Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.33 |
119.83 |
-0.50 |
-0.4% |
118.87 |
| High |
120.33 |
120.52 |
0.19 |
0.2% |
120.84 |
| Low |
119.80 |
119.83 |
0.03 |
0.0% |
118.62 |
| Close |
120.27 |
120.03 |
-0.24 |
-0.2% |
120.66 |
| Range |
0.53 |
0.69 |
0.16 |
30.2% |
2.22 |
| ATR |
0.59 |
0.59 |
0.01 |
1.3% |
0.00 |
| Volume |
4,811 |
1,773 |
-3,038 |
-63.1% |
11,055 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.20 |
121.80 |
120.41 |
|
| R3 |
121.51 |
121.11 |
120.22 |
|
| R2 |
120.82 |
120.82 |
120.16 |
|
| R1 |
120.42 |
120.42 |
120.09 |
120.62 |
| PP |
120.13 |
120.13 |
120.13 |
120.23 |
| S1 |
119.73 |
119.73 |
119.97 |
119.93 |
| S2 |
119.44 |
119.44 |
119.90 |
|
| S3 |
118.75 |
119.04 |
119.84 |
|
| S4 |
118.06 |
118.35 |
119.65 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.70 |
125.90 |
121.88 |
|
| R3 |
124.48 |
123.68 |
121.27 |
|
| R2 |
122.26 |
122.26 |
121.07 |
|
| R1 |
121.46 |
121.46 |
120.86 |
121.86 |
| PP |
120.04 |
120.04 |
120.04 |
120.24 |
| S1 |
119.24 |
119.24 |
120.46 |
119.64 |
| S2 |
117.82 |
117.82 |
120.25 |
|
| S3 |
115.60 |
117.02 |
120.05 |
|
| S4 |
113.38 |
114.80 |
119.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.84 |
119.80 |
1.04 |
0.9% |
0.63 |
0.5% |
22% |
False |
False |
2,497 |
| 10 |
120.84 |
118.62 |
2.22 |
1.8% |
0.55 |
0.5% |
64% |
False |
False |
2,157 |
| 20 |
121.05 |
118.62 |
2.43 |
2.0% |
0.57 |
0.5% |
58% |
False |
False |
1,292 |
| 40 |
121.12 |
117.09 |
4.03 |
3.4% |
0.47 |
0.4% |
73% |
False |
False |
683 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.35 |
0.3% |
77% |
False |
False |
495 |
| 80 |
122.19 |
116.37 |
5.82 |
4.8% |
0.26 |
0.2% |
63% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.45 |
|
2.618 |
122.33 |
|
1.618 |
121.64 |
|
1.000 |
121.21 |
|
0.618 |
120.95 |
|
HIGH |
120.52 |
|
0.618 |
120.26 |
|
0.500 |
120.18 |
|
0.382 |
120.09 |
|
LOW |
119.83 |
|
0.618 |
119.40 |
|
1.000 |
119.14 |
|
1.618 |
118.71 |
|
2.618 |
118.02 |
|
4.250 |
116.90 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.18 |
120.16 |
| PP |
120.13 |
120.12 |
| S1 |
120.08 |
120.07 |
|