Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.28 |
121.69 |
0.41 |
0.3% |
122.33 |
| High |
121.88 |
121.80 |
-0.08 |
-0.1% |
122.47 |
| Low |
120.97 |
120.82 |
-0.15 |
-0.1% |
120.82 |
| Close |
121.48 |
121.15 |
-0.33 |
-0.3% |
121.15 |
| Range |
0.91 |
0.98 |
0.07 |
7.7% |
1.65 |
| ATR |
0.70 |
0.72 |
0.02 |
2.9% |
0.00 |
| Volume |
711,344 |
644,456 |
-66,888 |
-9.4% |
2,993,743 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.20 |
123.65 |
121.69 |
|
| R3 |
123.22 |
122.67 |
121.42 |
|
| R2 |
122.24 |
122.24 |
121.33 |
|
| R1 |
121.69 |
121.69 |
121.24 |
121.48 |
| PP |
121.26 |
121.26 |
121.26 |
121.15 |
| S1 |
120.71 |
120.71 |
121.06 |
120.50 |
| S2 |
120.28 |
120.28 |
120.97 |
|
| S3 |
119.30 |
119.73 |
120.88 |
|
| S4 |
118.32 |
118.75 |
120.61 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.43 |
125.44 |
122.06 |
|
| R3 |
124.78 |
123.79 |
121.60 |
|
| R2 |
123.13 |
123.13 |
121.45 |
|
| R1 |
122.14 |
122.14 |
121.30 |
121.81 |
| PP |
121.48 |
121.48 |
121.48 |
121.32 |
| S1 |
120.49 |
120.49 |
121.00 |
120.16 |
| S2 |
119.83 |
119.83 |
120.85 |
|
| S3 |
118.18 |
118.84 |
120.70 |
|
| S4 |
116.53 |
117.19 |
120.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.47 |
120.82 |
1.65 |
1.4% |
0.73 |
0.6% |
20% |
False |
True |
598,748 |
| 10 |
122.49 |
120.82 |
1.67 |
1.4% |
0.65 |
0.5% |
20% |
False |
True |
565,551 |
| 20 |
122.49 |
118.78 |
3.71 |
3.1% |
0.64 |
0.5% |
64% |
False |
False |
587,084 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.70 |
0.6% |
73% |
False |
False |
472,354 |
| 60 |
122.77 |
117.47 |
5.30 |
4.4% |
0.67 |
0.6% |
69% |
False |
False |
315,613 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
56% |
False |
False |
236,853 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.55 |
0.5% |
50% |
False |
False |
189,708 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.46 |
0.4% |
49% |
False |
False |
158,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.97 |
|
2.618 |
124.37 |
|
1.618 |
123.39 |
|
1.000 |
122.78 |
|
0.618 |
122.41 |
|
HIGH |
121.80 |
|
0.618 |
121.43 |
|
0.500 |
121.31 |
|
0.382 |
121.19 |
|
LOW |
120.82 |
|
0.618 |
120.21 |
|
1.000 |
119.84 |
|
1.618 |
119.23 |
|
2.618 |
118.25 |
|
4.250 |
116.66 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.31 |
121.35 |
| PP |
121.26 |
121.28 |
| S1 |
121.20 |
121.22 |
|