Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.46 |
121.49 |
0.03 |
0.0% |
120.54 |
| High |
121.70 |
121.51 |
-0.19 |
-0.2% |
121.50 |
| Low |
121.30 |
121.11 |
-0.19 |
-0.2% |
120.34 |
| Close |
121.50 |
121.37 |
-0.13 |
-0.1% |
121.21 |
| Range |
0.40 |
0.40 |
0.00 |
0.0% |
1.16 |
| ATR |
0.61 |
0.60 |
-0.02 |
-2.5% |
0.00 |
| Volume |
298,155 |
582,111 |
283,956 |
95.2% |
104,890 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.53 |
122.35 |
121.59 |
|
| R3 |
122.13 |
121.95 |
121.48 |
|
| R2 |
121.73 |
121.73 |
121.44 |
|
| R1 |
121.55 |
121.55 |
121.41 |
121.44 |
| PP |
121.33 |
121.33 |
121.33 |
121.28 |
| S1 |
121.15 |
121.15 |
121.33 |
121.04 |
| S2 |
120.93 |
120.93 |
121.30 |
|
| S3 |
120.53 |
120.75 |
121.26 |
|
| S4 |
120.13 |
120.35 |
121.15 |
|
|
| 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 |
121.70 |
120.78 |
0.92 |
0.8% |
0.53 |
0.4% |
64% |
False |
False |
213,670 |
| 10 |
121.70 |
120.34 |
1.36 |
1.1% |
0.56 |
0.5% |
76% |
False |
False |
114,894 |
| 20 |
121.70 |
118.61 |
3.09 |
2.5% |
0.60 |
0.5% |
89% |
False |
False |
58,683 |
| 40 |
121.70 |
118.61 |
3.09 |
2.5% |
0.58 |
0.5% |
89% |
False |
False |
29,987 |
| 60 |
121.70 |
117.09 |
4.61 |
3.8% |
0.51 |
0.4% |
93% |
False |
False |
20,016 |
| 80 |
121.70 |
116.37 |
5.33 |
4.4% |
0.41 |
0.3% |
94% |
False |
False |
15,042 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.33 |
0.3% |
86% |
False |
False |
12,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.21 |
|
2.618 |
122.56 |
|
1.618 |
122.16 |
|
1.000 |
121.91 |
|
0.618 |
121.76 |
|
HIGH |
121.51 |
|
0.618 |
121.36 |
|
0.500 |
121.31 |
|
0.382 |
121.26 |
|
LOW |
121.11 |
|
0.618 |
120.86 |
|
1.000 |
120.71 |
|
1.618 |
120.46 |
|
2.618 |
120.06 |
|
4.250 |
119.41 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.35 |
121.35 |
| PP |
121.33 |
121.33 |
| S1 |
121.31 |
121.31 |
|