Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.42 |
121.10 |
0.68 |
0.6% |
121.24 |
| High |
121.27 |
121.74 |
0.47 |
0.4% |
121.74 |
| Low |
120.17 |
121.02 |
0.85 |
0.7% |
120.17 |
| Close |
120.90 |
121.61 |
0.71 |
0.6% |
121.61 |
| Range |
1.10 |
0.72 |
-0.38 |
-34.5% |
1.57 |
| ATR |
0.64 |
0.65 |
0.01 |
2.3% |
0.00 |
| Volume |
859,938 |
762,059 |
-97,879 |
-11.4% |
2,174,544 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.62 |
123.33 |
122.01 |
|
| R3 |
122.90 |
122.61 |
121.81 |
|
| R2 |
122.18 |
122.18 |
121.74 |
|
| R1 |
121.89 |
121.89 |
121.68 |
122.04 |
| PP |
121.46 |
121.46 |
121.46 |
121.53 |
| S1 |
121.17 |
121.17 |
121.54 |
121.32 |
| S2 |
120.74 |
120.74 |
121.48 |
|
| S3 |
120.02 |
120.45 |
121.41 |
|
| S4 |
119.30 |
119.73 |
121.21 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.88 |
125.32 |
122.47 |
|
| R3 |
124.31 |
123.75 |
122.04 |
|
| R2 |
122.74 |
122.74 |
121.90 |
|
| R1 |
122.18 |
122.18 |
121.75 |
122.46 |
| PP |
121.17 |
121.17 |
121.17 |
121.32 |
| S1 |
120.61 |
120.61 |
121.47 |
120.89 |
| S2 |
119.60 |
119.60 |
121.32 |
|
| S3 |
118.03 |
119.04 |
121.18 |
|
| S4 |
116.46 |
117.47 |
120.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.74 |
120.17 |
1.57 |
1.3% |
0.74 |
0.6% |
92% |
True |
False |
582,770 |
| 10 |
121.74 |
120.17 |
1.57 |
1.3% |
0.64 |
0.5% |
92% |
True |
False |
398,220 |
| 20 |
121.74 |
119.77 |
1.97 |
1.6% |
0.59 |
0.5% |
93% |
True |
False |
204,087 |
| 40 |
121.74 |
118.61 |
3.13 |
2.6% |
0.62 |
0.5% |
96% |
True |
False |
102,826 |
| 60 |
121.74 |
117.54 |
4.20 |
3.5% |
0.54 |
0.4% |
97% |
True |
False |
68,568 |
| 80 |
121.74 |
116.37 |
5.37 |
4.4% |
0.46 |
0.4% |
98% |
True |
False |
51,460 |
| 100 |
122.08 |
116.37 |
5.71 |
4.7% |
0.37 |
0.3% |
92% |
False |
False |
41,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.80 |
|
2.618 |
123.62 |
|
1.618 |
122.90 |
|
1.000 |
122.46 |
|
0.618 |
122.18 |
|
HIGH |
121.74 |
|
0.618 |
121.46 |
|
0.500 |
121.38 |
|
0.382 |
121.30 |
|
LOW |
121.02 |
|
0.618 |
120.58 |
|
1.000 |
120.30 |
|
1.618 |
119.86 |
|
2.618 |
119.14 |
|
4.250 |
117.96 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.53 |
121.39 |
| PP |
121.46 |
121.17 |
| S1 |
121.38 |
120.96 |
|