Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.72 |
122.62 |
0.90 |
0.7% |
121.80 |
| High |
122.55 |
122.97 |
0.42 |
0.3% |
122.97 |
| Low |
121.51 |
122.49 |
0.98 |
0.8% |
121.25 |
| Close |
122.32 |
122.67 |
0.35 |
0.3% |
122.67 |
| Range |
1.04 |
0.48 |
-0.56 |
-53.8% |
1.72 |
| ATR |
0.66 |
0.66 |
0.00 |
-0.1% |
0.00 |
| Volume |
1,045,393 |
938,357 |
-107,036 |
-10.2% |
4,237,201 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.15 |
123.89 |
122.93 |
|
| R3 |
123.67 |
123.41 |
122.80 |
|
| R2 |
123.19 |
123.19 |
122.76 |
|
| R1 |
122.93 |
122.93 |
122.71 |
123.06 |
| PP |
122.71 |
122.71 |
122.71 |
122.78 |
| S1 |
122.45 |
122.45 |
122.63 |
122.58 |
| S2 |
122.23 |
122.23 |
122.58 |
|
| S3 |
121.75 |
121.97 |
122.54 |
|
| S4 |
121.27 |
121.49 |
122.41 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.46 |
126.78 |
123.62 |
|
| R3 |
125.74 |
125.06 |
123.14 |
|
| R2 |
124.02 |
124.02 |
122.99 |
|
| R1 |
123.34 |
123.34 |
122.83 |
123.68 |
| PP |
122.30 |
122.30 |
122.30 |
122.47 |
| S1 |
121.62 |
121.62 |
122.51 |
121.96 |
| S2 |
120.58 |
120.58 |
122.35 |
|
| S3 |
118.86 |
119.90 |
122.20 |
|
| S4 |
117.14 |
118.18 |
121.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.97 |
121.25 |
1.72 |
1.4% |
0.61 |
0.5% |
83% |
True |
False |
847,440 |
| 10 |
122.97 |
119.85 |
3.12 |
2.5% |
0.62 |
0.5% |
90% |
True |
False |
784,733 |
| 20 |
122.97 |
119.85 |
3.12 |
2.5% |
0.65 |
0.5% |
90% |
True |
False |
718,438 |
| 40 |
122.97 |
118.61 |
4.36 |
3.6% |
0.62 |
0.5% |
93% |
True |
False |
388,561 |
| 60 |
122.97 |
118.61 |
4.36 |
3.6% |
0.60 |
0.5% |
93% |
True |
False |
259,471 |
| 80 |
122.97 |
117.09 |
5.88 |
4.8% |
0.55 |
0.4% |
95% |
True |
False |
194,622 |
| 100 |
122.97 |
116.37 |
6.60 |
5.4% |
0.46 |
0.4% |
95% |
True |
False |
155,721 |
| 120 |
122.97 |
116.37 |
6.60 |
5.4% |
0.38 |
0.3% |
95% |
True |
False |
129,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.01 |
|
2.618 |
124.23 |
|
1.618 |
123.75 |
|
1.000 |
123.45 |
|
0.618 |
123.27 |
|
HIGH |
122.97 |
|
0.618 |
122.79 |
|
0.500 |
122.73 |
|
0.382 |
122.67 |
|
LOW |
122.49 |
|
0.618 |
122.19 |
|
1.000 |
122.01 |
|
1.618 |
121.71 |
|
2.618 |
121.23 |
|
4.250 |
120.45 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.73 |
122.53 |
| PP |
122.71 |
122.38 |
| S1 |
122.69 |
122.24 |
|