Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.74 |
121.28 |
-0.46 |
-0.4% |
122.10 |
| High |
121.85 |
121.88 |
0.03 |
0.0% |
122.49 |
| Low |
121.05 |
120.97 |
-0.08 |
-0.1% |
121.73 |
| Close |
121.36 |
121.48 |
0.12 |
0.1% |
122.32 |
| Range |
0.80 |
0.91 |
0.11 |
13.8% |
0.76 |
| ATR |
0.68 |
0.70 |
0.02 |
2.4% |
0.00 |
| Volume |
645,431 |
711,344 |
65,913 |
10.2% |
1,671,971 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.17 |
123.74 |
121.98 |
|
| R3 |
123.26 |
122.83 |
121.73 |
|
| R2 |
122.35 |
122.35 |
121.65 |
|
| R1 |
121.92 |
121.92 |
121.56 |
122.14 |
| PP |
121.44 |
121.44 |
121.44 |
121.55 |
| S1 |
121.01 |
121.01 |
121.40 |
121.23 |
| S2 |
120.53 |
120.53 |
121.31 |
|
| S3 |
119.62 |
120.10 |
121.23 |
|
| S4 |
118.71 |
119.19 |
120.98 |
|
|
| 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 |
120.97 |
1.50 |
1.2% |
0.66 |
0.5% |
34% |
False |
True |
555,118 |
| 10 |
122.49 |
120.76 |
1.73 |
1.4% |
0.59 |
0.5% |
42% |
False |
False |
564,302 |
| 20 |
122.49 |
118.78 |
3.71 |
3.1% |
0.61 |
0.5% |
73% |
False |
False |
586,573 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
80% |
False |
False |
456,352 |
| 60 |
122.88 |
117.47 |
5.41 |
4.5% |
0.67 |
0.5% |
74% |
False |
False |
304,909 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.62 |
0.5% |
61% |
False |
False |
228,797 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.54 |
0.4% |
55% |
False |
False |
183,264 |
| 120 |
124.99 |
117.47 |
7.52 |
6.2% |
0.45 |
0.4% |
53% |
False |
False |
152,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.75 |
|
2.618 |
124.26 |
|
1.618 |
123.35 |
|
1.000 |
122.79 |
|
0.618 |
122.44 |
|
HIGH |
121.88 |
|
0.618 |
121.53 |
|
0.500 |
121.43 |
|
0.382 |
121.32 |
|
LOW |
120.97 |
|
0.618 |
120.41 |
|
1.000 |
120.06 |
|
1.618 |
119.50 |
|
2.618 |
118.59 |
|
4.250 |
117.10 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.46 |
121.51 |
| PP |
121.44 |
121.50 |
| S1 |
121.43 |
121.49 |
|