Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 07-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
07-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
121.38 |
121.24 |
-0.14 |
-0.1% |
121.52 |
High |
121.63 |
121.59 |
-0.04 |
0.0% |
121.70 |
Low |
121.02 |
120.89 |
-0.13 |
-0.1% |
120.91 |
Close |
121.51 |
121.48 |
-0.03 |
0.0% |
121.51 |
Range |
0.61 |
0.70 |
0.09 |
14.8% |
0.79 |
ATR |
0.60 |
0.60 |
0.01 |
1.2% |
0.00 |
Volume |
739,306 |
552,547 |
-186,759 |
-25.3% |
1,781,048 |
|
Daily Pivots for day following 07-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.42 |
123.15 |
121.87 |
|
R3 |
122.72 |
122.45 |
121.67 |
|
R2 |
122.02 |
122.02 |
121.61 |
|
R1 |
121.75 |
121.75 |
121.54 |
121.89 |
PP |
121.32 |
121.32 |
121.32 |
121.39 |
S1 |
121.05 |
121.05 |
121.42 |
121.19 |
S2 |
120.62 |
120.62 |
121.35 |
|
S3 |
119.92 |
120.35 |
121.29 |
|
S4 |
119.22 |
119.65 |
121.10 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.74 |
123.42 |
121.94 |
|
R3 |
122.95 |
122.63 |
121.73 |
|
R2 |
122.16 |
122.16 |
121.65 |
|
R1 |
121.84 |
121.84 |
121.58 |
121.61 |
PP |
121.37 |
121.37 |
121.37 |
121.26 |
S1 |
121.05 |
121.05 |
121.44 |
120.82 |
S2 |
120.58 |
120.58 |
121.37 |
|
S3 |
119.79 |
120.26 |
121.29 |
|
S4 |
119.00 |
119.47 |
121.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.70 |
120.89 |
0.81 |
0.7% |
0.54 |
0.4% |
73% |
False |
True |
461,090 |
10 |
121.70 |
120.78 |
0.92 |
0.8% |
0.55 |
0.4% |
76% |
False |
False |
242,848 |
20 |
121.70 |
118.74 |
2.96 |
2.4% |
0.57 |
0.5% |
93% |
False |
False |
123,203 |
40 |
121.70 |
118.61 |
3.09 |
2.5% |
0.60 |
0.5% |
93% |
False |
False |
62,282 |
60 |
121.70 |
117.54 |
4.16 |
3.4% |
0.52 |
0.4% |
95% |
False |
False |
41,543 |
80 |
121.70 |
116.37 |
5.33 |
4.4% |
0.43 |
0.4% |
96% |
False |
False |
31,189 |
100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.34 |
0.3% |
88% |
False |
False |
24,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.57 |
2.618 |
123.42 |
1.618 |
122.72 |
1.000 |
122.29 |
0.618 |
122.02 |
HIGH |
121.59 |
0.618 |
121.32 |
0.500 |
121.24 |
0.382 |
121.16 |
LOW |
120.89 |
0.618 |
120.46 |
1.000 |
120.19 |
1.618 |
119.76 |
2.618 |
119.06 |
4.250 |
117.92 |
|
|
Fisher Pivots for day following 07-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
121.40 |
121.41 |
PP |
121.32 |
121.33 |
S1 |
121.24 |
121.26 |
|