Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.69 |
121.22 |
-0.47 |
-0.4% |
122.33 |
| High |
121.80 |
121.51 |
-0.29 |
-0.2% |
122.47 |
| Low |
120.82 |
120.62 |
-0.20 |
-0.2% |
120.82 |
| Close |
121.15 |
121.26 |
0.11 |
0.1% |
121.15 |
| Range |
0.98 |
0.89 |
-0.09 |
-9.2% |
1.65 |
| ATR |
0.72 |
0.73 |
0.01 |
1.7% |
0.00 |
| Volume |
644,456 |
662,125 |
17,669 |
2.7% |
2,993,743 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.80 |
123.42 |
121.75 |
|
| R3 |
122.91 |
122.53 |
121.50 |
|
| R2 |
122.02 |
122.02 |
121.42 |
|
| R1 |
121.64 |
121.64 |
121.34 |
121.83 |
| PP |
121.13 |
121.13 |
121.13 |
121.23 |
| S1 |
120.75 |
120.75 |
121.18 |
120.94 |
| S2 |
120.24 |
120.24 |
121.10 |
|
| S3 |
119.35 |
119.86 |
121.02 |
|
| S4 |
118.46 |
118.97 |
120.77 |
|
|
| 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 |
122.05 |
120.62 |
1.43 |
1.2% |
0.83 |
0.7% |
45% |
False |
True |
659,384 |
| 10 |
122.49 |
120.62 |
1.87 |
1.5% |
0.66 |
0.5% |
34% |
False |
True |
553,444 |
| 20 |
122.49 |
118.78 |
3.71 |
3.1% |
0.64 |
0.5% |
67% |
False |
False |
584,397 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
75% |
False |
False |
488,776 |
| 60 |
122.77 |
117.47 |
5.30 |
4.4% |
0.67 |
0.6% |
72% |
False |
False |
326,645 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
58% |
False |
False |
245,118 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.56 |
0.5% |
52% |
False |
False |
196,329 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.47 |
0.4% |
50% |
False |
False |
163,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.29 |
|
2.618 |
123.84 |
|
1.618 |
122.95 |
|
1.000 |
122.40 |
|
0.618 |
122.06 |
|
HIGH |
121.51 |
|
0.618 |
121.17 |
|
0.500 |
121.07 |
|
0.382 |
120.96 |
|
LOW |
120.62 |
|
0.618 |
120.07 |
|
1.000 |
119.73 |
|
1.618 |
119.18 |
|
2.618 |
118.29 |
|
4.250 |
116.84 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.20 |
121.26 |
| PP |
121.13 |
121.25 |
| S1 |
121.07 |
121.25 |
|