Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.03 |
122.20 |
0.17 |
0.1% |
121.00 |
| High |
122.27 |
122.20 |
-0.07 |
-0.1% |
122.27 |
| Low |
121.76 |
121.88 |
0.12 |
0.1% |
120.92 |
| Close |
122.12 |
122.00 |
-0.12 |
-0.1% |
122.12 |
| Range |
0.51 |
0.32 |
-0.19 |
-37.3% |
1.35 |
| ATR |
0.55 |
0.54 |
-0.02 |
-3.0% |
0.00 |
| Volume |
6,302 |
12,337 |
6,035 |
95.8% |
20,695 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.99 |
122.81 |
122.18 |
|
| R3 |
122.67 |
122.49 |
122.09 |
|
| R2 |
122.35 |
122.35 |
122.06 |
|
| R1 |
122.17 |
122.17 |
122.03 |
122.10 |
| PP |
122.03 |
122.03 |
122.03 |
121.99 |
| S1 |
121.85 |
121.85 |
121.97 |
121.78 |
| S2 |
121.71 |
121.71 |
121.94 |
|
| S3 |
121.39 |
121.53 |
121.91 |
|
| S4 |
121.07 |
121.21 |
121.82 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.82 |
125.32 |
122.86 |
|
| R3 |
124.47 |
123.97 |
122.49 |
|
| R2 |
123.12 |
123.12 |
122.37 |
|
| R1 |
122.62 |
122.62 |
122.24 |
122.87 |
| PP |
121.77 |
121.77 |
121.77 |
121.90 |
| S1 |
121.27 |
121.27 |
122.00 |
121.52 |
| S2 |
120.42 |
120.42 |
121.87 |
|
| S3 |
119.07 |
119.92 |
121.75 |
|
| S4 |
117.72 |
118.57 |
121.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.27 |
121.45 |
0.82 |
0.7% |
0.42 |
0.3% |
67% |
False |
False |
5,895 |
| 10 |
122.27 |
120.78 |
1.49 |
1.2% |
0.49 |
0.4% |
82% |
False |
False |
3,807 |
| 20 |
122.27 |
120.36 |
1.91 |
1.6% |
0.56 |
0.5% |
86% |
False |
False |
2,858 |
| 40 |
122.82 |
120.20 |
2.62 |
2.1% |
0.51 |
0.4% |
69% |
False |
False |
1,772 |
| 60 |
122.82 |
119.83 |
2.99 |
2.5% |
0.43 |
0.4% |
73% |
False |
False |
1,220 |
| 80 |
122.82 |
118.50 |
4.32 |
3.5% |
0.34 |
0.3% |
81% |
False |
False |
945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.56 |
|
2.618 |
123.04 |
|
1.618 |
122.72 |
|
1.000 |
122.52 |
|
0.618 |
122.40 |
|
HIGH |
122.20 |
|
0.618 |
122.08 |
|
0.500 |
122.04 |
|
0.382 |
122.00 |
|
LOW |
121.88 |
|
0.618 |
121.68 |
|
1.000 |
121.56 |
|
1.618 |
121.36 |
|
2.618 |
121.04 |
|
4.250 |
120.52 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.04 |
121.99 |
| PP |
122.03 |
121.98 |
| S1 |
122.01 |
121.97 |
|