Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
122.33 |
122.04 |
-0.29 |
-0.2% |
122.10 |
| High |
122.47 |
122.05 |
-0.42 |
-0.3% |
122.49 |
| Low |
122.06 |
121.49 |
-0.57 |
-0.5% |
121.73 |
| Close |
122.29 |
121.90 |
-0.39 |
-0.3% |
122.32 |
| Range |
0.41 |
0.56 |
0.15 |
36.6% |
0.76 |
| ATR |
0.66 |
0.67 |
0.01 |
1.6% |
0.00 |
| Volume |
358,944 |
633,568 |
274,624 |
76.5% |
1,671,971 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.49 |
123.26 |
122.21 |
|
| R3 |
122.93 |
122.70 |
122.05 |
|
| R2 |
122.37 |
122.37 |
122.00 |
|
| R1 |
122.14 |
122.14 |
121.95 |
121.98 |
| PP |
121.81 |
121.81 |
121.81 |
121.73 |
| S1 |
121.58 |
121.58 |
121.85 |
121.42 |
| S2 |
121.25 |
121.25 |
121.80 |
|
| S3 |
120.69 |
121.02 |
121.75 |
|
| S4 |
120.13 |
120.46 |
121.59 |
|
|
| 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 |
121.49 |
1.00 |
0.8% |
0.55 |
0.5% |
41% |
False |
True |
532,896 |
| 10 |
122.49 |
120.76 |
1.73 |
1.4% |
0.51 |
0.4% |
66% |
False |
False |
535,669 |
| 20 |
122.49 |
118.61 |
3.88 |
3.2% |
0.60 |
0.5% |
85% |
False |
False |
579,116 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.67 |
0.6% |
88% |
False |
False |
422,686 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.66 |
0.5% |
82% |
False |
False |
282,329 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
67% |
False |
False |
211,855 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.52 |
0.4% |
60% |
False |
False |
169,699 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.44 |
0.4% |
59% |
False |
False |
141,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.43 |
|
2.618 |
123.52 |
|
1.618 |
122.96 |
|
1.000 |
122.61 |
|
0.618 |
122.40 |
|
HIGH |
122.05 |
|
0.618 |
121.84 |
|
0.500 |
121.77 |
|
0.382 |
121.70 |
|
LOW |
121.49 |
|
0.618 |
121.14 |
|
1.000 |
120.93 |
|
1.618 |
120.58 |
|
2.618 |
120.02 |
|
4.250 |
119.11 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.86 |
121.98 |
| PP |
121.81 |
121.95 |
| S1 |
121.77 |
121.93 |
|