 |
124.08 |
|
0.500 |
124.08 |
|
0.382 |
124.08 |
|
LOW |
124.08 |
|
0.618 |
124.08 |
|
1.000 |
124.08 |
|
1.618 |
124.08 |
|
2.618 |
124.08 |
|
4.250 |
124.08 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.08 |
123.93 |
| PP |
124.06 |
123.83 |
| S1 |
124.04 |
123.74 |
|