Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.54 |
121.38 |
-0.16 |
-0.1% |
120.73 |
| High |
121.79 |
122.12 |
0.33 |
0.3% |
121.96 |
| Low |
121.16 |
121.33 |
0.17 |
0.1% |
120.71 |
| Close |
121.32 |
121.81 |
0.49 |
0.4% |
121.32 |
| Range |
0.63 |
0.79 |
0.16 |
25.4% |
1.25 |
| ATR |
0.67 |
0.68 |
0.01 |
1.4% |
0.00 |
| Volume |
792,876 |
638,192 |
-154,684 |
-19.5% |
3,448,462 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.12 |
123.76 |
122.24 |
|
| R3 |
123.33 |
122.97 |
122.03 |
|
| R2 |
122.54 |
122.54 |
121.95 |
|
| R1 |
122.18 |
122.18 |
121.88 |
122.36 |
| PP |
121.75 |
121.75 |
121.75 |
121.85 |
| S1 |
121.39 |
121.39 |
121.74 |
121.57 |
| S2 |
120.96 |
120.96 |
121.67 |
|
| S3 |
120.17 |
120.60 |
121.59 |
|
| S4 |
119.38 |
119.81 |
121.38 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.08 |
124.45 |
122.01 |
|
| R3 |
123.83 |
123.20 |
121.66 |
|
| R2 |
122.58 |
122.58 |
121.55 |
|
| R1 |
121.95 |
121.95 |
121.43 |
122.27 |
| PP |
121.33 |
121.33 |
121.33 |
121.49 |
| S1 |
120.70 |
120.70 |
121.21 |
121.02 |
| S2 |
120.08 |
120.08 |
121.09 |
|
| S3 |
118.83 |
119.45 |
120.98 |
|
| S4 |
117.58 |
118.20 |
120.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.12 |
121.16 |
0.96 |
0.8% |
0.67 |
0.5% |
68% |
True |
False |
709,271 |
| 10 |
122.44 |
120.66 |
1.78 |
1.5% |
0.71 |
0.6% |
65% |
False |
False |
754,107 |
| 20 |
122.44 |
120.51 |
1.93 |
1.6% |
0.68 |
0.6% |
67% |
False |
False |
788,340 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.63 |
0.5% |
61% |
False |
False |
770,203 |
| 60 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
61% |
False |
False |
651,328 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.62 |
0.5% |
72% |
False |
False |
489,102 |
| 100 |
123.04 |
118.61 |
4.43 |
3.6% |
0.58 |
0.5% |
72% |
False |
False |
391,329 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.54 |
0.4% |
82% |
False |
False |
326,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.48 |
|
2.618 |
124.19 |
|
1.618 |
123.40 |
|
1.000 |
122.91 |
|
0.618 |
122.61 |
|
HIGH |
122.12 |
|
0.618 |
121.82 |
|
0.500 |
121.73 |
|
0.382 |
121.63 |
|
LOW |
121.33 |
|
0.618 |
120.84 |
|
1.000 |
120.54 |
|
1.618 |
120.05 |
|
2.618 |
119.26 |
|
4.250 |
117.97 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.78 |
121.75 |
| PP |
121.75 |
121.70 |
| S1 |
121.73 |
121.64 |
|