Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.13 |
121.40 |
-0.73 |
-0.6% |
122.66 |
| High |
122.34 |
121.70 |
-0.64 |
-0.5% |
122.71 |
| Low |
121.68 |
121.28 |
-0.40 |
-0.3% |
121.68 |
| Close |
121.89 |
121.42 |
-0.47 |
-0.4% |
121.89 |
| Range |
0.66 |
0.42 |
-0.24 |
-36.4% |
1.03 |
| ATR |
0.65 |
0.65 |
0.00 |
-0.5% |
0.00 |
| Volume |
311,002 |
109,855 |
-201,147 |
-64.7% |
735,448 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.73 |
122.49 |
121.65 |
|
| R3 |
122.31 |
122.07 |
121.54 |
|
| R2 |
121.89 |
121.89 |
121.50 |
|
| R1 |
121.65 |
121.65 |
121.46 |
121.77 |
| PP |
121.47 |
121.47 |
121.47 |
121.53 |
| S1 |
121.23 |
121.23 |
121.38 |
121.35 |
| S2 |
121.05 |
121.05 |
121.34 |
|
| S3 |
120.63 |
120.81 |
121.30 |
|
| S4 |
120.21 |
120.39 |
121.19 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.18 |
124.57 |
122.46 |
|
| R3 |
124.15 |
123.54 |
122.17 |
|
| R2 |
123.12 |
123.12 |
122.08 |
|
| R1 |
122.51 |
122.51 |
121.98 |
122.30 |
| PP |
122.09 |
122.09 |
122.09 |
121.99 |
| S1 |
121.48 |
121.48 |
121.80 |
121.27 |
| S2 |
121.06 |
121.06 |
121.70 |
|
| S3 |
120.03 |
120.45 |
121.61 |
|
| S4 |
119.00 |
119.42 |
121.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.66 |
121.28 |
2.38 |
2.0% |
0.56 |
0.5% |
6% |
False |
True |
359,057 |
| 10 |
123.66 |
121.28 |
2.38 |
2.0% |
0.59 |
0.5% |
6% |
False |
True |
480,516 |
| 20 |
123.76 |
121.28 |
2.48 |
2.0% |
0.59 |
0.5% |
6% |
False |
True |
447,189 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.56 |
0.5% |
31% |
False |
False |
226,382 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
34% |
False |
False |
151,171 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.48 |
0.4% |
40% |
False |
False |
113,414 |
| 100 |
123.76 |
118.50 |
5.26 |
4.3% |
0.39 |
0.3% |
56% |
False |
False |
90,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.49 |
|
2.618 |
122.80 |
|
1.618 |
122.38 |
|
1.000 |
122.12 |
|
0.618 |
121.96 |
|
HIGH |
121.70 |
|
0.618 |
121.54 |
|
0.500 |
121.49 |
|
0.382 |
121.44 |
|
LOW |
121.28 |
|
0.618 |
121.02 |
|
1.000 |
120.86 |
|
1.618 |
120.60 |
|
2.618 |
120.18 |
|
4.250 |
119.50 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.49 |
122.00 |
| PP |
121.47 |
121.80 |
| S1 |
121.44 |
121.61 |
|