Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
123.41 |
122.66 |
-0.75 |
-0.6% |
122.72 |
| High |
123.66 |
122.71 |
-0.95 |
-0.8% |
123.66 |
| Low |
123.30 |
122.22 |
-1.08 |
-0.9% |
122.11 |
| Close |
123.54 |
122.36 |
-1.18 |
-1.0% |
123.54 |
| Range |
0.36 |
0.49 |
0.13 |
36.1% |
1.55 |
| ATR |
0.60 |
0.65 |
0.05 |
8.5% |
0.00 |
| Volume |
357,732 |
424,446 |
66,714 |
18.6% |
2,776,207 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.90 |
123.62 |
122.63 |
|
| R3 |
123.41 |
123.13 |
122.49 |
|
| R2 |
122.92 |
122.92 |
122.45 |
|
| R1 |
122.64 |
122.64 |
122.40 |
122.54 |
| PP |
122.43 |
122.43 |
122.43 |
122.38 |
| S1 |
122.15 |
122.15 |
122.32 |
122.05 |
| S2 |
121.94 |
121.94 |
122.27 |
|
| S3 |
121.45 |
121.66 |
122.23 |
|
| S4 |
120.96 |
121.17 |
122.09 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.75 |
127.20 |
124.39 |
|
| R3 |
126.20 |
125.65 |
123.97 |
|
| R2 |
124.65 |
124.65 |
123.82 |
|
| R1 |
124.10 |
124.10 |
123.68 |
124.38 |
| PP |
123.10 |
123.10 |
123.10 |
123.24 |
| S1 |
122.55 |
122.55 |
123.40 |
122.83 |
| S2 |
121.55 |
121.55 |
123.26 |
|
| S3 |
120.00 |
121.00 |
123.11 |
|
| S4 |
118.45 |
119.45 |
122.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.66 |
122.11 |
1.55 |
1.3% |
0.66 |
0.5% |
16% |
False |
False |
546,969 |
| 10 |
123.72 |
122.11 |
1.61 |
1.3% |
0.61 |
0.5% |
16% |
False |
False |
563,517 |
| 20 |
123.76 |
122.08 |
1.68 |
1.4% |
0.57 |
0.5% |
17% |
False |
False |
428,956 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.56 |
0.5% |
59% |
False |
False |
215,907 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
61% |
False |
False |
144,166 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
64% |
False |
False |
108,154 |
| 100 |
123.76 |
118.50 |
5.26 |
4.3% |
0.39 |
0.3% |
73% |
False |
False |
86,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.79 |
|
2.618 |
123.99 |
|
1.618 |
123.50 |
|
1.000 |
123.20 |
|
0.618 |
123.01 |
|
HIGH |
122.71 |
|
0.618 |
122.52 |
|
0.500 |
122.47 |
|
0.382 |
122.41 |
|
LOW |
122.22 |
|
0.618 |
121.92 |
|
1.000 |
121.73 |
|
1.618 |
121.43 |
|
2.618 |
120.94 |
|
4.250 |
120.14 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.47 |
122.94 |
| PP |
122.43 |
122.75 |
| S1 |
122.40 |
122.55 |
|