Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.31 |
120.54 |
-0.77 |
-0.6% |
120.69 |
| High |
121.31 |
120.94 |
-0.37 |
-0.3% |
121.31 |
| Low |
120.50 |
120.34 |
-0.16 |
-0.1% |
120.42 |
| Close |
120.61 |
120.57 |
-0.04 |
0.0% |
120.61 |
| Range |
0.81 |
0.60 |
-0.21 |
-25.9% |
0.89 |
| ATR |
0.64 |
0.63 |
0.00 |
-0.4% |
0.00 |
| Volume |
2,313 |
10,002 |
7,689 |
332.4% |
16,879 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.42 |
122.09 |
120.90 |
|
| R3 |
121.82 |
121.49 |
120.74 |
|
| R2 |
121.22 |
121.22 |
120.68 |
|
| R1 |
120.89 |
120.89 |
120.63 |
121.06 |
| PP |
120.62 |
120.62 |
120.62 |
120.70 |
| S1 |
120.29 |
120.29 |
120.52 |
120.46 |
| S2 |
120.02 |
120.02 |
120.46 |
|
| S3 |
119.42 |
119.69 |
120.41 |
|
| S4 |
118.82 |
119.09 |
120.24 |
|
|
| 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 |
120.34 |
0.97 |
0.8% |
0.56 |
0.5% |
24% |
False |
True |
4,739 |
| 10 |
121.31 |
118.74 |
2.57 |
2.1% |
0.59 |
0.5% |
71% |
False |
False |
3,557 |
| 20 |
121.31 |
118.61 |
2.70 |
2.2% |
0.63 |
0.5% |
73% |
False |
False |
2,866 |
| 40 |
121.31 |
118.61 |
2.70 |
2.2% |
0.54 |
0.4% |
73% |
False |
False |
1,580 |
| 60 |
121.31 |
116.37 |
4.94 |
4.1% |
0.48 |
0.4% |
85% |
False |
False |
1,095 |
| 80 |
121.35 |
116.37 |
4.98 |
4.1% |
0.36 |
0.3% |
84% |
False |
False |
846 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.29 |
0.2% |
72% |
False |
False |
795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.49 |
|
2.618 |
122.51 |
|
1.618 |
121.91 |
|
1.000 |
121.54 |
|
0.618 |
121.31 |
|
HIGH |
120.94 |
|
0.618 |
120.71 |
|
0.500 |
120.64 |
|
0.382 |
120.57 |
|
LOW |
120.34 |
|
0.618 |
119.97 |
|
1.000 |
119.74 |
|
1.618 |
119.37 |
|
2.618 |
118.77 |
|
4.250 |
117.79 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.64 |
120.83 |
| PP |
120.62 |
120.74 |
| S1 |
120.59 |
120.66 |
|