Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.12 |
121.13 |
0.01 |
0.0% |
121.98 |
| High |
121.45 |
121.36 |
-0.09 |
-0.1% |
122.44 |
| Low |
120.66 |
120.72 |
0.06 |
0.0% |
120.66 |
| Close |
121.01 |
120.95 |
-0.06 |
0.0% |
120.95 |
| Range |
0.79 |
0.64 |
-0.15 |
-19.0% |
1.78 |
| ATR |
0.68 |
0.68 |
0.00 |
-0.4% |
0.00 |
| Volume |
993,455 |
844,859 |
-148,596 |
-15.0% |
4,101,197 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.93 |
122.58 |
121.30 |
|
| R3 |
122.29 |
121.94 |
121.13 |
|
| R2 |
121.65 |
121.65 |
121.07 |
|
| R1 |
121.30 |
121.30 |
121.01 |
121.16 |
| PP |
121.01 |
121.01 |
121.01 |
120.94 |
| S1 |
120.66 |
120.66 |
120.89 |
120.52 |
| S2 |
120.37 |
120.37 |
120.83 |
|
| S3 |
119.73 |
120.02 |
120.77 |
|
| S4 |
119.09 |
119.38 |
120.60 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.69 |
125.60 |
121.93 |
|
| R3 |
124.91 |
123.82 |
121.44 |
|
| R2 |
123.13 |
123.13 |
121.28 |
|
| R1 |
122.04 |
122.04 |
121.11 |
121.70 |
| PP |
121.35 |
121.35 |
121.35 |
121.18 |
| S1 |
120.26 |
120.26 |
120.79 |
119.92 |
| S2 |
119.57 |
119.57 |
120.62 |
|
| S3 |
117.79 |
118.48 |
120.46 |
|
| S4 |
116.01 |
116.70 |
119.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.44 |
120.66 |
1.78 |
1.5% |
0.70 |
0.6% |
16% |
False |
False |
820,239 |
| 10 |
122.44 |
120.51 |
1.93 |
1.6% |
0.71 |
0.6% |
23% |
False |
False |
827,933 |
| 20 |
122.60 |
120.51 |
2.09 |
1.7% |
0.64 |
0.5% |
21% |
False |
False |
802,221 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
34% |
False |
False |
773,314 |
| 60 |
123.04 |
119.77 |
3.27 |
2.7% |
0.61 |
0.5% |
36% |
False |
False |
583,571 |
| 80 |
123.04 |
118.61 |
4.43 |
3.7% |
0.62 |
0.5% |
53% |
False |
False |
438,070 |
| 100 |
123.04 |
117.54 |
5.50 |
4.5% |
0.57 |
0.5% |
62% |
False |
False |
350,466 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.51 |
0.4% |
69% |
False |
False |
292,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.08 |
|
2.618 |
123.04 |
|
1.618 |
122.40 |
|
1.000 |
122.00 |
|
0.618 |
121.76 |
|
HIGH |
121.36 |
|
0.618 |
121.12 |
|
0.500 |
121.04 |
|
0.382 |
120.96 |
|
LOW |
120.72 |
|
0.618 |
120.32 |
|
1.000 |
120.08 |
|
1.618 |
119.68 |
|
2.618 |
119.04 |
|
4.250 |
118.00 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.04 |
121.14 |
| PP |
121.01 |
121.08 |
| S1 |
120.98 |
121.01 |
|