Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.14 |
121.43 |
0.29 |
0.2% |
120.69 |
| High |
121.46 |
121.50 |
0.04 |
0.0% |
121.31 |
| Low |
120.92 |
120.99 |
0.07 |
0.1% |
120.42 |
| Close |
121.39 |
121.28 |
-0.11 |
-0.1% |
120.61 |
| Range |
0.54 |
0.51 |
-0.03 |
-5.6% |
0.89 |
| ATR |
0.63 |
0.62 |
-0.01 |
-1.3% |
0.00 |
| Volume |
23,579 |
27,573 |
3,994 |
16.9% |
16,879 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.79 |
122.54 |
121.56 |
|
| R3 |
122.28 |
122.03 |
121.42 |
|
| R2 |
121.77 |
121.77 |
121.37 |
|
| R1 |
121.52 |
121.52 |
121.33 |
121.39 |
| PP |
121.26 |
121.26 |
121.26 |
121.19 |
| S1 |
121.01 |
121.01 |
121.23 |
120.88 |
| S2 |
120.75 |
120.75 |
121.19 |
|
| S3 |
120.24 |
120.50 |
121.14 |
|
| S4 |
119.73 |
119.99 |
121.00 |
|
|
| 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 |
121.50 |
120.34 |
1.16 |
1.0% |
0.58 |
0.5% |
81% |
True |
False |
16,119 |
| 10 |
121.50 |
119.77 |
1.73 |
1.4% |
0.54 |
0.4% |
87% |
True |
False |
9,954 |
| 20 |
121.50 |
118.61 |
2.89 |
2.4% |
0.62 |
0.5% |
92% |
True |
False |
5,890 |
| 40 |
121.50 |
118.61 |
2.89 |
2.4% |
0.55 |
0.5% |
92% |
True |
False |
3,285 |
| 60 |
121.50 |
116.37 |
5.13 |
4.2% |
0.50 |
0.4% |
96% |
True |
False |
2,220 |
| 80 |
121.50 |
116.37 |
5.13 |
4.2% |
0.38 |
0.3% |
96% |
True |
False |
1,695 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.30 |
0.2% |
84% |
False |
False |
1,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.67 |
|
2.618 |
122.84 |
|
1.618 |
122.33 |
|
1.000 |
122.01 |
|
0.618 |
121.82 |
|
HIGH |
121.50 |
|
0.618 |
121.31 |
|
0.500 |
121.25 |
|
0.382 |
121.18 |
|
LOW |
120.99 |
|
0.618 |
120.67 |
|
1.000 |
120.48 |
|
1.618 |
120.16 |
|
2.618 |
119.65 |
|
4.250 |
118.82 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.27 |
121.23 |
| PP |
121.26 |
121.19 |
| S1 |
121.25 |
121.14 |
|