Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
120.97 |
120.69 |
-0.28 |
-0.2% |
121.34 |
| High |
121.15 |
120.94 |
-0.21 |
-0.2% |
122.04 |
| Low |
120.74 |
120.51 |
-0.23 |
-0.2% |
120.74 |
| Close |
120.84 |
120.83 |
-0.01 |
0.0% |
120.84 |
| Range |
0.41 |
0.43 |
0.02 |
4.9% |
1.30 |
| ATR |
0.62 |
0.61 |
-0.01 |
-2.2% |
0.00 |
| Volume |
722,856 |
719,980 |
-2,876 |
-0.4% |
3,837,194 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.05 |
121.87 |
121.07 |
|
| R3 |
121.62 |
121.44 |
120.95 |
|
| R2 |
121.19 |
121.19 |
120.91 |
|
| R1 |
121.01 |
121.01 |
120.87 |
121.10 |
| PP |
120.76 |
120.76 |
120.76 |
120.81 |
| S1 |
120.58 |
120.58 |
120.79 |
120.67 |
| S2 |
120.33 |
120.33 |
120.75 |
|
| S3 |
119.90 |
120.15 |
120.71 |
|
| S4 |
119.47 |
119.72 |
120.59 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.11 |
124.27 |
121.56 |
|
| R3 |
123.81 |
122.97 |
121.20 |
|
| R2 |
122.51 |
122.51 |
121.08 |
|
| R1 |
121.67 |
121.67 |
120.96 |
121.44 |
| PP |
121.21 |
121.21 |
121.21 |
121.09 |
| S1 |
120.37 |
120.37 |
120.72 |
120.14 |
| S2 |
119.91 |
119.91 |
120.60 |
|
| S3 |
118.61 |
119.07 |
120.48 |
|
| S4 |
117.31 |
117.77 |
120.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
120.51 |
1.53 |
1.3% |
0.59 |
0.5% |
21% |
False |
True |
824,161 |
| 10 |
122.60 |
120.51 |
2.09 |
1.7% |
0.55 |
0.5% |
15% |
False |
True |
791,625 |
| 20 |
123.04 |
120.51 |
2.53 |
2.1% |
0.56 |
0.5% |
13% |
False |
True |
780,180 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.59 |
0.5% |
31% |
False |
False |
683,220 |
| 60 |
123.04 |
118.61 |
4.43 |
3.7% |
0.60 |
0.5% |
50% |
False |
False |
457,851 |
| 80 |
123.04 |
118.61 |
4.43 |
3.7% |
0.58 |
0.5% |
50% |
False |
False |
343,585 |
| 100 |
123.04 |
116.44 |
6.60 |
5.5% |
0.54 |
0.4% |
67% |
False |
False |
274,882 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.46 |
0.4% |
67% |
False |
False |
229,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.77 |
|
2.618 |
122.07 |
|
1.618 |
121.64 |
|
1.000 |
121.37 |
|
0.618 |
121.21 |
|
HIGH |
120.94 |
|
0.618 |
120.78 |
|
0.500 |
120.73 |
|
0.382 |
120.67 |
|
LOW |
120.51 |
|
0.618 |
120.24 |
|
1.000 |
120.08 |
|
1.618 |
119.81 |
|
2.618 |
119.38 |
|
4.250 |
118.68 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.80 |
120.97 |
| PP |
120.76 |
120.92 |
| S1 |
120.73 |
120.88 |
|