Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
122.04 |
121.74 |
-0.30 |
-0.2% |
122.10 |
| High |
122.05 |
121.85 |
-0.20 |
-0.2% |
122.49 |
| Low |
121.49 |
121.05 |
-0.44 |
-0.4% |
121.73 |
| Close |
121.90 |
121.36 |
-0.54 |
-0.4% |
122.32 |
| Range |
0.56 |
0.80 |
0.24 |
42.9% |
0.76 |
| ATR |
0.67 |
0.68 |
0.01 |
2.0% |
0.00 |
| Volume |
633,568 |
645,431 |
11,863 |
1.9% |
1,671,971 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.82 |
123.39 |
121.80 |
|
| R3 |
123.02 |
122.59 |
121.58 |
|
| R2 |
122.22 |
122.22 |
121.51 |
|
| R1 |
121.79 |
121.79 |
121.43 |
121.61 |
| PP |
121.42 |
121.42 |
121.42 |
121.33 |
| S1 |
120.99 |
120.99 |
121.29 |
120.81 |
| S2 |
120.62 |
120.62 |
121.21 |
|
| S3 |
119.82 |
120.19 |
121.14 |
|
| S4 |
119.02 |
119.39 |
120.92 |
|
|
| 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 |
122.47 |
121.05 |
1.42 |
1.2% |
0.59 |
0.5% |
22% |
False |
True |
542,817 |
| 10 |
122.49 |
120.76 |
1.73 |
1.4% |
0.55 |
0.5% |
35% |
False |
False |
559,106 |
| 20 |
122.49 |
118.78 |
3.71 |
3.1% |
0.59 |
0.5% |
70% |
False |
False |
583,141 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.68 |
0.6% |
77% |
False |
False |
438,783 |
| 60 |
122.88 |
117.47 |
5.41 |
4.5% |
0.66 |
0.5% |
72% |
False |
False |
293,086 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.62 |
0.5% |
59% |
False |
False |
219,906 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.53 |
0.4% |
53% |
False |
False |
176,152 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.44 |
0.4% |
52% |
False |
False |
146,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.25 |
|
2.618 |
123.94 |
|
1.618 |
123.14 |
|
1.000 |
122.65 |
|
0.618 |
122.34 |
|
HIGH |
121.85 |
|
0.618 |
121.54 |
|
0.500 |
121.45 |
|
0.382 |
121.36 |
|
LOW |
121.05 |
|
0.618 |
120.56 |
|
1.000 |
120.25 |
|
1.618 |
119.76 |
|
2.618 |
118.96 |
|
4.250 |
117.65 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.45 |
121.76 |
| PP |
121.42 |
121.63 |
| S1 |
121.39 |
121.49 |
|