Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.00 |
121.31 |
0.31 |
0.3% |
120.69 |
| High |
121.25 |
121.31 |
0.06 |
0.0% |
121.31 |
| Low |
120.75 |
120.50 |
-0.25 |
-0.2% |
120.42 |
| Close |
121.09 |
120.61 |
-0.48 |
-0.4% |
120.61 |
| Range |
0.50 |
0.81 |
0.31 |
62.0% |
0.89 |
| ATR |
0.62 |
0.64 |
0.01 |
2.1% |
0.00 |
| Volume |
4,772 |
2,313 |
-2,459 |
-51.5% |
16,879 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
122.73 |
121.06 |
|
| R3 |
122.43 |
121.92 |
120.83 |
|
| R2 |
121.62 |
121.62 |
120.76 |
|
| R1 |
121.11 |
121.11 |
120.68 |
120.96 |
| PP |
120.81 |
120.81 |
120.81 |
120.73 |
| S1 |
120.30 |
120.30 |
120.54 |
120.15 |
| S2 |
120.00 |
120.00 |
120.46 |
|
| S3 |
119.19 |
119.49 |
120.39 |
|
| S4 |
118.38 |
118.68 |
120.16 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.45 |
122.92 |
121.10 |
|
| R3 |
122.56 |
122.03 |
120.85 |
|
| R2 |
121.67 |
121.67 |
120.77 |
|
| R1 |
121.14 |
121.14 |
120.69 |
120.96 |
| PP |
120.78 |
120.78 |
120.78 |
120.69 |
| S1 |
120.25 |
120.25 |
120.53 |
120.07 |
| S2 |
119.89 |
119.89 |
120.45 |
|
| S3 |
119.00 |
119.36 |
120.37 |
|
| S4 |
118.11 |
118.47 |
120.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.31 |
120.42 |
0.89 |
0.7% |
0.51 |
0.4% |
21% |
True |
False |
3,375 |
| 10 |
121.31 |
118.70 |
2.61 |
2.2% |
0.58 |
0.5% |
73% |
True |
False |
2,631 |
| 20 |
121.31 |
118.61 |
2.70 |
2.2% |
0.62 |
0.5% |
74% |
True |
False |
2,423 |
| 40 |
121.31 |
118.61 |
2.70 |
2.2% |
0.53 |
0.4% |
74% |
True |
False |
1,330 |
| 60 |
121.31 |
116.37 |
4.94 |
4.1% |
0.47 |
0.4% |
86% |
True |
False |
930 |
| 80 |
121.35 |
116.37 |
4.98 |
4.1% |
0.35 |
0.3% |
85% |
False |
False |
723 |
| 100 |
123.43 |
116.37 |
7.06 |
5.9% |
0.28 |
0.2% |
60% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.75 |
|
2.618 |
123.43 |
|
1.618 |
122.62 |
|
1.000 |
122.12 |
|
0.618 |
121.81 |
|
HIGH |
121.31 |
|
0.618 |
121.00 |
|
0.500 |
120.91 |
|
0.382 |
120.81 |
|
LOW |
120.50 |
|
0.618 |
120.00 |
|
1.000 |
119.69 |
|
1.618 |
119.19 |
|
2.618 |
118.38 |
|
4.250 |
117.06 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.91 |
120.91 |
| PP |
120.81 |
120.81 |
| S1 |
120.71 |
120.71 |
|