Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.34 |
121.70 |
-0.64 |
-0.5% |
122.70 |
| High |
122.35 |
121.75 |
-0.60 |
-0.5% |
123.04 |
| Low |
121.75 |
121.13 |
-0.62 |
-0.5% |
121.92 |
| Close |
122.00 |
121.43 |
-0.57 |
-0.5% |
122.09 |
| Range |
0.60 |
0.62 |
0.02 |
3.3% |
1.12 |
| ATR |
0.63 |
0.65 |
0.02 |
2.7% |
0.00 |
| Volume |
896,213 |
1,033,792 |
137,579 |
15.4% |
3,433,214 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.30 |
122.98 |
121.77 |
|
| R3 |
122.68 |
122.36 |
121.60 |
|
| R2 |
122.06 |
122.06 |
121.54 |
|
| R1 |
121.74 |
121.74 |
121.49 |
121.59 |
| PP |
121.44 |
121.44 |
121.44 |
121.36 |
| S1 |
121.12 |
121.12 |
121.37 |
120.97 |
| S2 |
120.82 |
120.82 |
121.32 |
|
| S3 |
120.20 |
120.50 |
121.26 |
|
| S4 |
119.58 |
119.88 |
121.09 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.71 |
125.02 |
122.71 |
|
| R3 |
124.59 |
123.90 |
122.40 |
|
| R2 |
123.47 |
123.47 |
122.30 |
|
| R1 |
122.78 |
122.78 |
122.19 |
122.57 |
| PP |
122.35 |
122.35 |
122.35 |
122.24 |
| S1 |
121.66 |
121.66 |
121.99 |
121.45 |
| S2 |
121.23 |
121.23 |
121.88 |
|
| S3 |
120.11 |
120.54 |
121.78 |
|
| S4 |
118.99 |
119.42 |
121.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.85 |
121.13 |
1.72 |
1.4% |
0.64 |
0.5% |
17% |
False |
True |
831,616 |
| 10 |
123.04 |
121.13 |
1.91 |
1.6% |
0.54 |
0.4% |
16% |
False |
True |
753,172 |
| 20 |
123.04 |
119.85 |
3.19 |
2.6% |
0.60 |
0.5% |
50% |
False |
False |
751,508 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.60 |
0.5% |
50% |
False |
False |
552,896 |
| 60 |
123.04 |
118.61 |
4.43 |
3.6% |
0.60 |
0.5% |
64% |
False |
False |
369,328 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.56 |
0.5% |
64% |
False |
False |
277,028 |
| 100 |
123.04 |
116.37 |
6.67 |
5.5% |
0.51 |
0.4% |
76% |
False |
False |
221,646 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.42 |
0.3% |
76% |
False |
False |
184,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.39 |
|
2.618 |
123.37 |
|
1.618 |
122.75 |
|
1.000 |
122.37 |
|
0.618 |
122.13 |
|
HIGH |
121.75 |
|
0.618 |
121.51 |
|
0.500 |
121.44 |
|
0.382 |
121.37 |
|
LOW |
121.13 |
|
0.618 |
120.75 |
|
1.000 |
120.51 |
|
1.618 |
120.13 |
|
2.618 |
119.51 |
|
4.250 |
118.50 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.44 |
121.87 |
| PP |
121.44 |
121.72 |
| S1 |
121.43 |
121.58 |
|