Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.64 |
120.67 |
0.03 |
0.0% |
121.59 |
| High |
120.72 |
120.97 |
0.25 |
0.2% |
121.62 |
| Low |
120.25 |
120.08 |
-0.17 |
-0.1% |
120.08 |
| Close |
120.46 |
120.44 |
-0.02 |
0.0% |
120.44 |
| Range |
0.47 |
0.89 |
0.42 |
89.4% |
1.54 |
| ATR |
0.63 |
0.65 |
0.02 |
3.0% |
0.00 |
| Volume |
792,874 |
589,479 |
-203,395 |
-25.7% |
3,607,594 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
122.69 |
120.93 |
|
| R3 |
122.28 |
121.80 |
120.68 |
|
| R2 |
121.39 |
121.39 |
120.60 |
|
| R1 |
120.91 |
120.91 |
120.52 |
120.71 |
| PP |
120.50 |
120.50 |
120.50 |
120.39 |
| S1 |
120.02 |
120.02 |
120.36 |
119.82 |
| S2 |
119.61 |
119.61 |
120.28 |
|
| S3 |
118.72 |
119.13 |
120.20 |
|
| S4 |
117.83 |
118.24 |
119.95 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.33 |
124.43 |
121.29 |
|
| R3 |
123.79 |
122.89 |
120.86 |
|
| R2 |
122.25 |
122.25 |
120.72 |
|
| R1 |
121.35 |
121.35 |
120.58 |
121.03 |
| PP |
120.71 |
120.71 |
120.71 |
120.56 |
| S1 |
119.81 |
119.81 |
120.30 |
119.49 |
| S2 |
119.17 |
119.17 |
120.16 |
|
| S3 |
117.63 |
118.27 |
120.02 |
|
| S4 |
116.09 |
116.73 |
119.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.62 |
120.08 |
1.54 |
1.3% |
0.61 |
0.5% |
23% |
False |
True |
721,518 |
| 10 |
121.74 |
120.08 |
1.66 |
1.4% |
0.68 |
0.6% |
22% |
False |
True |
652,144 |
| 20 |
121.74 |
120.08 |
1.66 |
1.4% |
0.62 |
0.5% |
22% |
False |
True |
383,519 |
| 40 |
121.74 |
118.61 |
3.13 |
2.6% |
0.60 |
0.5% |
58% |
False |
False |
192,917 |
| 60 |
121.74 |
118.61 |
3.13 |
2.6% |
0.55 |
0.5% |
58% |
False |
False |
128,691 |
| 80 |
121.74 |
116.37 |
5.37 |
4.5% |
0.50 |
0.4% |
76% |
False |
False |
96,549 |
| 100 |
121.74 |
116.37 |
5.37 |
4.5% |
0.40 |
0.3% |
76% |
False |
False |
77,259 |
| 120 |
123.48 |
116.37 |
7.11 |
5.9% |
0.33 |
0.3% |
57% |
False |
False |
64,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.75 |
|
2.618 |
123.30 |
|
1.618 |
122.41 |
|
1.000 |
121.86 |
|
0.618 |
121.52 |
|
HIGH |
120.97 |
|
0.618 |
120.63 |
|
0.500 |
120.53 |
|
0.382 |
120.42 |
|
LOW |
120.08 |
|
0.618 |
119.53 |
|
1.000 |
119.19 |
|
1.618 |
118.64 |
|
2.618 |
117.75 |
|
4.250 |
116.30 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.53 |
120.70 |
| PP |
120.50 |
120.61 |
| S1 |
120.47 |
120.53 |
|