Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.28 |
121.50 |
0.22 |
0.2% |
122.66 |
| High |
121.63 |
121.57 |
-0.06 |
0.0% |
122.71 |
| Low |
121.26 |
121.02 |
-0.24 |
-0.2% |
121.68 |
| Close |
121.49 |
121.19 |
-0.30 |
-0.2% |
121.89 |
| Range |
0.37 |
0.55 |
0.18 |
48.6% |
1.03 |
| ATR |
0.63 |
0.63 |
-0.01 |
-0.9% |
0.00 |
| Volume |
215,251 |
261,375 |
46,124 |
21.4% |
735,448 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.91 |
122.60 |
121.49 |
|
| R3 |
122.36 |
122.05 |
121.34 |
|
| R2 |
121.81 |
121.81 |
121.29 |
|
| R1 |
121.50 |
121.50 |
121.24 |
121.38 |
| PP |
121.26 |
121.26 |
121.26 |
121.20 |
| S1 |
120.95 |
120.95 |
121.14 |
120.83 |
| S2 |
120.71 |
120.71 |
121.09 |
|
| S3 |
120.16 |
120.40 |
121.04 |
|
| S4 |
119.61 |
119.85 |
120.89 |
|
|
| 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 |
122.71 |
121.02 |
1.69 |
1.4% |
0.50 |
0.4% |
10% |
False |
True |
264,385 |
| 10 |
123.66 |
121.02 |
2.64 |
2.2% |
0.58 |
0.5% |
6% |
False |
True |
409,813 |
| 20 |
123.72 |
121.02 |
2.70 |
2.2% |
0.55 |
0.5% |
6% |
False |
True |
466,999 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.55 |
0.5% |
24% |
False |
False |
238,172 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
28% |
False |
False |
159,112 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
35% |
False |
False |
119,370 |
| 100 |
123.76 |
118.59 |
5.17 |
4.3% |
0.40 |
0.3% |
50% |
False |
False |
95,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.91 |
|
2.618 |
123.01 |
|
1.618 |
122.46 |
|
1.000 |
122.12 |
|
0.618 |
121.91 |
|
HIGH |
121.57 |
|
0.618 |
121.36 |
|
0.500 |
121.30 |
|
0.382 |
121.23 |
|
LOW |
121.02 |
|
0.618 |
120.68 |
|
1.000 |
120.47 |
|
1.618 |
120.13 |
|
2.618 |
119.58 |
|
4.250 |
118.68 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.30 |
121.36 |
| PP |
121.26 |
121.30 |
| S1 |
121.23 |
121.25 |
|