Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.37 |
120.58 |
0.21 |
0.2% |
122.07 |
| High |
120.77 |
120.99 |
0.22 |
0.2% |
122.18 |
| Low |
120.22 |
120.32 |
0.10 |
0.1% |
120.00 |
| Close |
120.49 |
120.65 |
0.16 |
0.1% |
120.26 |
| Range |
0.55 |
0.67 |
0.12 |
21.8% |
2.18 |
| ATR |
0.79 |
0.79 |
-0.01 |
-1.1% |
0.00 |
| Volume |
562,009 |
566,242 |
4,233 |
0.8% |
3,646,901 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.66 |
122.33 |
121.02 |
|
| R3 |
121.99 |
121.66 |
120.83 |
|
| R2 |
121.32 |
121.32 |
120.77 |
|
| R1 |
120.99 |
120.99 |
120.71 |
121.16 |
| PP |
120.65 |
120.65 |
120.65 |
120.74 |
| S1 |
120.32 |
120.32 |
120.59 |
120.49 |
| S2 |
119.98 |
119.98 |
120.53 |
|
| S3 |
119.31 |
119.65 |
120.47 |
|
| S4 |
118.64 |
118.98 |
120.28 |
|
|
| 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 |
122.04 |
119.96 |
2.08 |
1.7% |
0.87 |
0.7% |
33% |
False |
False |
614,855 |
| 10 |
122.28 |
119.96 |
2.32 |
1.9% |
0.86 |
0.7% |
30% |
False |
False |
664,068 |
| 20 |
122.28 |
119.92 |
2.36 |
2.0% |
0.81 |
0.7% |
31% |
False |
False |
665,631 |
| 40 |
122.49 |
118.61 |
3.88 |
3.2% |
0.70 |
0.6% |
53% |
False |
False |
622,373 |
| 60 |
122.49 |
117.47 |
5.02 |
4.2% |
0.72 |
0.6% |
63% |
False |
False |
503,668 |
| 80 |
122.88 |
117.47 |
5.41 |
4.5% |
0.69 |
0.6% |
59% |
False |
False |
378,155 |
| 100 |
124.05 |
117.47 |
6.58 |
5.5% |
0.67 |
0.6% |
48% |
False |
False |
302,610 |
| 120 |
124.80 |
117.47 |
7.33 |
6.1% |
0.57 |
0.5% |
43% |
False |
False |
252,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.84 |
|
2.618 |
122.74 |
|
1.618 |
122.07 |
|
1.000 |
121.66 |
|
0.618 |
121.40 |
|
HIGH |
120.99 |
|
0.618 |
120.73 |
|
0.500 |
120.66 |
|
0.382 |
120.58 |
|
LOW |
120.32 |
|
0.618 |
119.91 |
|
1.000 |
119.65 |
|
1.618 |
119.24 |
|
2.618 |
118.57 |
|
4.250 |
117.47 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.66 |
120.59 |
| PP |
120.65 |
120.53 |
| S1 |
120.65 |
120.48 |
|