Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.31 |
122.24 |
-0.07 |
-0.1% |
120.73 |
| High |
122.34 |
122.50 |
0.16 |
0.1% |
121.96 |
| Low |
121.92 |
122.06 |
0.14 |
0.1% |
120.71 |
| Close |
122.24 |
122.48 |
0.24 |
0.2% |
121.32 |
| Range |
0.42 |
0.44 |
0.02 |
4.8% |
1.25 |
| ATR |
0.65 |
0.63 |
-0.01 |
-2.3% |
0.00 |
| Volume |
619,007 |
706,532 |
87,525 |
14.1% |
3,448,462 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.67 |
123.51 |
122.72 |
|
| R3 |
123.23 |
123.07 |
122.60 |
|
| R2 |
122.79 |
122.79 |
122.56 |
|
| R1 |
122.63 |
122.63 |
122.52 |
122.71 |
| PP |
122.35 |
122.35 |
122.35 |
122.39 |
| S1 |
122.19 |
122.19 |
122.44 |
122.27 |
| S2 |
121.91 |
121.91 |
122.40 |
|
| S3 |
121.47 |
121.75 |
122.36 |
|
| S4 |
121.03 |
121.31 |
122.24 |
|
|
| 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 |
122.50 |
121.16 |
1.34 |
1.1% |
0.56 |
0.5% |
99% |
True |
False |
695,480 |
| 10 |
122.50 |
120.71 |
1.79 |
1.5% |
0.60 |
0.5% |
99% |
True |
False |
697,784 |
| 20 |
122.50 |
120.51 |
1.99 |
1.6% |
0.64 |
0.5% |
99% |
True |
False |
756,758 |
| 40 |
123.04 |
120.51 |
2.53 |
2.1% |
0.61 |
0.5% |
78% |
False |
False |
762,471 |
| 60 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
82% |
False |
False |
684,588 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.62 |
0.5% |
87% |
False |
False |
514,602 |
| 100 |
123.04 |
118.61 |
4.43 |
3.6% |
0.59 |
0.5% |
87% |
False |
False |
411,791 |
| 120 |
123.04 |
116.37 |
6.67 |
5.4% |
0.56 |
0.5% |
92% |
False |
False |
343,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.37 |
|
2.618 |
123.65 |
|
1.618 |
123.21 |
|
1.000 |
122.94 |
|
0.618 |
122.77 |
|
HIGH |
122.50 |
|
0.618 |
122.33 |
|
0.500 |
122.28 |
|
0.382 |
122.23 |
|
LOW |
122.06 |
|
0.618 |
121.79 |
|
1.000 |
121.62 |
|
1.618 |
121.35 |
|
2.618 |
120.91 |
|
4.250 |
120.19 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.41 |
122.37 |
| PP |
122.35 |
122.27 |
| S1 |
122.28 |
122.16 |
|