Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
122.70 |
122.54 |
-0.16 |
-0.1% |
121.80 |
High |
122.81 |
122.59 |
-0.22 |
-0.2% |
122.97 |
Low |
122.54 |
122.35 |
-0.19 |
-0.2% |
121.25 |
Close |
122.70 |
122.43 |
-0.27 |
-0.2% |
122.67 |
Range |
0.27 |
0.24 |
-0.03 |
-11.1% |
1.72 |
ATR |
0.63 |
0.61 |
-0.02 |
-3.2% |
0.00 |
Volume |
515,506 |
595,246 |
79,740 |
15.5% |
4,237,201 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.18 |
123.04 |
122.56 |
|
R3 |
122.94 |
122.80 |
122.50 |
|
R2 |
122.70 |
122.70 |
122.47 |
|
R1 |
122.56 |
122.56 |
122.45 |
122.51 |
PP |
122.46 |
122.46 |
122.46 |
122.43 |
S1 |
122.32 |
122.32 |
122.41 |
122.27 |
S2 |
122.22 |
122.22 |
122.39 |
|
S3 |
121.98 |
122.08 |
122.36 |
|
S4 |
121.74 |
121.84 |
122.30 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.46 |
126.78 |
123.62 |
|
R3 |
125.74 |
125.06 |
123.14 |
|
R2 |
124.02 |
124.02 |
122.99 |
|
R1 |
123.34 |
123.34 |
122.83 |
123.68 |
PP |
122.30 |
122.30 |
122.30 |
122.47 |
S1 |
121.62 |
121.62 |
122.51 |
121.96 |
S2 |
120.58 |
120.58 |
122.35 |
|
S3 |
118.86 |
119.90 |
122.20 |
|
S4 |
117.14 |
118.18 |
121.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.97 |
121.51 |
1.46 |
1.2% |
0.49 |
0.4% |
63% |
False |
False |
796,553 |
10 |
122.97 |
119.97 |
3.00 |
2.5% |
0.57 |
0.5% |
82% |
False |
False |
758,844 |
20 |
122.97 |
119.85 |
3.12 |
2.5% |
0.61 |
0.5% |
83% |
False |
False |
709,383 |
40 |
122.97 |
118.74 |
4.23 |
3.5% |
0.59 |
0.5% |
87% |
False |
False |
416,293 |
60 |
122.97 |
118.61 |
4.36 |
3.6% |
0.60 |
0.5% |
88% |
False |
False |
277,983 |
80 |
122.97 |
117.54 |
5.43 |
4.4% |
0.54 |
0.4% |
90% |
False |
False |
208,503 |
100 |
122.97 |
116.37 |
6.60 |
5.4% |
0.46 |
0.4% |
92% |
False |
False |
166,828 |
120 |
122.97 |
116.37 |
6.60 |
5.4% |
0.39 |
0.3% |
92% |
False |
False |
139,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.61 |
2.618 |
123.22 |
1.618 |
122.98 |
1.000 |
122.83 |
0.618 |
122.74 |
HIGH |
122.59 |
0.618 |
122.50 |
0.500 |
122.47 |
0.382 |
122.44 |
LOW |
122.35 |
0.618 |
122.20 |
1.000 |
122.11 |
1.618 |
121.96 |
2.618 |
121.72 |
4.250 |
121.33 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
122.47 |
122.66 |
PP |
122.46 |
122.58 |
S1 |
122.44 |
122.51 |
|