Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.81 |
121.20 |
-0.61 |
-0.5% |
120.69 |
| High |
121.82 |
122.14 |
0.32 |
0.3% |
122.14 |
| Low |
120.98 |
121.20 |
0.22 |
0.2% |
120.51 |
| Close |
121.21 |
121.90 |
0.69 |
0.6% |
121.90 |
| Range |
0.84 |
0.94 |
0.10 |
11.9% |
1.63 |
| ATR |
0.63 |
0.66 |
0.02 |
3.5% |
0.00 |
| Volume |
912,088 |
918,983 |
6,895 |
0.8% |
4,178,135 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.57 |
124.17 |
122.42 |
|
| R3 |
123.63 |
123.23 |
122.16 |
|
| R2 |
122.69 |
122.69 |
122.07 |
|
| R1 |
122.29 |
122.29 |
121.99 |
122.49 |
| PP |
121.75 |
121.75 |
121.75 |
121.85 |
| S1 |
121.35 |
121.35 |
121.81 |
121.55 |
| S2 |
120.81 |
120.81 |
121.73 |
|
| S3 |
119.87 |
120.41 |
121.64 |
|
| S4 |
118.93 |
119.47 |
121.38 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.41 |
125.78 |
122.80 |
|
| R3 |
124.78 |
124.15 |
122.35 |
|
| R2 |
123.15 |
123.15 |
122.20 |
|
| R1 |
122.52 |
122.52 |
122.05 |
122.84 |
| PP |
121.52 |
121.52 |
121.52 |
121.67 |
| S1 |
120.89 |
120.89 |
121.75 |
121.21 |
| S2 |
119.89 |
119.89 |
121.60 |
|
| S3 |
118.26 |
119.26 |
121.45 |
|
| S4 |
116.63 |
117.63 |
121.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.14 |
120.51 |
1.63 |
1.3% |
0.72 |
0.6% |
85% |
True |
False |
835,627 |
| 10 |
122.14 |
120.51 |
1.63 |
1.3% |
0.65 |
0.5% |
85% |
True |
False |
801,532 |
| 20 |
123.04 |
120.51 |
2.53 |
2.1% |
0.60 |
0.5% |
55% |
False |
False |
768,822 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
64% |
False |
False |
743,630 |
| 60 |
123.04 |
118.61 |
4.43 |
3.6% |
0.61 |
0.5% |
74% |
False |
False |
515,314 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.60 |
0.5% |
74% |
False |
False |
386,809 |
| 100 |
123.04 |
117.09 |
5.95 |
4.9% |
0.56 |
0.5% |
81% |
False |
False |
309,462 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.48 |
0.4% |
83% |
False |
False |
257,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.14 |
|
2.618 |
124.60 |
|
1.618 |
123.66 |
|
1.000 |
123.08 |
|
0.618 |
122.72 |
|
HIGH |
122.14 |
|
0.618 |
121.78 |
|
0.500 |
121.67 |
|
0.382 |
121.56 |
|
LOW |
121.20 |
|
0.618 |
120.62 |
|
1.000 |
120.26 |
|
1.618 |
119.68 |
|
2.618 |
118.74 |
|
4.250 |
117.21 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.82 |
121.79 |
| PP |
121.75 |
121.67 |
| S1 |
121.67 |
121.56 |
|