Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
120.89 |
120.73 |
-0.16 |
-0.1% |
121.57 |
| High |
121.08 |
120.94 |
-0.14 |
-0.1% |
122.10 |
| Low |
120.36 |
120.41 |
0.05 |
0.0% |
120.36 |
| Close |
120.64 |
120.58 |
-0.06 |
0.0% |
120.58 |
| Range |
0.72 |
0.53 |
-0.19 |
-26.4% |
1.74 |
| ATR |
0.59 |
0.59 |
0.00 |
-0.7% |
0.00 |
| Volume |
5,546 |
2,101 |
-3,445 |
-62.1% |
11,955 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.23 |
121.94 |
120.87 |
|
| R3 |
121.70 |
121.41 |
120.73 |
|
| R2 |
121.17 |
121.17 |
120.68 |
|
| R1 |
120.88 |
120.88 |
120.63 |
120.76 |
| PP |
120.64 |
120.64 |
120.64 |
120.59 |
| S1 |
120.35 |
120.35 |
120.53 |
120.23 |
| S2 |
120.11 |
120.11 |
120.48 |
|
| S3 |
119.58 |
119.82 |
120.43 |
|
| S4 |
119.05 |
119.29 |
120.29 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.23 |
125.15 |
121.54 |
|
| R3 |
124.49 |
123.41 |
121.06 |
|
| R2 |
122.75 |
122.75 |
120.90 |
|
| R1 |
121.67 |
121.67 |
120.74 |
121.34 |
| PP |
121.01 |
121.01 |
121.01 |
120.85 |
| S1 |
119.93 |
119.93 |
120.42 |
119.60 |
| S2 |
119.27 |
119.27 |
120.26 |
|
| S3 |
117.53 |
118.19 |
120.10 |
|
| S4 |
115.79 |
116.45 |
119.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.10 |
120.36 |
1.74 |
1.4% |
0.60 |
0.5% |
13% |
False |
False |
2,391 |
| 10 |
122.10 |
120.20 |
1.90 |
1.6% |
0.61 |
0.5% |
20% |
False |
False |
1,929 |
| 20 |
122.32 |
120.20 |
2.12 |
1.8% |
0.55 |
0.5% |
18% |
False |
False |
1,336 |
| 40 |
122.82 |
119.83 |
2.99 |
2.5% |
0.46 |
0.4% |
25% |
False |
False |
861 |
| 60 |
122.82 |
119.83 |
2.99 |
2.5% |
0.35 |
0.3% |
25% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.19 |
|
2.618 |
122.33 |
|
1.618 |
121.80 |
|
1.000 |
121.47 |
|
0.618 |
121.27 |
|
HIGH |
120.94 |
|
0.618 |
120.74 |
|
0.500 |
120.68 |
|
0.382 |
120.61 |
|
LOW |
120.41 |
|
0.618 |
120.08 |
|
1.000 |
119.88 |
|
1.618 |
119.55 |
|
2.618 |
119.02 |
|
4.250 |
118.16 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.68 |
120.74 |
| PP |
120.64 |
120.69 |
| S1 |
120.61 |
120.63 |
|