Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.72 |
122.94 |
0.22 |
0.2% |
122.67 |
| High |
123.13 |
123.09 |
-0.04 |
0.0% |
123.72 |
| Low |
122.61 |
122.37 |
-0.24 |
-0.2% |
122.55 |
| Close |
122.97 |
122.48 |
-0.49 |
-0.4% |
122.69 |
| Range |
0.52 |
0.72 |
0.20 |
38.5% |
1.17 |
| ATR |
0.57 |
0.58 |
0.01 |
1.9% |
0.00 |
| Volume |
465,806 |
704,569 |
238,763 |
51.3% |
3,170,869 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.81 |
124.36 |
122.88 |
|
| R3 |
124.09 |
123.64 |
122.68 |
|
| R2 |
123.37 |
123.37 |
122.61 |
|
| R1 |
122.92 |
122.92 |
122.55 |
122.79 |
| PP |
122.65 |
122.65 |
122.65 |
122.58 |
| S1 |
122.20 |
122.20 |
122.41 |
122.07 |
| S2 |
121.93 |
121.93 |
122.35 |
|
| S3 |
121.21 |
121.48 |
122.28 |
|
| S4 |
120.49 |
120.76 |
122.08 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.50 |
125.76 |
123.33 |
|
| R3 |
125.33 |
124.59 |
123.01 |
|
| R2 |
124.16 |
124.16 |
122.90 |
|
| R1 |
123.42 |
123.42 |
122.80 |
123.79 |
| PP |
122.99 |
122.99 |
122.99 |
123.17 |
| S1 |
122.25 |
122.25 |
122.58 |
122.62 |
| S2 |
121.82 |
121.82 |
122.48 |
|
| S3 |
120.65 |
121.08 |
122.37 |
|
| S4 |
119.48 |
119.91 |
122.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.72 |
122.37 |
1.35 |
1.1% |
0.54 |
0.4% |
8% |
False |
True |
583,790 |
| 10 |
123.72 |
122.34 |
1.38 |
1.1% |
0.57 |
0.5% |
10% |
False |
False |
611,596 |
| 20 |
123.76 |
121.52 |
2.24 |
1.8% |
0.52 |
0.4% |
43% |
False |
False |
328,721 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
64% |
False |
False |
165,245 |
| 60 |
123.76 |
119.97 |
3.79 |
3.1% |
0.52 |
0.4% |
66% |
False |
False |
110,353 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.44 |
0.4% |
67% |
False |
False |
82,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.15 |
|
2.618 |
124.97 |
|
1.618 |
124.25 |
|
1.000 |
123.81 |
|
0.618 |
123.53 |
|
HIGH |
123.09 |
|
0.618 |
122.81 |
|
0.500 |
122.73 |
|
0.382 |
122.65 |
|
LOW |
122.37 |
|
0.618 |
121.93 |
|
1.000 |
121.65 |
|
1.618 |
121.21 |
|
2.618 |
120.49 |
|
4.250 |
119.31 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.73 |
122.75 |
| PP |
122.65 |
122.66 |
| S1 |
122.56 |
122.57 |
|