Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
120.46 |
121.09 |
0.63 |
0.5% |
121.57 |
| High |
120.97 |
121.40 |
0.43 |
0.4% |
122.10 |
| Low |
120.46 |
121.09 |
0.63 |
0.5% |
120.36 |
| Close |
120.93 |
121.38 |
0.45 |
0.4% |
120.58 |
| Range |
0.51 |
0.31 |
-0.20 |
-39.2% |
1.74 |
| ATR |
0.58 |
0.57 |
-0.01 |
-1.4% |
0.00 |
| Volume |
256 |
1,672 |
1,416 |
553.1% |
11,955 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.22 |
122.11 |
121.55 |
|
| R3 |
121.91 |
121.80 |
121.47 |
|
| R2 |
121.60 |
121.60 |
121.44 |
|
| R1 |
121.49 |
121.49 |
121.41 |
121.55 |
| PP |
121.29 |
121.29 |
121.29 |
121.32 |
| S1 |
121.18 |
121.18 |
121.35 |
121.24 |
| S2 |
120.98 |
120.98 |
121.32 |
|
| S3 |
120.67 |
120.87 |
121.29 |
|
| S4 |
120.36 |
120.56 |
121.21 |
|
|
| 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 |
121.40 |
120.36 |
1.04 |
0.9% |
0.52 |
0.4% |
98% |
True |
False |
2,401 |
| 10 |
122.10 |
120.36 |
1.74 |
1.4% |
0.58 |
0.5% |
59% |
False |
False |
2,029 |
| 20 |
122.10 |
120.20 |
1.90 |
1.6% |
0.55 |
0.5% |
62% |
False |
False |
1,359 |
| 40 |
122.82 |
119.83 |
2.99 |
2.5% |
0.48 |
0.4% |
52% |
False |
False |
909 |
| 60 |
122.82 |
119.83 |
2.99 |
2.5% |
0.36 |
0.3% |
52% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.72 |
|
2.618 |
122.21 |
|
1.618 |
121.90 |
|
1.000 |
121.71 |
|
0.618 |
121.59 |
|
HIGH |
121.40 |
|
0.618 |
121.28 |
|
0.500 |
121.25 |
|
0.382 |
121.21 |
|
LOW |
121.09 |
|
0.618 |
120.90 |
|
1.000 |
120.78 |
|
1.618 |
120.59 |
|
2.618 |
120.28 |
|
4.250 |
119.77 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.34 |
121.22 |
| PP |
121.29 |
121.06 |
| S1 |
121.25 |
120.91 |
|