Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119.83 |
120.00 |
0.17 |
0.1% |
120.71 |
| High |
120.52 |
120.00 |
-0.52 |
-0.4% |
120.71 |
| Low |
119.83 |
118.61 |
-1.22 |
-1.0% |
118.61 |
| Close |
120.03 |
118.86 |
-1.17 |
-1.0% |
118.86 |
| Range |
0.69 |
1.39 |
0.70 |
101.4% |
2.10 |
| ATR |
0.59 |
0.65 |
0.06 |
10.0% |
0.00 |
| Volume |
1,773 |
718 |
-1,055 |
-59.5% |
11,093 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.33 |
122.48 |
119.62 |
|
| R3 |
121.94 |
121.09 |
119.24 |
|
| R2 |
120.55 |
120.55 |
119.11 |
|
| R1 |
119.70 |
119.70 |
118.99 |
119.43 |
| PP |
119.16 |
119.16 |
119.16 |
119.02 |
| S1 |
118.31 |
118.31 |
118.73 |
118.04 |
| S2 |
117.77 |
117.77 |
118.61 |
|
| S3 |
116.38 |
116.92 |
118.48 |
|
| S4 |
114.99 |
115.53 |
118.10 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.69 |
124.38 |
120.02 |
|
| R3 |
123.59 |
122.28 |
119.44 |
|
| R2 |
121.49 |
121.49 |
119.25 |
|
| R1 |
120.18 |
120.18 |
119.05 |
119.79 |
| PP |
119.39 |
119.39 |
119.39 |
119.20 |
| S1 |
118.08 |
118.08 |
118.67 |
117.69 |
| S2 |
117.29 |
117.29 |
118.48 |
|
| S3 |
115.19 |
115.98 |
118.28 |
|
| S4 |
113.09 |
113.88 |
117.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.71 |
118.61 |
2.10 |
1.8% |
0.70 |
0.6% |
12% |
False |
True |
2,218 |
| 10 |
120.84 |
118.61 |
2.23 |
1.9% |
0.65 |
0.5% |
11% |
False |
True |
2,214 |
| 20 |
121.03 |
118.61 |
2.42 |
2.0% |
0.61 |
0.5% |
10% |
False |
True |
1,325 |
| 40 |
121.12 |
117.52 |
3.60 |
3.0% |
0.50 |
0.4% |
37% |
False |
False |
697 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.37 |
0.3% |
52% |
False |
False |
507 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.28 |
0.2% |
43% |
False |
False |
429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.91 |
|
2.618 |
123.64 |
|
1.618 |
122.25 |
|
1.000 |
121.39 |
|
0.618 |
120.86 |
|
HIGH |
120.00 |
|
0.618 |
119.47 |
|
0.500 |
119.31 |
|
0.382 |
119.14 |
|
LOW |
118.61 |
|
0.618 |
117.75 |
|
1.000 |
117.22 |
|
1.618 |
116.36 |
|
2.618 |
114.97 |
|
4.250 |
112.70 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.31 |
119.57 |
| PP |
119.16 |
119.33 |
| S1 |
119.01 |
119.10 |
|