Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123.10 |
123.85 |
0.75 |
0.6% |
123.45 |
| High |
123.56 |
123.98 |
0.42 |
0.3% |
124.24 |
| Low |
123.00 |
123.13 |
0.13 |
0.1% |
123.40 |
| Close |
123.21 |
123.72 |
0.51 |
0.4% |
123.72 |
| Range |
0.56 |
0.85 |
0.29 |
51.8% |
0.84 |
| ATR |
0.48 |
0.51 |
0.03 |
5.5% |
0.00 |
| Volume |
13 |
5 |
-8 |
-61.5% |
47 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.16 |
125.79 |
124.19 |
|
| R3 |
125.31 |
124.94 |
123.95 |
|
| R2 |
124.46 |
124.46 |
123.88 |
|
| R1 |
124.09 |
124.09 |
123.80 |
123.85 |
| PP |
123.61 |
123.61 |
123.61 |
123.49 |
| S1 |
123.24 |
123.24 |
123.64 |
123.00 |
| S2 |
122.76 |
122.76 |
123.56 |
|
| S3 |
121.91 |
122.39 |
123.49 |
|
| S4 |
121.06 |
121.54 |
123.25 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.31 |
125.85 |
124.18 |
|
| R3 |
125.47 |
125.01 |
123.95 |
|
| R2 |
124.63 |
124.63 |
123.87 |
|
| R1 |
124.17 |
124.17 |
123.80 |
124.40 |
| PP |
123.79 |
123.79 |
123.79 |
123.90 |
| S1 |
123.33 |
123.33 |
123.64 |
123.56 |
| S2 |
122.95 |
122.95 |
123.57 |
|
| S3 |
122.11 |
122.49 |
123.49 |
|
| S4 |
121.27 |
121.65 |
123.26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.59 |
|
2.618 |
126.21 |
|
1.618 |
125.36 |
|
1.000 |
124.83 |
|
0.618 |
124.51 |
|
HIGH |
123.98 |
|
0.618 |
123.66 |
|
0.500 |
123.56 |
|
0.382 |
123.45 |
|
LOW |
123.13 |
|
0.618 |
122.60 |
|
1.000 |
122.28 |
|
1.618 |
121.75 |
|
2.618 |
120.90 |
|
4.250 |
119.52 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.67 |
123.69 |
| PP |
123.61 |
123.65 |
| S1 |
123.56 |
123.62 |
|