Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.55 |
122.70 |
0.15 |
0.1% |
122.67 |
| High |
122.99 |
123.54 |
0.55 |
0.4% |
123.72 |
| Low |
122.11 |
122.69 |
0.58 |
0.5% |
122.55 |
| Close |
122.78 |
123.40 |
0.62 |
0.5% |
122.69 |
| Range |
0.88 |
0.85 |
-0.03 |
-3.4% |
1.17 |
| ATR |
0.60 |
0.62 |
0.02 |
2.9% |
0.00 |
| Volume |
655,847 |
592,253 |
-63,594 |
-9.7% |
3,170,869 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.76 |
125.43 |
123.87 |
|
| R3 |
124.91 |
124.58 |
123.63 |
|
| R2 |
124.06 |
124.06 |
123.56 |
|
| R1 |
123.73 |
123.73 |
123.48 |
123.90 |
| PP |
123.21 |
123.21 |
123.21 |
123.29 |
| S1 |
122.88 |
122.88 |
123.32 |
123.05 |
| S2 |
122.36 |
122.36 |
123.24 |
|
| S3 |
121.51 |
122.03 |
123.17 |
|
| S4 |
120.66 |
121.18 |
122.93 |
|
|
| 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 |
123.54 |
122.11 |
1.43 |
1.2% |
0.68 |
0.6% |
90% |
True |
False |
598,617 |
| 10 |
123.72 |
122.11 |
1.61 |
1.3% |
0.66 |
0.5% |
80% |
False |
False |
648,697 |
| 20 |
123.76 |
121.76 |
2.00 |
1.6% |
0.57 |
0.5% |
82% |
False |
False |
390,779 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.56 |
0.5% |
90% |
False |
False |
196,387 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
90% |
False |
False |
131,135 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.46 |
0.4% |
91% |
False |
False |
98,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.15 |
|
2.618 |
125.77 |
|
1.618 |
124.92 |
|
1.000 |
124.39 |
|
0.618 |
124.07 |
|
HIGH |
123.54 |
|
0.618 |
123.22 |
|
0.500 |
123.12 |
|
0.382 |
123.01 |
|
LOW |
122.69 |
|
0.618 |
122.16 |
|
1.000 |
121.84 |
|
1.618 |
121.31 |
|
2.618 |
120.46 |
|
4.250 |
119.08 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.31 |
123.21 |
| PP |
123.21 |
123.02 |
| S1 |
123.12 |
122.83 |
|