Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
122.84 |
122.57 |
-0.27 |
-0.2% |
121.90 |
| High |
122.94 |
122.84 |
-0.10 |
-0.1% |
122.94 |
| Low |
122.40 |
122.18 |
-0.22 |
-0.2% |
121.76 |
| Close |
122.70 |
122.63 |
-0.07 |
-0.1% |
122.63 |
| Range |
0.54 |
0.66 |
0.12 |
22.2% |
1.18 |
| ATR |
0.72 |
0.72 |
0.00 |
-0.6% |
0.00 |
| Volume |
620,385 |
500,754 |
-119,631 |
-19.3% |
2,857,640 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.53 |
124.24 |
122.99 |
|
| R3 |
123.87 |
123.58 |
122.81 |
|
| R2 |
123.21 |
123.21 |
122.75 |
|
| R1 |
122.92 |
122.92 |
122.69 |
123.07 |
| PP |
122.55 |
122.55 |
122.55 |
122.62 |
| S1 |
122.26 |
122.26 |
122.57 |
122.41 |
| S2 |
121.89 |
121.89 |
122.51 |
|
| S3 |
121.23 |
121.60 |
122.45 |
|
| S4 |
120.57 |
120.94 |
122.27 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.98 |
125.49 |
123.28 |
|
| R3 |
124.80 |
124.31 |
122.95 |
|
| R2 |
123.62 |
123.62 |
122.85 |
|
| R1 |
123.13 |
123.13 |
122.74 |
123.38 |
| PP |
122.44 |
122.44 |
122.44 |
122.57 |
| S1 |
121.95 |
121.95 |
122.52 |
122.20 |
| S2 |
121.26 |
121.26 |
122.41 |
|
| S3 |
120.08 |
120.77 |
122.31 |
|
| S4 |
118.90 |
119.59 |
121.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.94 |
121.76 |
1.18 |
1.0% |
0.58 |
0.5% |
74% |
False |
False |
571,528 |
| 10 |
122.94 |
121.76 |
1.18 |
1.0% |
0.58 |
0.5% |
74% |
False |
False |
577,252 |
| 20 |
122.94 |
119.96 |
2.98 |
2.4% |
0.71 |
0.6% |
90% |
False |
False |
610,623 |
| 40 |
122.94 |
119.92 |
3.02 |
2.5% |
0.70 |
0.6% |
90% |
False |
False |
616,080 |
| 60 |
122.94 |
117.47 |
5.47 |
4.5% |
0.71 |
0.6% |
94% |
False |
False |
613,424 |
| 80 |
122.94 |
117.47 |
5.47 |
4.5% |
0.71 |
0.6% |
94% |
False |
False |
466,128 |
| 100 |
122.94 |
117.47 |
5.47 |
4.5% |
0.66 |
0.5% |
94% |
False |
False |
373,004 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.64 |
0.5% |
70% |
False |
False |
311,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.65 |
|
2.618 |
124.57 |
|
1.618 |
123.91 |
|
1.000 |
123.50 |
|
0.618 |
123.25 |
|
HIGH |
122.84 |
|
0.618 |
122.59 |
|
0.500 |
122.51 |
|
0.382 |
122.43 |
|
LOW |
122.18 |
|
0.618 |
121.77 |
|
1.000 |
121.52 |
|
1.618 |
121.11 |
|
2.618 |
120.45 |
|
4.250 |
119.38 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.59 |
122.61 |
| PP |
122.55 |
122.58 |
| S1 |
122.51 |
122.56 |
|