Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.31 |
121.20 |
-0.11 |
-0.1% |
122.07 |
| High |
122.04 |
121.50 |
-0.54 |
-0.4% |
122.18 |
| Low |
121.06 |
120.00 |
-1.06 |
-0.9% |
120.00 |
| Close |
121.43 |
120.26 |
-1.17 |
-1.0% |
120.26 |
| Range |
0.98 |
1.50 |
0.52 |
53.1% |
2.18 |
| ATR |
0.78 |
0.83 |
0.05 |
6.7% |
0.00 |
| Volume |
839,525 |
713,540 |
-125,985 |
-15.0% |
3,646,901 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.09 |
124.17 |
121.09 |
|
| R3 |
123.59 |
122.67 |
120.67 |
|
| R2 |
122.09 |
122.09 |
120.54 |
|
| R1 |
121.17 |
121.17 |
120.40 |
120.88 |
| PP |
120.59 |
120.59 |
120.59 |
120.44 |
| S1 |
119.67 |
119.67 |
120.12 |
119.38 |
| S2 |
119.09 |
119.09 |
119.99 |
|
| S3 |
117.59 |
118.17 |
119.85 |
|
| S4 |
116.09 |
116.67 |
119.44 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.35 |
125.99 |
121.46 |
|
| R3 |
125.17 |
123.81 |
120.86 |
|
| R2 |
122.99 |
122.99 |
120.66 |
|
| R1 |
121.63 |
121.63 |
120.46 |
121.22 |
| PP |
120.81 |
120.81 |
120.81 |
120.61 |
| S1 |
119.45 |
119.45 |
120.06 |
119.04 |
| S2 |
118.63 |
118.63 |
119.86 |
|
| S3 |
116.45 |
117.27 |
119.66 |
|
| S4 |
114.27 |
115.09 |
119.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.18 |
120.00 |
2.18 |
1.8% |
0.91 |
0.8% |
12% |
False |
True |
729,380 |
| 10 |
122.28 |
119.92 |
2.36 |
2.0% |
0.86 |
0.7% |
14% |
False |
False |
702,411 |
| 20 |
122.47 |
119.92 |
2.55 |
2.1% |
0.79 |
0.7% |
13% |
False |
False |
660,512 |
| 40 |
122.49 |
117.52 |
4.97 |
4.1% |
0.71 |
0.6% |
55% |
False |
False |
627,076 |
| 60 |
122.49 |
117.47 |
5.02 |
4.2% |
0.73 |
0.6% |
56% |
False |
False |
478,614 |
| 80 |
122.88 |
117.47 |
5.41 |
4.5% |
0.68 |
0.6% |
52% |
False |
False |
359,153 |
| 100 |
124.05 |
117.47 |
6.58 |
5.5% |
0.66 |
0.5% |
42% |
False |
False |
287,471 |
| 120 |
124.80 |
117.47 |
7.33 |
6.1% |
0.56 |
0.5% |
38% |
False |
False |
239,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.88 |
|
2.618 |
125.43 |
|
1.618 |
123.93 |
|
1.000 |
123.00 |
|
0.618 |
122.43 |
|
HIGH |
121.50 |
|
0.618 |
120.93 |
|
0.500 |
120.75 |
|
0.382 |
120.57 |
|
LOW |
120.00 |
|
0.618 |
119.07 |
|
1.000 |
118.50 |
|
1.618 |
117.57 |
|
2.618 |
116.07 |
|
4.250 |
113.63 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.75 |
121.02 |
| PP |
120.59 |
120.77 |
| S1 |
120.42 |
120.51 |
|