Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.28 |
121.75 |
0.47 |
0.4% |
122.00 |
| High |
122.04 |
121.84 |
-0.20 |
-0.2% |
122.60 |
| Low |
121.25 |
120.95 |
-0.30 |
-0.2% |
121.06 |
| Close |
121.82 |
121.16 |
-0.66 |
-0.5% |
121.46 |
| Range |
0.79 |
0.89 |
0.10 |
12.7% |
1.54 |
| ATR |
0.63 |
0.65 |
0.02 |
2.9% |
0.00 |
| Volume |
949,246 |
983,612 |
34,366 |
3.6% |
3,927,908 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.99 |
123.46 |
121.65 |
|
| R3 |
123.10 |
122.57 |
121.40 |
|
| R2 |
122.21 |
122.21 |
121.32 |
|
| R1 |
121.68 |
121.68 |
121.24 |
121.50 |
| PP |
121.32 |
121.32 |
121.32 |
121.23 |
| S1 |
120.79 |
120.79 |
121.08 |
120.61 |
| S2 |
120.43 |
120.43 |
121.00 |
|
| S3 |
119.54 |
119.90 |
120.92 |
|
| S4 |
118.65 |
119.01 |
120.67 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.33 |
125.43 |
122.31 |
|
| R3 |
124.79 |
123.89 |
121.88 |
|
| R2 |
123.25 |
123.25 |
121.74 |
|
| R1 |
122.35 |
122.35 |
121.60 |
122.03 |
| PP |
121.71 |
121.71 |
121.71 |
121.55 |
| S1 |
120.81 |
120.81 |
121.32 |
120.49 |
| S2 |
120.17 |
120.17 |
121.18 |
|
| S3 |
118.63 |
119.27 |
121.04 |
|
| S4 |
117.09 |
117.73 |
120.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
120.95 |
1.09 |
0.9% |
0.64 |
0.5% |
19% |
False |
True |
834,155 |
| 10 |
123.04 |
120.95 |
2.09 |
1.7% |
0.64 |
0.5% |
10% |
False |
True |
788,678 |
| 20 |
123.04 |
120.66 |
2.38 |
2.0% |
0.59 |
0.5% |
21% |
False |
False |
774,614 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.61 |
0.5% |
41% |
False |
False |
630,465 |
| 60 |
123.04 |
118.61 |
4.43 |
3.7% |
0.61 |
0.5% |
58% |
False |
False |
421,495 |
| 80 |
123.04 |
118.61 |
4.43 |
3.7% |
0.57 |
0.5% |
58% |
False |
False |
316,236 |
| 100 |
123.04 |
116.37 |
6.67 |
5.5% |
0.53 |
0.4% |
72% |
False |
False |
253,011 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.44 |
0.4% |
72% |
False |
False |
210,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.62 |
|
2.618 |
124.17 |
|
1.618 |
123.28 |
|
1.000 |
122.73 |
|
0.618 |
122.39 |
|
HIGH |
121.84 |
|
0.618 |
121.50 |
|
0.500 |
121.40 |
|
0.382 |
121.29 |
|
LOW |
120.95 |
|
0.618 |
120.40 |
|
1.000 |
120.06 |
|
1.618 |
119.51 |
|
2.618 |
118.62 |
|
4.250 |
117.17 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.40 |
121.50 |
| PP |
121.32 |
121.38 |
| S1 |
121.24 |
121.27 |
|