Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.00 |
120.37 |
0.37 |
0.3% |
122.07 |
| High |
120.59 |
120.77 |
0.18 |
0.1% |
122.18 |
| Low |
119.96 |
120.22 |
0.26 |
0.2% |
120.00 |
| Close |
120.35 |
120.49 |
0.14 |
0.1% |
120.26 |
| Range |
0.63 |
0.55 |
-0.08 |
-12.7% |
2.18 |
| ATR |
0.81 |
0.79 |
-0.02 |
-2.3% |
0.00 |
| Volume |
392,960 |
562,009 |
169,049 |
43.0% |
3,646,901 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.14 |
121.87 |
120.79 |
|
| R3 |
121.59 |
121.32 |
120.64 |
|
| R2 |
121.04 |
121.04 |
120.59 |
|
| R1 |
120.77 |
120.77 |
120.54 |
120.91 |
| PP |
120.49 |
120.49 |
120.49 |
120.56 |
| S1 |
120.22 |
120.22 |
120.44 |
120.36 |
| S2 |
119.94 |
119.94 |
120.39 |
|
| S3 |
119.39 |
119.67 |
120.34 |
|
| S4 |
118.84 |
119.12 |
120.19 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.35 |
125.99 |
121.46 |
|
| R3 |
125.17 |
123.81 |
120.86 |
|
| R2 |
122.99 |
122.99 |
120.66 |
|
| R1 |
121.63 |
121.63 |
120.46 |
121.22 |
| PP |
120.81 |
120.81 |
120.81 |
120.61 |
| S1 |
119.45 |
119.45 |
120.06 |
119.04 |
| S2 |
118.63 |
118.63 |
119.86 |
|
| S3 |
116.45 |
117.27 |
119.66 |
|
| S4 |
114.27 |
115.09 |
119.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
119.96 |
2.08 |
1.7% |
0.89 |
0.7% |
25% |
False |
False |
665,816 |
| 10 |
122.28 |
119.96 |
2.32 |
1.9% |
0.84 |
0.7% |
23% |
False |
False |
670,778 |
| 20 |
122.28 |
119.92 |
2.36 |
2.0% |
0.80 |
0.7% |
24% |
False |
False |
668,998 |
| 40 |
122.49 |
118.32 |
4.17 |
3.5% |
0.70 |
0.6% |
52% |
False |
False |
620,530 |
| 60 |
122.49 |
117.47 |
5.02 |
4.2% |
0.72 |
0.6% |
60% |
False |
False |
494,260 |
| 80 |
122.88 |
117.47 |
5.41 |
4.5% |
0.69 |
0.6% |
56% |
False |
False |
371,077 |
| 100 |
124.05 |
117.47 |
6.58 |
5.5% |
0.67 |
0.6% |
46% |
False |
False |
296,987 |
| 120 |
124.80 |
117.47 |
7.33 |
6.1% |
0.57 |
0.5% |
41% |
False |
False |
247,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.11 |
|
2.618 |
122.21 |
|
1.618 |
121.66 |
|
1.000 |
121.32 |
|
0.618 |
121.11 |
|
HIGH |
120.77 |
|
0.618 |
120.56 |
|
0.500 |
120.50 |
|
0.382 |
120.43 |
|
LOW |
120.22 |
|
0.618 |
119.88 |
|
1.000 |
119.67 |
|
1.618 |
119.33 |
|
2.618 |
118.78 |
|
4.250 |
117.88 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.50 |
120.73 |
| PP |
120.49 |
120.65 |
| S1 |
120.49 |
120.57 |
|