Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.24 |
121.54 |
0.30 |
0.2% |
121.52 |
| High |
121.59 |
121.60 |
0.01 |
0.0% |
121.70 |
| Low |
120.89 |
121.03 |
0.14 |
0.1% |
120.91 |
| Close |
121.48 |
121.18 |
-0.30 |
-0.2% |
121.51 |
| Range |
0.70 |
0.57 |
-0.13 |
-18.6% |
0.79 |
| ATR |
0.60 |
0.60 |
0.00 |
-0.4% |
0.00 |
| Volume |
552,547 |
0 |
-552,547 |
-100.0% |
1,781,048 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.98 |
122.65 |
121.49 |
|
| R3 |
122.41 |
122.08 |
121.34 |
|
| R2 |
121.84 |
121.84 |
121.28 |
|
| R1 |
121.51 |
121.51 |
121.23 |
121.39 |
| PP |
121.27 |
121.27 |
121.27 |
121.21 |
| S1 |
120.94 |
120.94 |
121.13 |
120.82 |
| S2 |
120.70 |
120.70 |
121.08 |
|
| S3 |
120.13 |
120.37 |
121.02 |
|
| S4 |
119.56 |
119.80 |
120.87 |
|
|
| 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% |
36% |
False |
False |
434,423 |
| 10 |
121.70 |
120.78 |
0.92 |
0.8% |
0.56 |
0.5% |
43% |
False |
False |
241,135 |
| 20 |
121.70 |
118.74 |
2.96 |
2.4% |
0.57 |
0.5% |
82% |
False |
False |
123,171 |
| 40 |
121.70 |
118.61 |
3.09 |
2.5% |
0.60 |
0.5% |
83% |
False |
False |
62,282 |
| 60 |
121.70 |
117.54 |
4.16 |
3.4% |
0.52 |
0.4% |
88% |
False |
False |
41,542 |
| 80 |
121.70 |
116.37 |
5.33 |
4.4% |
0.43 |
0.4% |
90% |
False |
False |
31,188 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.35 |
0.3% |
83% |
False |
False |
24,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.02 |
|
2.618 |
123.09 |
|
1.618 |
122.52 |
|
1.000 |
122.17 |
|
0.618 |
121.95 |
|
HIGH |
121.60 |
|
0.618 |
121.38 |
|
0.500 |
121.32 |
|
0.382 |
121.25 |
|
LOW |
121.03 |
|
0.618 |
120.68 |
|
1.000 |
120.46 |
|
1.618 |
120.11 |
|
2.618 |
119.54 |
|
4.250 |
118.61 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.32 |
121.26 |
| PP |
121.27 |
121.23 |
| S1 |
121.23 |
121.21 |
|