Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.24 |
122.49 |
0.25 |
0.2% |
121.38 |
| High |
122.50 |
122.70 |
0.20 |
0.2% |
122.70 |
| Low |
122.06 |
122.21 |
0.15 |
0.1% |
121.33 |
| Close |
122.48 |
122.56 |
0.08 |
0.1% |
122.56 |
| Range |
0.44 |
0.49 |
0.05 |
11.4% |
1.37 |
| ATR |
0.63 |
0.62 |
-0.01 |
-1.6% |
0.00 |
| Volume |
706,532 |
680,045 |
-26,487 |
-3.7% |
3,364,569 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.96 |
123.75 |
122.83 |
|
| R3 |
123.47 |
123.26 |
122.69 |
|
| R2 |
122.98 |
122.98 |
122.65 |
|
| R1 |
122.77 |
122.77 |
122.60 |
122.88 |
| PP |
122.49 |
122.49 |
122.49 |
122.54 |
| S1 |
122.28 |
122.28 |
122.52 |
122.39 |
| S2 |
122.00 |
122.00 |
122.47 |
|
| S3 |
121.51 |
121.79 |
122.43 |
|
| S4 |
121.02 |
121.30 |
122.29 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.31 |
125.80 |
123.31 |
|
| R3 |
124.94 |
124.43 |
122.94 |
|
| R2 |
123.57 |
123.57 |
122.81 |
|
| R1 |
123.06 |
123.06 |
122.69 |
123.32 |
| PP |
122.20 |
122.20 |
122.20 |
122.32 |
| S1 |
121.69 |
121.69 |
122.43 |
121.95 |
| S2 |
120.83 |
120.83 |
122.31 |
|
| S3 |
119.46 |
120.32 |
122.18 |
|
| S4 |
118.09 |
118.95 |
121.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.70 |
121.33 |
1.37 |
1.1% |
0.53 |
0.4% |
90% |
True |
False |
672,913 |
| 10 |
122.70 |
120.71 |
1.99 |
1.6% |
0.59 |
0.5% |
93% |
True |
False |
681,303 |
| 20 |
122.70 |
120.51 |
2.19 |
1.8% |
0.65 |
0.5% |
94% |
True |
False |
754,618 |
| 40 |
123.04 |
120.51 |
2.53 |
2.1% |
0.61 |
0.5% |
81% |
False |
False |
763,197 |
| 60 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
85% |
False |
False |
695,463 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.62 |
0.5% |
89% |
False |
False |
523,070 |
| 100 |
123.04 |
118.61 |
4.43 |
3.6% |
0.59 |
0.5% |
89% |
False |
False |
418,592 |
| 120 |
123.04 |
116.37 |
6.67 |
5.4% |
0.56 |
0.5% |
93% |
False |
False |
348,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.78 |
|
2.618 |
123.98 |
|
1.618 |
123.49 |
|
1.000 |
123.19 |
|
0.618 |
123.00 |
|
HIGH |
122.70 |
|
0.618 |
122.51 |
|
0.500 |
122.46 |
|
0.382 |
122.40 |
|
LOW |
122.21 |
|
0.618 |
121.91 |
|
1.000 |
121.72 |
|
1.618 |
121.42 |
|
2.618 |
120.93 |
|
4.250 |
120.13 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.53 |
122.48 |
| PP |
122.49 |
122.39 |
| S1 |
122.46 |
122.31 |
|