Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
122.07 |
121.63 |
-0.44 |
-0.4% |
120.15 |
| High |
122.18 |
122.01 |
-0.17 |
-0.1% |
122.28 |
| Low |
121.44 |
121.46 |
0.02 |
0.0% |
119.92 |
| Close |
121.62 |
121.59 |
-0.03 |
0.0% |
122.04 |
| Range |
0.74 |
0.55 |
-0.19 |
-25.7% |
2.36 |
| ATR |
0.78 |
0.76 |
-0.02 |
-2.1% |
0.00 |
| Volume |
638,656 |
634,134 |
-4,522 |
-0.7% |
3,377,215 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
123.01 |
121.89 |
|
| R3 |
122.79 |
122.46 |
121.74 |
|
| R2 |
122.24 |
122.24 |
121.69 |
|
| R1 |
121.91 |
121.91 |
121.64 |
121.80 |
| PP |
121.69 |
121.69 |
121.69 |
121.63 |
| S1 |
121.36 |
121.36 |
121.54 |
121.25 |
| S2 |
121.14 |
121.14 |
121.49 |
|
| S3 |
120.59 |
120.81 |
121.44 |
|
| S4 |
120.04 |
120.26 |
121.29 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.49 |
127.63 |
123.34 |
|
| R3 |
126.13 |
125.27 |
122.69 |
|
| R2 |
123.77 |
123.77 |
122.47 |
|
| R1 |
122.91 |
122.91 |
122.26 |
123.34 |
| PP |
121.41 |
121.41 |
121.41 |
121.63 |
| S1 |
120.55 |
120.55 |
121.82 |
120.98 |
| S2 |
119.05 |
119.05 |
121.61 |
|
| S3 |
116.69 |
118.19 |
121.39 |
|
| S4 |
114.33 |
115.83 |
120.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.28 |
120.37 |
1.91 |
1.6% |
0.79 |
0.6% |
64% |
False |
False |
675,740 |
| 10 |
122.28 |
119.92 |
2.36 |
1.9% |
0.74 |
0.6% |
71% |
False |
False |
675,395 |
| 20 |
122.49 |
119.92 |
2.57 |
2.1% |
0.70 |
0.6% |
65% |
False |
False |
614,420 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
82% |
False |
False |
615,631 |
| 60 |
122.49 |
117.47 |
5.02 |
4.1% |
0.70 |
0.6% |
82% |
False |
False |
439,148 |
| 80 |
122.88 |
117.47 |
5.41 |
4.4% |
0.65 |
0.5% |
76% |
False |
False |
329,498 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
63% |
False |
False |
263,746 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.53 |
0.4% |
56% |
False |
False |
219,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.35 |
|
2.618 |
123.45 |
|
1.618 |
122.90 |
|
1.000 |
122.56 |
|
0.618 |
122.35 |
|
HIGH |
122.01 |
|
0.618 |
121.80 |
|
0.500 |
121.74 |
|
0.382 |
121.67 |
|
LOW |
121.46 |
|
0.618 |
121.12 |
|
1.000 |
120.91 |
|
1.618 |
120.57 |
|
2.618 |
120.02 |
|
4.250 |
119.12 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.74 |
121.71 |
| PP |
121.69 |
121.67 |
| S1 |
121.64 |
121.63 |
|