Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
122.10 |
122.25 |
0.15 |
0.1% |
120.00 |
| High |
122.22 |
122.74 |
0.52 |
0.4% |
121.94 |
| Low |
121.80 |
122.22 |
0.42 |
0.3% |
119.96 |
| Close |
122.17 |
122.67 |
0.50 |
0.4% |
121.89 |
| Range |
0.42 |
0.52 |
0.10 |
23.8% |
1.98 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.9% |
0.00 |
| Volume |
538,402 |
645,290 |
106,888 |
19.9% |
2,793,038 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.10 |
123.91 |
122.96 |
|
| R3 |
123.58 |
123.39 |
122.81 |
|
| R2 |
123.06 |
123.06 |
122.77 |
|
| R1 |
122.87 |
122.87 |
122.72 |
122.97 |
| PP |
122.54 |
122.54 |
122.54 |
122.59 |
| S1 |
122.35 |
122.35 |
122.62 |
122.45 |
| S2 |
122.02 |
122.02 |
122.57 |
|
| S3 |
121.50 |
121.83 |
122.53 |
|
| S4 |
120.98 |
121.31 |
122.38 |
|
|
| 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 |
122.74 |
120.13 |
2.61 |
2.1% |
0.66 |
0.5% |
97% |
True |
False |
599,690 |
| 10 |
122.74 |
119.96 |
2.78 |
2.3% |
0.76 |
0.6% |
97% |
True |
False |
607,272 |
| 20 |
122.74 |
119.92 |
2.82 |
2.3% |
0.76 |
0.6% |
98% |
True |
False |
648,073 |
| 40 |
122.74 |
119.63 |
3.11 |
2.5% |
0.69 |
0.6% |
98% |
True |
False |
617,968 |
| 60 |
122.74 |
117.47 |
5.27 |
4.3% |
0.71 |
0.6% |
99% |
True |
False |
553,155 |
| 80 |
122.77 |
117.47 |
5.30 |
4.3% |
0.70 |
0.6% |
98% |
False |
False |
415,579 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.66 |
0.5% |
79% |
False |
False |
332,570 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.60 |
0.5% |
71% |
False |
False |
277,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.95 |
|
2.618 |
124.10 |
|
1.618 |
123.58 |
|
1.000 |
123.26 |
|
0.618 |
123.06 |
|
HIGH |
122.74 |
|
0.618 |
122.54 |
|
0.500 |
122.48 |
|
0.382 |
122.42 |
|
LOW |
122.22 |
|
0.618 |
121.90 |
|
1.000 |
121.70 |
|
1.618 |
121.38 |
|
2.618 |
120.86 |
|
4.250 |
120.01 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.61 |
122.54 |
| PP |
122.54 |
122.40 |
| S1 |
122.48 |
122.27 |
|