Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
122.25 |
122.40 |
0.15 |
0.1% |
120.00 |
| High |
122.74 |
122.70 |
-0.04 |
0.0% |
121.94 |
| Low |
122.22 |
122.13 |
-0.09 |
-0.1% |
119.96 |
| Close |
122.67 |
122.52 |
-0.15 |
-0.1% |
121.89 |
| Range |
0.52 |
0.57 |
0.05 |
9.6% |
1.98 |
| ATR |
0.76 |
0.74 |
-0.01 |
-1.8% |
0.00 |
| Volume |
645,290 |
541,456 |
-103,834 |
-16.1% |
2,793,038 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.16 |
123.91 |
122.83 |
|
| R3 |
123.59 |
123.34 |
122.68 |
|
| R2 |
123.02 |
123.02 |
122.62 |
|
| R1 |
122.77 |
122.77 |
122.57 |
122.90 |
| PP |
122.45 |
122.45 |
122.45 |
122.51 |
| S1 |
122.20 |
122.20 |
122.47 |
122.33 |
| S2 |
121.88 |
121.88 |
122.42 |
|
| S3 |
121.31 |
121.63 |
122.36 |
|
| S4 |
120.74 |
121.06 |
122.21 |
|
|
| 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 |
121.00 |
1.74 |
1.4% |
0.57 |
0.5% |
87% |
False |
False |
571,326 |
| 10 |
122.74 |
119.96 |
2.78 |
2.3% |
0.72 |
0.6% |
92% |
False |
False |
577,465 |
| 20 |
122.74 |
119.92 |
2.82 |
2.3% |
0.74 |
0.6% |
92% |
False |
False |
633,480 |
| 40 |
122.74 |
119.85 |
2.89 |
2.4% |
0.69 |
0.6% |
92% |
False |
False |
617,707 |
| 60 |
122.74 |
117.47 |
5.27 |
4.3% |
0.72 |
0.6% |
96% |
False |
False |
562,114 |
| 80 |
122.77 |
117.47 |
5.30 |
4.3% |
0.70 |
0.6% |
95% |
False |
False |
422,344 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.66 |
0.5% |
77% |
False |
False |
337,977 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.60 |
0.5% |
69% |
False |
False |
281,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.12 |
|
2.618 |
124.19 |
|
1.618 |
123.62 |
|
1.000 |
123.27 |
|
0.618 |
123.05 |
|
HIGH |
122.70 |
|
0.618 |
122.48 |
|
0.500 |
122.42 |
|
0.382 |
122.35 |
|
LOW |
122.13 |
|
0.618 |
121.78 |
|
1.000 |
121.56 |
|
1.618 |
121.21 |
|
2.618 |
120.64 |
|
4.250 |
119.71 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.49 |
122.44 |
| PP |
122.45 |
122.35 |
| S1 |
122.42 |
122.27 |
|