Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
122.25 |
122.04 |
-0.21 |
-0.2% |
122.10 |
| High |
122.32 |
122.41 |
0.09 |
0.1% |
122.49 |
| Low |
121.73 |
121.81 |
0.08 |
0.1% |
121.73 |
| Close |
121.98 |
122.32 |
0.34 |
0.3% |
122.32 |
| Range |
0.59 |
0.60 |
0.01 |
1.7% |
0.76 |
| ATR |
0.68 |
0.67 |
-0.01 |
-0.8% |
0.00 |
| Volume |
649,841 |
426,304 |
-223,537 |
-34.4% |
1,671,971 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.98 |
123.75 |
122.65 |
|
| R3 |
123.38 |
123.15 |
122.49 |
|
| R2 |
122.78 |
122.78 |
122.43 |
|
| R1 |
122.55 |
122.55 |
122.38 |
122.67 |
| PP |
122.18 |
122.18 |
122.18 |
122.24 |
| S1 |
121.95 |
121.95 |
122.27 |
122.07 |
| S2 |
121.58 |
121.58 |
122.21 |
|
| S3 |
120.98 |
121.35 |
122.16 |
|
| S4 |
120.38 |
120.75 |
121.99 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.46 |
124.15 |
122.74 |
|
| R3 |
123.70 |
123.39 |
122.53 |
|
| R2 |
122.94 |
122.94 |
122.46 |
|
| R1 |
122.63 |
122.63 |
122.39 |
122.79 |
| PP |
122.18 |
122.18 |
122.18 |
122.26 |
| S1 |
121.87 |
121.87 |
122.25 |
122.03 |
| S2 |
121.42 |
121.42 |
122.18 |
|
| S3 |
120.66 |
121.11 |
122.11 |
|
| S4 |
119.90 |
120.35 |
121.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.49 |
120.88 |
1.61 |
1.3% |
0.57 |
0.5% |
89% |
False |
False |
532,354 |
| 10 |
122.49 |
119.95 |
2.54 |
2.1% |
0.56 |
0.5% |
93% |
False |
False |
554,506 |
| 20 |
122.49 |
117.52 |
4.97 |
4.1% |
0.62 |
0.5% |
97% |
False |
False |
583,372 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
97% |
False |
False |
397,988 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.65 |
0.5% |
90% |
False |
False |
265,790 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
74% |
False |
False |
199,512 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.51 |
0.4% |
66% |
False |
False |
159,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.96 |
|
2.618 |
123.98 |
|
1.618 |
123.38 |
|
1.000 |
123.01 |
|
0.618 |
122.78 |
|
HIGH |
122.41 |
|
0.618 |
122.18 |
|
0.500 |
122.11 |
|
0.382 |
122.04 |
|
LOW |
121.81 |
|
0.618 |
121.44 |
|
1.000 |
121.21 |
|
1.618 |
120.84 |
|
2.618 |
120.24 |
|
4.250 |
119.26 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.25 |
122.25 |
| PP |
122.18 |
122.18 |
| S1 |
122.11 |
122.11 |
|