Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120.52 |
120.15 |
-0.37 |
-0.3% |
121.22 |
| High |
120.61 |
120.36 |
-0.25 |
-0.2% |
121.70 |
| Low |
120.15 |
119.92 |
-0.23 |
-0.2% |
120.15 |
| Close |
120.33 |
120.30 |
-0.03 |
0.0% |
120.33 |
| Range |
0.46 |
0.44 |
-0.02 |
-4.3% |
1.55 |
| ATR |
0.72 |
0.70 |
-0.02 |
-2.8% |
0.00 |
| Volume |
584,369 |
598,831 |
14,462 |
2.5% |
2,766,079 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.51 |
121.35 |
120.54 |
|
| R3 |
121.07 |
120.91 |
120.42 |
|
| R2 |
120.63 |
120.63 |
120.38 |
|
| R1 |
120.47 |
120.47 |
120.34 |
120.55 |
| PP |
120.19 |
120.19 |
120.19 |
120.24 |
| S1 |
120.03 |
120.03 |
120.26 |
120.11 |
| S2 |
119.75 |
119.75 |
120.22 |
|
| S3 |
119.31 |
119.59 |
120.18 |
|
| S4 |
118.87 |
119.15 |
120.06 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.38 |
124.40 |
121.18 |
|
| R3 |
123.83 |
122.85 |
120.76 |
|
| R2 |
122.28 |
122.28 |
120.61 |
|
| R1 |
121.30 |
121.30 |
120.47 |
121.02 |
| PP |
120.73 |
120.73 |
120.73 |
120.58 |
| S1 |
119.75 |
119.75 |
120.19 |
119.47 |
| S2 |
119.18 |
119.18 |
120.05 |
|
| S3 |
117.63 |
118.20 |
119.90 |
|
| S4 |
116.08 |
116.65 |
119.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.70 |
119.92 |
1.78 |
1.5% |
0.68 |
0.6% |
21% |
False |
True |
672,982 |
| 10 |
122.47 |
119.92 |
2.55 |
2.1% |
0.70 |
0.6% |
15% |
False |
True |
635,865 |
| 20 |
122.49 |
119.92 |
2.57 |
2.1% |
0.63 |
0.5% |
15% |
False |
True |
595,185 |
| 40 |
122.49 |
117.47 |
5.02 |
4.2% |
0.69 |
0.6% |
56% |
False |
False |
553,997 |
| 60 |
122.63 |
117.47 |
5.16 |
4.3% |
0.69 |
0.6% |
55% |
False |
False |
371,678 |
| 80 |
124.05 |
117.47 |
6.58 |
5.5% |
0.64 |
0.5% |
43% |
False |
False |
278,881 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.59 |
0.5% |
39% |
False |
False |
223,352 |
| 120 |
124.99 |
117.47 |
7.52 |
6.3% |
0.49 |
0.4% |
38% |
False |
False |
186,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.23 |
|
2.618 |
121.51 |
|
1.618 |
121.07 |
|
1.000 |
120.80 |
|
0.618 |
120.63 |
|
HIGH |
120.36 |
|
0.618 |
120.19 |
|
0.500 |
120.14 |
|
0.382 |
120.09 |
|
LOW |
119.92 |
|
0.618 |
119.65 |
|
1.000 |
119.48 |
|
1.618 |
119.21 |
|
2.618 |
118.77 |
|
4.250 |
118.05 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.25 |
120.63 |
| PP |
120.19 |
120.52 |
| S1 |
120.14 |
120.41 |
|