Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.43 |
121.19 |
-0.24 |
-0.2% |
120.54 |
| High |
121.50 |
121.41 |
-0.09 |
-0.1% |
121.50 |
| Low |
120.99 |
120.78 |
-0.21 |
-0.2% |
120.34 |
| Close |
121.28 |
121.21 |
-0.07 |
-0.1% |
121.21 |
| Range |
0.51 |
0.63 |
0.12 |
23.5% |
1.16 |
| ATR |
0.62 |
0.62 |
0.00 |
0.1% |
0.00 |
| Volume |
27,573 |
26,608 |
-965 |
-3.5% |
104,890 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
122.75 |
121.56 |
|
| R3 |
122.39 |
122.12 |
121.38 |
|
| R2 |
121.76 |
121.76 |
121.33 |
|
| R1 |
121.49 |
121.49 |
121.27 |
121.63 |
| PP |
121.13 |
121.13 |
121.13 |
121.20 |
| S1 |
120.86 |
120.86 |
121.15 |
121.00 |
| S2 |
120.50 |
120.50 |
121.09 |
|
| S3 |
119.87 |
120.23 |
121.04 |
|
| S4 |
119.24 |
119.60 |
120.86 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.50 |
124.01 |
121.85 |
|
| R3 |
123.34 |
122.85 |
121.53 |
|
| R2 |
122.18 |
122.18 |
121.42 |
|
| R1 |
121.69 |
121.69 |
121.32 |
121.94 |
| PP |
121.02 |
121.02 |
121.02 |
121.14 |
| S1 |
120.53 |
120.53 |
121.10 |
120.78 |
| S2 |
119.86 |
119.86 |
121.00 |
|
| S3 |
118.70 |
119.37 |
120.89 |
|
| S4 |
117.54 |
118.21 |
120.57 |
|
|
| 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% |
0.54 |
0.4% |
75% |
False |
False |
20,978 |
| 10 |
121.50 |
120.34 |
1.16 |
1.0% |
0.53 |
0.4% |
75% |
False |
False |
12,176 |
| 20 |
121.50 |
118.61 |
2.89 |
2.4% |
0.60 |
0.5% |
90% |
False |
False |
7,114 |
| 40 |
121.50 |
118.61 |
2.89 |
2.4% |
0.57 |
0.5% |
90% |
False |
False |
3,950 |
| 60 |
121.50 |
116.44 |
5.06 |
4.2% |
0.50 |
0.4% |
94% |
False |
False |
2,657 |
| 80 |
121.50 |
116.37 |
5.13 |
4.2% |
0.39 |
0.3% |
94% |
False |
False |
2,027 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.31 |
0.3% |
83% |
False |
False |
1,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.09 |
|
2.618 |
123.06 |
|
1.618 |
122.43 |
|
1.000 |
122.04 |
|
0.618 |
121.80 |
|
HIGH |
121.41 |
|
0.618 |
121.17 |
|
0.500 |
121.10 |
|
0.382 |
121.02 |
|
LOW |
120.78 |
|
0.618 |
120.39 |
|
1.000 |
120.15 |
|
1.618 |
119.76 |
|
2.618 |
119.13 |
|
4.250 |
118.10 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.17 |
121.19 |
| PP |
121.13 |
121.16 |
| S1 |
121.10 |
121.14 |
|