Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.90 |
122.43 |
0.53 |
0.4% |
122.15 |
| High |
122.40 |
122.63 |
0.23 |
0.2% |
122.85 |
| Low |
121.76 |
122.17 |
0.41 |
0.3% |
121.80 |
| Close |
122.01 |
122.44 |
0.43 |
0.4% |
122.03 |
| Range |
0.64 |
0.46 |
-0.18 |
-28.1% |
1.05 |
| ATR |
0.75 |
0.74 |
-0.01 |
-1.2% |
0.00 |
| Volume |
493,839 |
544,851 |
51,012 |
10.3% |
2,914,883 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.79 |
123.58 |
122.69 |
|
| R3 |
123.33 |
123.12 |
122.57 |
|
| R2 |
122.87 |
122.87 |
122.52 |
|
| R1 |
122.66 |
122.66 |
122.48 |
122.77 |
| PP |
122.41 |
122.41 |
122.41 |
122.47 |
| S1 |
122.20 |
122.20 |
122.40 |
122.31 |
| S2 |
121.95 |
121.95 |
122.36 |
|
| S3 |
121.49 |
121.74 |
122.31 |
|
| S4 |
121.03 |
121.28 |
122.19 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.38 |
124.75 |
122.61 |
|
| R3 |
124.33 |
123.70 |
122.32 |
|
| R2 |
123.28 |
123.28 |
122.22 |
|
| R1 |
122.65 |
122.65 |
122.13 |
122.44 |
| PP |
122.23 |
122.23 |
122.23 |
122.12 |
| S1 |
121.60 |
121.60 |
121.93 |
121.39 |
| S2 |
121.18 |
121.18 |
121.84 |
|
| S3 |
120.13 |
120.55 |
121.74 |
|
| S4 |
119.08 |
119.50 |
121.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.85 |
121.76 |
1.09 |
0.9% |
0.64 |
0.5% |
62% |
False |
False |
574,447 |
| 10 |
122.85 |
120.13 |
2.72 |
2.2% |
0.66 |
0.5% |
85% |
False |
False |
579,164 |
| 20 |
122.85 |
119.96 |
2.89 |
2.4% |
0.75 |
0.6% |
86% |
False |
False |
624,971 |
| 40 |
122.85 |
119.92 |
2.93 |
2.4% |
0.70 |
0.6% |
86% |
False |
False |
609,822 |
| 60 |
122.85 |
117.47 |
5.38 |
4.4% |
0.72 |
0.6% |
92% |
False |
False |
588,071 |
| 80 |
122.85 |
117.47 |
5.38 |
4.4% |
0.71 |
0.6% |
92% |
False |
False |
443,406 |
| 100 |
124.05 |
117.47 |
6.58 |
5.4% |
0.67 |
0.5% |
76% |
False |
False |
354,823 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.62 |
0.5% |
68% |
False |
False |
295,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.59 |
|
2.618 |
123.83 |
|
1.618 |
123.37 |
|
1.000 |
123.09 |
|
0.618 |
122.91 |
|
HIGH |
122.63 |
|
0.618 |
122.45 |
|
0.500 |
122.40 |
|
0.382 |
122.35 |
|
LOW |
122.17 |
|
0.618 |
121.89 |
|
1.000 |
121.71 |
|
1.618 |
121.43 |
|
2.618 |
120.97 |
|
4.250 |
120.22 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.43 |
122.40 |
| PP |
122.41 |
122.35 |
| S1 |
122.40 |
122.31 |
|