Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
122.04 |
122.33 |
0.29 |
0.2% |
122.10 |
| High |
122.41 |
122.47 |
0.06 |
0.0% |
122.49 |
| Low |
121.81 |
122.06 |
0.25 |
0.2% |
121.73 |
| Close |
122.32 |
122.29 |
-0.03 |
0.0% |
122.32 |
| Range |
0.60 |
0.41 |
-0.19 |
-31.7% |
0.76 |
| ATR |
0.67 |
0.66 |
-0.02 |
-2.8% |
0.00 |
| Volume |
426,304 |
358,944 |
-67,360 |
-15.8% |
1,671,971 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.50 |
123.31 |
122.52 |
|
| R3 |
123.09 |
122.90 |
122.40 |
|
| R2 |
122.68 |
122.68 |
122.37 |
|
| R1 |
122.49 |
122.49 |
122.33 |
122.38 |
| PP |
122.27 |
122.27 |
122.27 |
122.22 |
| S1 |
122.08 |
122.08 |
122.25 |
121.97 |
| S2 |
121.86 |
121.86 |
122.21 |
|
| S3 |
121.45 |
121.67 |
122.18 |
|
| S4 |
121.04 |
121.26 |
122.06 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.46 |
124.15 |
122.74 |
|
| R3 |
123.70 |
123.39 |
122.53 |
|
| R2 |
122.94 |
122.94 |
122.46 |
|
| R1 |
122.63 |
122.63 |
122.39 |
122.79 |
| PP |
122.18 |
122.18 |
122.18 |
122.26 |
| S1 |
121.87 |
121.87 |
122.25 |
122.03 |
| S2 |
121.42 |
121.42 |
122.18 |
|
| S3 |
120.66 |
121.11 |
122.11 |
|
| S4 |
119.90 |
120.35 |
121.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.49 |
121.44 |
1.05 |
0.9% |
0.48 |
0.4% |
81% |
False |
False |
447,504 |
| 10 |
122.49 |
120.45 |
2.04 |
1.7% |
0.52 |
0.4% |
90% |
False |
False |
522,128 |
| 20 |
122.49 |
118.32 |
4.17 |
3.4% |
0.60 |
0.5% |
95% |
False |
False |
572,063 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.68 |
0.6% |
96% |
False |
False |
406,892 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.65 |
0.5% |
89% |
False |
False |
271,770 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
73% |
False |
False |
203,985 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.52 |
0.4% |
66% |
False |
False |
163,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.21 |
|
2.618 |
123.54 |
|
1.618 |
123.13 |
|
1.000 |
122.88 |
|
0.618 |
122.72 |
|
HIGH |
122.47 |
|
0.618 |
122.31 |
|
0.500 |
122.27 |
|
0.382 |
122.22 |
|
LOW |
122.06 |
|
0.618 |
121.81 |
|
1.000 |
121.65 |
|
1.618 |
121.40 |
|
2.618 |
120.99 |
|
4.250 |
120.32 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.28 |
122.23 |
| PP |
122.27 |
122.16 |
| S1 |
122.27 |
122.10 |
|