Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
123.76 |
123.56 |
-0.20 |
-0.2% |
122.56 |
| High |
124.06 |
123.77 |
-0.29 |
-0.2% |
124.06 |
| Low |
123.30 |
123.44 |
0.14 |
0.1% |
122.27 |
| Close |
123.48 |
123.63 |
0.15 |
0.1% |
123.48 |
| Range |
0.76 |
0.33 |
-0.43 |
-56.6% |
1.79 |
| ATR |
0.63 |
0.61 |
-0.02 |
-3.4% |
0.00 |
| Volume |
891,244 |
724,903 |
-166,341 |
-18.7% |
2,629,403 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.60 |
124.45 |
123.81 |
|
| R3 |
124.27 |
124.12 |
123.72 |
|
| R2 |
123.94 |
123.94 |
123.69 |
|
| R1 |
123.79 |
123.79 |
123.66 |
123.87 |
| PP |
123.61 |
123.61 |
123.61 |
123.65 |
| S1 |
123.46 |
123.46 |
123.60 |
123.54 |
| S2 |
123.28 |
123.28 |
123.57 |
|
| S3 |
122.95 |
123.13 |
123.54 |
|
| S4 |
122.62 |
122.80 |
123.45 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.64 |
127.85 |
124.46 |
|
| R3 |
126.85 |
126.06 |
123.97 |
|
| R2 |
125.06 |
125.06 |
123.81 |
|
| R1 |
124.27 |
124.27 |
123.64 |
124.67 |
| PP |
123.27 |
123.27 |
123.27 |
123.47 |
| S1 |
122.48 |
122.48 |
123.32 |
122.88 |
| S2 |
121.48 |
121.48 |
123.15 |
|
| S3 |
119.69 |
120.69 |
122.99 |
|
| S4 |
117.90 |
118.90 |
122.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.06 |
122.27 |
1.79 |
1.4% |
0.42 |
0.3% |
76% |
False |
False |
670,861 |
| 10 |
124.06 |
121.33 |
2.73 |
2.2% |
0.48 |
0.4% |
84% |
False |
False |
671,887 |
| 20 |
124.06 |
120.66 |
3.40 |
2.8% |
0.57 |
0.5% |
87% |
False |
False |
713,426 |
| 40 |
124.06 |
120.51 |
3.55 |
2.9% |
0.58 |
0.5% |
88% |
False |
False |
741,124 |
| 60 |
124.06 |
119.85 |
4.21 |
3.4% |
0.61 |
0.5% |
90% |
False |
False |
733,562 |
| 80 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
92% |
False |
False |
564,842 |
| 100 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
92% |
False |
False |
452,132 |
| 120 |
124.06 |
117.09 |
6.97 |
5.6% |
0.56 |
0.5% |
94% |
False |
False |
376,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.17 |
|
2.618 |
124.63 |
|
1.618 |
124.30 |
|
1.000 |
124.10 |
|
0.618 |
123.97 |
|
HIGH |
123.77 |
|
0.618 |
123.64 |
|
0.500 |
123.61 |
|
0.382 |
123.57 |
|
LOW |
123.44 |
|
0.618 |
123.24 |
|
1.000 |
123.11 |
|
1.618 |
122.91 |
|
2.618 |
122.58 |
|
4.250 |
122.04 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.62 |
123.52 |
| PP |
123.61 |
123.41 |
| S1 |
123.61 |
123.30 |
|