Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.30 |
121.10 |
-0.20 |
-0.2% |
122.33 |
| High |
121.70 |
121.33 |
-0.37 |
-0.3% |
122.47 |
| Low |
121.04 |
120.40 |
-0.64 |
-0.5% |
120.82 |
| Close |
121.31 |
120.55 |
-0.76 |
-0.6% |
121.15 |
| Range |
0.66 |
0.93 |
0.27 |
40.9% |
1.65 |
| ATR |
0.72 |
0.74 |
0.01 |
2.0% |
0.00 |
| Volume |
686,263 |
833,322 |
147,059 |
21.4% |
2,993,743 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.55 |
122.98 |
121.06 |
|
| R3 |
122.62 |
122.05 |
120.81 |
|
| R2 |
121.69 |
121.69 |
120.72 |
|
| R1 |
121.12 |
121.12 |
120.64 |
120.94 |
| PP |
120.76 |
120.76 |
120.76 |
120.67 |
| S1 |
120.19 |
120.19 |
120.46 |
120.01 |
| S2 |
119.83 |
119.83 |
120.38 |
|
| S3 |
118.90 |
119.26 |
120.29 |
|
| S4 |
117.97 |
118.33 |
120.04 |
|
|
| 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 |
120.40 |
1.48 |
1.2% |
0.87 |
0.7% |
10% |
False |
True |
707,502 |
| 10 |
122.47 |
120.40 |
2.07 |
1.7% |
0.73 |
0.6% |
7% |
False |
True |
625,159 |
| 20 |
122.49 |
119.85 |
2.64 |
2.2% |
0.63 |
0.5% |
27% |
False |
False |
601,933 |
| 40 |
122.49 |
117.47 |
5.02 |
4.2% |
0.70 |
0.6% |
61% |
False |
False |
526,431 |
| 60 |
122.77 |
117.47 |
5.30 |
4.4% |
0.69 |
0.6% |
58% |
False |
False |
351,965 |
| 80 |
124.05 |
117.47 |
6.58 |
5.5% |
0.64 |
0.5% |
47% |
False |
False |
264,101 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.58 |
0.5% |
42% |
False |
False |
211,523 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.48 |
0.4% |
41% |
False |
False |
176,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.28 |
|
2.618 |
123.76 |
|
1.618 |
122.83 |
|
1.000 |
122.26 |
|
0.618 |
121.90 |
|
HIGH |
121.33 |
|
0.618 |
120.97 |
|
0.500 |
120.87 |
|
0.382 |
120.76 |
|
LOW |
120.40 |
|
0.618 |
119.83 |
|
1.000 |
119.47 |
|
1.618 |
118.90 |
|
2.618 |
117.97 |
|
4.250 |
116.45 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.87 |
121.05 |
| PP |
120.76 |
120.88 |
| S1 |
120.66 |
120.72 |
|