Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.69 |
120.67 |
-0.02 |
0.0% |
118.70 |
| High |
120.90 |
120.80 |
-0.10 |
-0.1% |
120.50 |
| Low |
120.55 |
120.42 |
-0.13 |
-0.1% |
118.70 |
| Close |
120.85 |
120.78 |
-0.07 |
-0.1% |
120.49 |
| Range |
0.35 |
0.38 |
0.03 |
8.6% |
1.80 |
| ATR |
0.66 |
0.64 |
-0.02 |
-2.5% |
0.00 |
| Volume |
3,182 |
3,355 |
173 |
5.4% |
9,437 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.81 |
121.67 |
120.99 |
|
| R3 |
121.43 |
121.29 |
120.88 |
|
| R2 |
121.05 |
121.05 |
120.85 |
|
| R1 |
120.91 |
120.91 |
120.81 |
120.98 |
| PP |
120.67 |
120.67 |
120.67 |
120.70 |
| S1 |
120.53 |
120.53 |
120.75 |
120.60 |
| S2 |
120.29 |
120.29 |
120.71 |
|
| S3 |
119.91 |
120.15 |
120.68 |
|
| S4 |
119.53 |
119.77 |
120.57 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.30 |
124.69 |
121.48 |
|
| R3 |
123.50 |
122.89 |
120.99 |
|
| R2 |
121.70 |
121.70 |
120.82 |
|
| R1 |
121.09 |
121.09 |
120.66 |
121.40 |
| PP |
119.90 |
119.90 |
119.90 |
120.05 |
| S1 |
119.29 |
119.29 |
120.33 |
119.60 |
| S2 |
118.10 |
118.10 |
120.16 |
|
| S3 |
116.30 |
117.49 |
120.00 |
|
| S4 |
114.50 |
115.69 |
119.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.90 |
118.74 |
2.16 |
1.8% |
0.60 |
0.5% |
94% |
False |
False |
2,920 |
| 10 |
120.90 |
118.61 |
2.29 |
1.9% |
0.65 |
0.5% |
95% |
False |
False |
2,327 |
| 20 |
120.90 |
118.61 |
2.29 |
1.9% |
0.60 |
0.5% |
95% |
False |
False |
2,100 |
| 40 |
121.12 |
118.61 |
2.51 |
2.1% |
0.52 |
0.4% |
86% |
False |
False |
1,080 |
| 60 |
121.12 |
116.37 |
4.75 |
3.9% |
0.44 |
0.4% |
93% |
False |
False |
765 |
| 80 |
122.08 |
116.37 |
5.71 |
4.7% |
0.33 |
0.3% |
77% |
False |
False |
606 |
| 100 |
123.48 |
116.37 |
7.11 |
5.9% |
0.26 |
0.2% |
62% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.42 |
|
2.618 |
121.79 |
|
1.618 |
121.41 |
|
1.000 |
121.18 |
|
0.618 |
121.03 |
|
HIGH |
120.80 |
|
0.618 |
120.65 |
|
0.500 |
120.61 |
|
0.382 |
120.57 |
|
LOW |
120.42 |
|
0.618 |
120.19 |
|
1.000 |
120.04 |
|
1.618 |
119.81 |
|
2.618 |
119.43 |
|
4.250 |
118.81 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.72 |
120.63 |
| PP |
120.67 |
120.48 |
| S1 |
120.61 |
120.34 |
|