Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.00 |
121.69 |
0.69 |
0.6% |
120.46 |
| High |
121.66 |
121.95 |
0.29 |
0.2% |
121.56 |
| Low |
120.92 |
121.45 |
0.53 |
0.4% |
120.46 |
| Close |
121.44 |
121.85 |
0.41 |
0.3% |
120.91 |
| Range |
0.74 |
0.50 |
-0.24 |
-32.4% |
1.10 |
| ATR |
0.59 |
0.58 |
-0.01 |
-0.9% |
0.00 |
| Volume |
3,555 |
3,901 |
346 |
9.7% |
5,294 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.25 |
123.05 |
122.13 |
|
| R3 |
122.75 |
122.55 |
121.99 |
|
| R2 |
122.25 |
122.25 |
121.94 |
|
| R1 |
122.05 |
122.05 |
121.90 |
122.15 |
| PP |
121.75 |
121.75 |
121.75 |
121.80 |
| S1 |
121.55 |
121.55 |
121.80 |
121.65 |
| S2 |
121.25 |
121.25 |
121.76 |
|
| S3 |
120.75 |
121.05 |
121.71 |
|
| S4 |
120.25 |
120.55 |
121.58 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.28 |
123.69 |
121.52 |
|
| R3 |
123.18 |
122.59 |
121.21 |
|
| R2 |
122.08 |
122.08 |
121.11 |
|
| R1 |
121.49 |
121.49 |
121.01 |
121.79 |
| PP |
120.98 |
120.98 |
120.98 |
121.12 |
| S1 |
120.39 |
120.39 |
120.81 |
120.69 |
| S2 |
119.88 |
119.88 |
120.71 |
|
| S3 |
118.78 |
119.29 |
120.61 |
|
| S4 |
117.68 |
118.19 |
120.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.95 |
120.78 |
1.17 |
1.0% |
0.59 |
0.5% |
91% |
True |
False |
2,164 |
| 10 |
121.95 |
120.36 |
1.59 |
1.3% |
0.56 |
0.5% |
94% |
True |
False |
2,283 |
| 20 |
122.10 |
120.20 |
1.90 |
1.6% |
0.56 |
0.5% |
87% |
False |
False |
1,768 |
| 40 |
122.82 |
119.97 |
2.85 |
2.3% |
0.52 |
0.4% |
66% |
False |
False |
1,169 |
| 60 |
122.82 |
119.83 |
2.99 |
2.5% |
0.41 |
0.3% |
68% |
False |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.08 |
|
2.618 |
123.26 |
|
1.618 |
122.76 |
|
1.000 |
122.45 |
|
0.618 |
122.26 |
|
HIGH |
121.95 |
|
0.618 |
121.76 |
|
0.500 |
121.70 |
|
0.382 |
121.64 |
|
LOW |
121.45 |
|
0.618 |
121.14 |
|
1.000 |
120.95 |
|
1.618 |
120.64 |
|
2.618 |
120.14 |
|
4.250 |
119.33 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.80 |
121.69 |
| PP |
121.75 |
121.53 |
| S1 |
121.70 |
121.37 |
|