Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.00 |
122.15 |
1.15 |
1.0% |
120.00 |
| High |
121.94 |
122.34 |
0.40 |
0.3% |
121.94 |
| Low |
121.00 |
121.92 |
0.92 |
0.8% |
119.96 |
| Close |
121.89 |
122.24 |
0.35 |
0.3% |
121.89 |
| Range |
0.94 |
0.42 |
-0.52 |
-55.3% |
1.98 |
| ATR |
0.82 |
0.80 |
-0.03 |
-3.2% |
0.00 |
| Volume |
588,550 |
542,933 |
-45,617 |
-7.8% |
2,793,038 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.43 |
123.25 |
122.47 |
|
| R3 |
123.01 |
122.83 |
122.36 |
|
| R2 |
122.59 |
122.59 |
122.32 |
|
| R1 |
122.41 |
122.41 |
122.28 |
122.50 |
| PP |
122.17 |
122.17 |
122.17 |
122.21 |
| S1 |
121.99 |
121.99 |
122.20 |
122.08 |
| S2 |
121.75 |
121.75 |
122.16 |
|
| S3 |
121.33 |
121.57 |
122.12 |
|
| S4 |
120.91 |
121.15 |
122.01 |
|
|
| 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 |
122.34 |
120.13 |
2.21 |
1.8% |
0.72 |
0.6% |
95% |
True |
False |
588,602 |
| 10 |
122.34 |
119.96 |
2.38 |
1.9% |
0.80 |
0.7% |
96% |
True |
False |
634,421 |
| 20 |
122.34 |
119.92 |
2.42 |
2.0% |
0.79 |
0.6% |
96% |
True |
False |
656,308 |
| 40 |
122.49 |
118.78 |
3.71 |
3.0% |
0.71 |
0.6% |
93% |
False |
False |
621,696 |
| 60 |
122.49 |
117.47 |
5.02 |
4.1% |
0.73 |
0.6% |
95% |
False |
False |
533,672 |
| 80 |
122.77 |
117.47 |
5.30 |
4.3% |
0.70 |
0.6% |
90% |
False |
False |
400,787 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.66 |
0.5% |
72% |
False |
False |
320,744 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.59 |
0.5% |
65% |
False |
False |
267,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.13 |
|
2.618 |
123.44 |
|
1.618 |
123.02 |
|
1.000 |
122.76 |
|
0.618 |
122.60 |
|
HIGH |
122.34 |
|
0.618 |
122.18 |
|
0.500 |
122.13 |
|
0.382 |
122.08 |
|
LOW |
121.92 |
|
0.618 |
121.66 |
|
1.000 |
121.50 |
|
1.618 |
121.24 |
|
2.618 |
120.82 |
|
4.250 |
120.14 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.20 |
121.91 |
| PP |
122.17 |
121.57 |
| S1 |
122.13 |
121.24 |
|