Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.77 |
121.00 |
0.23 |
0.2% |
118.70 |
| High |
121.30 |
121.25 |
-0.05 |
0.0% |
120.50 |
| Low |
120.77 |
120.75 |
-0.02 |
0.0% |
118.70 |
| Close |
121.25 |
121.09 |
-0.16 |
-0.1% |
120.49 |
| Range |
0.53 |
0.50 |
-0.03 |
-5.7% |
1.80 |
| ATR |
0.63 |
0.62 |
-0.01 |
-1.5% |
0.00 |
| Volume |
3,257 |
4,772 |
1,515 |
46.5% |
9,437 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.53 |
122.31 |
121.37 |
|
| R3 |
122.03 |
121.81 |
121.23 |
|
| R2 |
121.53 |
121.53 |
121.18 |
|
| R1 |
121.31 |
121.31 |
121.14 |
121.42 |
| PP |
121.03 |
121.03 |
121.03 |
121.09 |
| S1 |
120.81 |
120.81 |
121.04 |
120.92 |
| S2 |
120.53 |
120.53 |
121.00 |
|
| S3 |
120.03 |
120.31 |
120.95 |
|
| S4 |
119.53 |
119.81 |
120.82 |
|
|
| 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 |
121.30 |
119.77 |
1.53 |
1.3% |
0.50 |
0.4% |
86% |
False |
False |
3,789 |
| 10 |
121.30 |
118.61 |
2.69 |
2.2% |
0.64 |
0.5% |
92% |
False |
False |
2,472 |
| 20 |
121.30 |
118.61 |
2.69 |
2.2% |
0.59 |
0.5% |
92% |
False |
False |
2,314 |
| 40 |
121.30 |
118.61 |
2.69 |
2.2% |
0.52 |
0.4% |
92% |
False |
False |
1,277 |
| 60 |
121.30 |
116.37 |
4.93 |
4.1% |
0.46 |
0.4% |
96% |
False |
False |
893 |
| 80 |
121.70 |
116.37 |
5.33 |
4.4% |
0.34 |
0.3% |
89% |
False |
False |
694 |
| 100 |
123.48 |
116.37 |
7.11 |
5.9% |
0.27 |
0.2% |
66% |
False |
False |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.38 |
|
2.618 |
122.56 |
|
1.618 |
122.06 |
|
1.000 |
121.75 |
|
0.618 |
121.56 |
|
HIGH |
121.25 |
|
0.618 |
121.06 |
|
0.500 |
121.00 |
|
0.382 |
120.94 |
|
LOW |
120.75 |
|
0.618 |
120.44 |
|
1.000 |
120.25 |
|
1.618 |
119.94 |
|
2.618 |
119.44 |
|
4.250 |
118.63 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.06 |
121.01 |
| PP |
121.03 |
120.94 |
| S1 |
121.00 |
120.86 |
|