Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120.77 |
120.99 |
0.22 |
0.2% |
120.44 |
| High |
121.05 |
121.03 |
-0.02 |
0.0% |
121.12 |
| Low |
120.50 |
120.87 |
0.37 |
0.3% |
120.35 |
| Close |
120.97 |
120.94 |
-0.03 |
0.0% |
120.97 |
| Range |
0.55 |
0.16 |
-0.39 |
-70.9% |
0.77 |
| ATR |
0.46 |
0.44 |
-0.02 |
-4.6% |
0.00 |
| Volume |
51 |
5 |
-46 |
-90.2% |
289 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.43 |
121.34 |
121.03 |
|
| R3 |
121.27 |
121.18 |
120.98 |
|
| R2 |
121.11 |
121.11 |
120.97 |
|
| R1 |
121.02 |
121.02 |
120.95 |
120.99 |
| PP |
120.95 |
120.95 |
120.95 |
120.93 |
| S1 |
120.86 |
120.86 |
120.93 |
120.83 |
| S2 |
120.79 |
120.79 |
120.91 |
|
| S3 |
120.63 |
120.70 |
120.90 |
|
| S4 |
120.47 |
120.54 |
120.85 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.12 |
122.82 |
121.39 |
|
| R3 |
122.35 |
122.05 |
121.18 |
|
| R2 |
121.58 |
121.58 |
121.11 |
|
| R1 |
121.28 |
121.28 |
121.04 |
121.43 |
| PP |
120.81 |
120.81 |
120.81 |
120.89 |
| S1 |
120.51 |
120.51 |
120.90 |
120.66 |
| S2 |
120.04 |
120.04 |
120.83 |
|
| S3 |
119.27 |
119.74 |
120.76 |
|
| S4 |
118.50 |
118.97 |
120.55 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.71 |
|
2.618 |
121.45 |
|
1.618 |
121.29 |
|
1.000 |
121.19 |
|
0.618 |
121.13 |
|
HIGH |
121.03 |
|
0.618 |
120.97 |
|
0.500 |
120.95 |
|
0.382 |
120.93 |
|
LOW |
120.87 |
|
0.618 |
120.77 |
|
1.000 |
120.71 |
|
1.618 |
120.61 |
|
2.618 |
120.45 |
|
4.250 |
120.19 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.95 |
120.89 |
| PP |
120.95 |
120.83 |
| S1 |
120.94 |
120.78 |
|