Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.18 |
120.13 |
-0.05 |
0.0% |
121.59 |
| High |
120.54 |
120.39 |
-0.15 |
-0.1% |
121.62 |
| Low |
120.04 |
119.85 |
-0.19 |
-0.2% |
120.08 |
| Close |
120.35 |
120.24 |
-0.11 |
-0.1% |
120.44 |
| Range |
0.50 |
0.54 |
0.04 |
8.0% |
1.54 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.1% |
0.00 |
| Volume |
603,491 |
766,150 |
162,659 |
27.0% |
3,607,594 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.78 |
121.55 |
120.54 |
|
| R3 |
121.24 |
121.01 |
120.39 |
|
| R2 |
120.70 |
120.70 |
120.34 |
|
| R1 |
120.47 |
120.47 |
120.29 |
120.59 |
| PP |
120.16 |
120.16 |
120.16 |
120.22 |
| S1 |
119.93 |
119.93 |
120.19 |
120.05 |
| S2 |
119.62 |
119.62 |
120.14 |
|
| S3 |
119.08 |
119.39 |
120.09 |
|
| S4 |
118.54 |
118.85 |
119.94 |
|
|
| 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 |
121.32 |
119.85 |
1.47 |
1.2% |
0.64 |
0.5% |
27% |
False |
True |
730,843 |
| 10 |
121.74 |
119.85 |
1.89 |
1.6% |
0.65 |
0.5% |
21% |
False |
True |
659,923 |
| 20 |
121.74 |
119.85 |
1.89 |
1.6% |
0.60 |
0.5% |
21% |
False |
True |
451,385 |
| 40 |
121.74 |
118.61 |
3.13 |
2.6% |
0.61 |
0.5% |
52% |
False |
False |
227,126 |
| 60 |
121.74 |
118.61 |
3.13 |
2.6% |
0.56 |
0.5% |
52% |
False |
False |
151,515 |
| 80 |
121.74 |
116.37 |
5.37 |
4.5% |
0.51 |
0.4% |
72% |
False |
False |
113,668 |
| 100 |
121.74 |
116.37 |
5.37 |
4.5% |
0.41 |
0.3% |
72% |
False |
False |
90,954 |
| 120 |
122.19 |
116.37 |
5.82 |
4.8% |
0.34 |
0.3% |
66% |
False |
False |
75,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.69 |
|
2.618 |
121.80 |
|
1.618 |
121.26 |
|
1.000 |
120.93 |
|
0.618 |
120.72 |
|
HIGH |
120.39 |
|
0.618 |
120.18 |
|
0.500 |
120.12 |
|
0.382 |
120.06 |
|
LOW |
119.85 |
|
0.618 |
119.52 |
|
1.000 |
119.31 |
|
1.618 |
118.98 |
|
2.618 |
118.44 |
|
4.250 |
117.56 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.20 |
120.41 |
| PP |
120.16 |
120.35 |
| S1 |
120.12 |
120.30 |
|