Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.86 |
120.33 |
0.47 |
0.4% |
120.99 |
| High |
120.50 |
120.33 |
-0.17 |
-0.1% |
121.03 |
| Low |
119.77 |
119.50 |
-0.27 |
-0.2% |
119.50 |
| Close |
120.12 |
119.79 |
-0.33 |
-0.3% |
119.79 |
| Range |
0.73 |
0.83 |
0.10 |
13.7% |
1.53 |
| ATR |
0.49 |
0.52 |
0.02 |
4.9% |
0.00 |
| Volume |
192 |
16 |
-176 |
-91.7% |
269 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.36 |
121.91 |
120.25 |
|
| R3 |
121.53 |
121.08 |
120.02 |
|
| R2 |
120.70 |
120.70 |
119.94 |
|
| R1 |
120.25 |
120.25 |
119.87 |
120.06 |
| PP |
119.87 |
119.87 |
119.87 |
119.78 |
| S1 |
119.42 |
119.42 |
119.71 |
119.23 |
| S2 |
119.04 |
119.04 |
119.64 |
|
| S3 |
118.21 |
118.59 |
119.56 |
|
| S4 |
117.38 |
117.76 |
119.33 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.70 |
123.77 |
120.63 |
|
| R3 |
123.17 |
122.24 |
120.21 |
|
| R2 |
121.64 |
121.64 |
120.07 |
|
| R1 |
120.71 |
120.71 |
119.93 |
120.41 |
| PP |
120.11 |
120.11 |
120.11 |
119.96 |
| S1 |
119.18 |
119.18 |
119.65 |
118.88 |
| S2 |
118.58 |
118.58 |
119.51 |
|
| S3 |
117.05 |
117.65 |
119.37 |
|
| S4 |
115.52 |
116.12 |
118.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.03 |
119.50 |
1.53 |
1.3% |
0.50 |
0.4% |
19% |
False |
True |
53 |
| 10 |
121.12 |
119.50 |
1.62 |
1.4% |
0.44 |
0.4% |
18% |
False |
True |
55 |
| 20 |
121.12 |
118.48 |
2.64 |
2.2% |
0.38 |
0.3% |
50% |
False |
False |
51 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.32 |
0.3% |
72% |
False |
False |
94 |
| 60 |
122.08 |
116.37 |
5.71 |
4.8% |
0.21 |
0.2% |
60% |
False |
False |
108 |
| 80 |
123.48 |
116.37 |
7.11 |
5.9% |
0.16 |
0.1% |
48% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.86 |
|
2.618 |
122.50 |
|
1.618 |
121.67 |
|
1.000 |
121.16 |
|
0.618 |
120.84 |
|
HIGH |
120.33 |
|
0.618 |
120.01 |
|
0.500 |
119.92 |
|
0.382 |
119.82 |
|
LOW |
119.50 |
|
0.618 |
118.99 |
|
1.000 |
118.67 |
|
1.618 |
118.16 |
|
2.618 |
117.33 |
|
4.250 |
115.97 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.92 |
120.00 |
| PP |
119.87 |
119.93 |
| S1 |
119.83 |
119.86 |
|