Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.46 |
121.00 |
0.54 |
0.4% |
120.00 |
| High |
121.14 |
121.94 |
0.80 |
0.7% |
121.94 |
| Low |
120.13 |
121.00 |
0.87 |
0.7% |
119.96 |
| Close |
120.86 |
121.89 |
1.03 |
0.9% |
121.89 |
| Range |
1.01 |
0.94 |
-0.07 |
-6.9% |
1.98 |
| ATR |
0.80 |
0.82 |
0.02 |
2.5% |
0.00 |
| Volume |
683,277 |
588,550 |
-94,727 |
-13.9% |
2,793,038 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.43 |
124.10 |
122.41 |
|
| R3 |
123.49 |
123.16 |
122.15 |
|
| R2 |
122.55 |
122.55 |
122.06 |
|
| R1 |
122.22 |
122.22 |
121.98 |
122.39 |
| PP |
121.61 |
121.61 |
121.61 |
121.69 |
| S1 |
121.28 |
121.28 |
121.80 |
121.45 |
| S2 |
120.67 |
120.67 |
121.72 |
|
| S3 |
119.73 |
120.34 |
121.63 |
|
| S4 |
118.79 |
119.40 |
121.37 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.20 |
126.53 |
122.98 |
|
| R3 |
125.22 |
124.55 |
122.43 |
|
| R2 |
123.24 |
123.24 |
122.25 |
|
| R1 |
122.57 |
122.57 |
122.07 |
122.91 |
| PP |
121.26 |
121.26 |
121.26 |
121.43 |
| S1 |
120.59 |
120.59 |
121.71 |
120.93 |
| S2 |
119.28 |
119.28 |
121.53 |
|
| S3 |
117.30 |
118.61 |
121.35 |
|
| S4 |
115.32 |
116.63 |
120.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.94 |
119.96 |
1.98 |
1.6% |
0.76 |
0.6% |
97% |
True |
False |
558,607 |
| 10 |
122.18 |
119.96 |
2.22 |
1.8% |
0.83 |
0.7% |
87% |
False |
False |
643,993 |
| 20 |
122.28 |
119.92 |
2.36 |
1.9% |
0.82 |
0.7% |
83% |
False |
False |
661,384 |
| 40 |
122.49 |
118.78 |
3.71 |
3.0% |
0.72 |
0.6% |
84% |
False |
False |
623,979 |
| 60 |
122.49 |
117.47 |
5.02 |
4.1% |
0.73 |
0.6% |
88% |
False |
False |
524,696 |
| 80 |
122.88 |
117.47 |
5.41 |
4.4% |
0.70 |
0.6% |
82% |
False |
False |
394,028 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.66 |
0.5% |
67% |
False |
False |
315,315 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.59 |
0.5% |
60% |
False |
False |
262,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.94 |
|
2.618 |
124.40 |
|
1.618 |
123.46 |
|
1.000 |
122.88 |
|
0.618 |
122.52 |
|
HIGH |
121.94 |
|
0.618 |
121.58 |
|
0.500 |
121.47 |
|
0.382 |
121.36 |
|
LOW |
121.00 |
|
0.618 |
120.42 |
|
1.000 |
120.06 |
|
1.618 |
119.48 |
|
2.618 |
118.54 |
|
4.250 |
117.01 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.75 |
121.61 |
| PP |
121.61 |
121.32 |
| S1 |
121.47 |
121.04 |
|