Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.54 |
119.21 |
-0.33 |
-0.3% |
119.62 |
| High |
119.90 |
119.21 |
-0.69 |
-0.6% |
120.26 |
| Low |
119.09 |
118.90 |
-0.19 |
-0.2% |
118.90 |
| Close |
119.20 |
118.99 |
-0.21 |
-0.2% |
118.99 |
| Range |
0.81 |
0.31 |
-0.50 |
-61.7% |
1.36 |
| ATR |
0.57 |
0.55 |
-0.02 |
-3.3% |
0.00 |
| Volume |
2,339 |
141 |
-2,198 |
-94.0% |
4,101 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.96 |
119.79 |
119.16 |
|
| R3 |
119.65 |
119.48 |
119.08 |
|
| R2 |
119.34 |
119.34 |
119.05 |
|
| R1 |
119.17 |
119.17 |
119.02 |
119.10 |
| PP |
119.03 |
119.03 |
119.03 |
119.00 |
| S1 |
118.86 |
118.86 |
118.96 |
118.79 |
| S2 |
118.72 |
118.72 |
118.93 |
|
| S3 |
118.41 |
118.55 |
118.90 |
|
| S4 |
118.10 |
118.24 |
118.82 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.46 |
122.59 |
119.74 |
|
| R3 |
122.10 |
121.23 |
119.36 |
|
| R2 |
120.74 |
120.74 |
119.24 |
|
| R1 |
119.87 |
119.87 |
119.11 |
119.63 |
| PP |
119.38 |
119.38 |
119.38 |
119.26 |
| S1 |
118.51 |
118.51 |
118.87 |
118.27 |
| S2 |
118.02 |
118.02 |
118.74 |
|
| S3 |
116.66 |
117.15 |
118.62 |
|
| S4 |
115.30 |
115.79 |
118.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.26 |
118.90 |
1.36 |
1.1% |
0.63 |
0.5% |
7% |
False |
True |
820 |
| 10 |
121.03 |
118.90 |
2.13 |
1.8% |
0.57 |
0.5% |
4% |
False |
True |
437 |
| 20 |
121.12 |
118.90 |
2.22 |
1.9% |
0.44 |
0.4% |
4% |
False |
True |
237 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.40 |
0.3% |
55% |
False |
False |
184 |
| 60 |
121.35 |
116.37 |
4.98 |
4.2% |
0.26 |
0.2% |
53% |
False |
False |
156 |
| 80 |
123.43 |
116.37 |
7.06 |
5.9% |
0.20 |
0.2% |
37% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.53 |
|
2.618 |
120.02 |
|
1.618 |
119.71 |
|
1.000 |
119.52 |
|
0.618 |
119.40 |
|
HIGH |
119.21 |
|
0.618 |
119.09 |
|
0.500 |
119.06 |
|
0.382 |
119.02 |
|
LOW |
118.90 |
|
0.618 |
118.71 |
|
1.000 |
118.59 |
|
1.618 |
118.40 |
|
2.618 |
118.09 |
|
4.250 |
117.58 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.06 |
119.58 |
| PP |
119.03 |
119.38 |
| S1 |
119.01 |
119.19 |
|