Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.22 |
121.30 |
0.08 |
0.1% |
122.33 |
| High |
121.51 |
121.70 |
0.19 |
0.2% |
122.47 |
| Low |
120.62 |
121.04 |
0.42 |
0.3% |
120.82 |
| Close |
121.26 |
121.31 |
0.05 |
0.0% |
121.15 |
| Range |
0.89 |
0.66 |
-0.23 |
-25.8% |
1.65 |
| ATR |
0.73 |
0.72 |
0.00 |
-0.7% |
0.00 |
| Volume |
662,125 |
686,263 |
24,138 |
3.6% |
2,993,743 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.33 |
122.98 |
121.67 |
|
| R3 |
122.67 |
122.32 |
121.49 |
|
| R2 |
122.01 |
122.01 |
121.43 |
|
| R1 |
121.66 |
121.66 |
121.37 |
121.84 |
| PP |
121.35 |
121.35 |
121.35 |
121.44 |
| S1 |
121.00 |
121.00 |
121.25 |
121.18 |
| S2 |
120.69 |
120.69 |
121.19 |
|
| S3 |
120.03 |
120.34 |
121.13 |
|
| S4 |
119.37 |
119.68 |
120.95 |
|
|
| 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 |
121.88 |
120.62 |
1.26 |
1.0% |
0.85 |
0.7% |
55% |
False |
False |
669,923 |
| 10 |
122.49 |
120.62 |
1.87 |
1.5% |
0.70 |
0.6% |
37% |
False |
False |
601,410 |
| 20 |
122.49 |
119.63 |
2.86 |
2.4% |
0.62 |
0.5% |
59% |
False |
False |
587,863 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
76% |
False |
False |
505,696 |
| 60 |
122.77 |
117.47 |
5.30 |
4.4% |
0.68 |
0.6% |
72% |
False |
False |
338,080 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
58% |
False |
False |
253,695 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.57 |
0.5% |
52% |
False |
False |
203,191 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.47 |
0.4% |
51% |
False |
False |
169,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.51 |
|
2.618 |
123.43 |
|
1.618 |
122.77 |
|
1.000 |
122.36 |
|
0.618 |
122.11 |
|
HIGH |
121.70 |
|
0.618 |
121.45 |
|
0.500 |
121.37 |
|
0.382 |
121.29 |
|
LOW |
121.04 |
|
0.618 |
120.63 |
|
1.000 |
120.38 |
|
1.618 |
119.97 |
|
2.618 |
119.31 |
|
4.250 |
118.24 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.37 |
121.28 |
| PP |
121.35 |
121.24 |
| S1 |
121.33 |
121.21 |
|