Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.57 |
121.69 |
0.12 |
0.1% |
120.27 |
| High |
121.77 |
122.10 |
0.33 |
0.3% |
121.80 |
| Low |
121.48 |
121.17 |
-0.31 |
-0.3% |
120.20 |
| Close |
121.59 |
121.41 |
-0.18 |
-0.1% |
121.56 |
| Range |
0.29 |
0.93 |
0.64 |
220.7% |
1.60 |
| ATR |
0.53 |
0.56 |
0.03 |
5.3% |
0.00 |
| Volume |
273 |
1,602 |
1,329 |
486.8% |
7,340 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.35 |
123.81 |
121.92 |
|
| R3 |
123.42 |
122.88 |
121.67 |
|
| R2 |
122.49 |
122.49 |
121.58 |
|
| R1 |
121.95 |
121.95 |
121.50 |
121.76 |
| PP |
121.56 |
121.56 |
121.56 |
121.46 |
| S1 |
121.02 |
121.02 |
121.32 |
120.83 |
| S2 |
120.63 |
120.63 |
121.24 |
|
| S3 |
119.70 |
120.09 |
121.15 |
|
| S4 |
118.77 |
119.16 |
120.90 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.99 |
125.37 |
122.44 |
|
| R3 |
124.39 |
123.77 |
122.00 |
|
| R2 |
122.79 |
122.79 |
121.85 |
|
| R1 |
122.17 |
122.17 |
121.71 |
122.48 |
| PP |
121.19 |
121.19 |
121.19 |
121.34 |
| S1 |
120.57 |
120.57 |
121.41 |
120.88 |
| S2 |
119.59 |
119.59 |
121.27 |
|
| S3 |
117.99 |
118.97 |
121.12 |
|
| S4 |
116.39 |
117.37 |
120.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.10 |
120.79 |
1.31 |
1.1% |
0.64 |
0.5% |
47% |
True |
False |
1,657 |
| 10 |
122.10 |
120.20 |
1.90 |
1.6% |
0.56 |
0.5% |
64% |
True |
False |
1,254 |
| 20 |
122.82 |
120.20 |
2.62 |
2.2% |
0.54 |
0.4% |
46% |
False |
False |
1,075 |
| 40 |
122.82 |
119.83 |
2.99 |
2.5% |
0.45 |
0.4% |
53% |
False |
False |
614 |
| 60 |
122.82 |
118.91 |
3.91 |
3.2% |
0.32 |
0.3% |
64% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.05 |
|
2.618 |
124.53 |
|
1.618 |
123.60 |
|
1.000 |
123.03 |
|
0.618 |
122.67 |
|
HIGH |
122.10 |
|
0.618 |
121.74 |
|
0.500 |
121.64 |
|
0.382 |
121.53 |
|
LOW |
121.17 |
|
0.618 |
120.60 |
|
1.000 |
120.24 |
|
1.618 |
119.67 |
|
2.618 |
118.74 |
|
4.250 |
117.22 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.64 |
121.50 |
| PP |
121.56 |
121.47 |
| S1 |
121.49 |
121.44 |
|