Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
122.49 |
122.84 |
0.35 |
0.3% |
122.15 |
| High |
122.89 |
122.94 |
0.05 |
0.0% |
122.85 |
| Low |
122.27 |
122.40 |
0.13 |
0.1% |
121.80 |
| Close |
122.81 |
122.70 |
-0.11 |
-0.1% |
122.03 |
| Range |
0.62 |
0.54 |
-0.08 |
-12.9% |
1.05 |
| ATR |
0.73 |
0.72 |
-0.01 |
-1.9% |
0.00 |
| Volume |
697,811 |
620,385 |
-77,426 |
-11.1% |
2,914,883 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.30 |
124.04 |
123.00 |
|
| R3 |
123.76 |
123.50 |
122.85 |
|
| R2 |
123.22 |
123.22 |
122.80 |
|
| R1 |
122.96 |
122.96 |
122.75 |
122.82 |
| PP |
122.68 |
122.68 |
122.68 |
122.61 |
| S1 |
122.42 |
122.42 |
122.65 |
122.28 |
| S2 |
122.14 |
122.14 |
122.60 |
|
| S3 |
121.60 |
121.88 |
122.55 |
|
| S4 |
121.06 |
121.34 |
122.40 |
|
|
| 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 |
122.94 |
121.76 |
1.18 |
1.0% |
0.65 |
0.5% |
80% |
True |
False |
600,737 |
| 10 |
122.94 |
121.00 |
1.94 |
1.6% |
0.61 |
0.5% |
88% |
True |
False |
586,031 |
| 20 |
122.94 |
119.96 |
2.98 |
2.4% |
0.73 |
0.6% |
92% |
True |
False |
626,725 |
| 40 |
122.94 |
119.92 |
3.02 |
2.5% |
0.70 |
0.6% |
92% |
True |
False |
620,046 |
| 60 |
122.94 |
117.47 |
5.47 |
4.5% |
0.71 |
0.6% |
96% |
True |
False |
608,222 |
| 80 |
122.94 |
117.47 |
5.47 |
4.5% |
0.70 |
0.6% |
96% |
True |
False |
459,878 |
| 100 |
123.65 |
117.47 |
6.18 |
5.0% |
0.67 |
0.5% |
85% |
False |
False |
367,997 |
| 120 |
124.80 |
117.47 |
7.33 |
6.0% |
0.63 |
0.5% |
71% |
False |
False |
306,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.24 |
|
2.618 |
124.35 |
|
1.618 |
123.81 |
|
1.000 |
123.48 |
|
0.618 |
123.27 |
|
HIGH |
122.94 |
|
0.618 |
122.73 |
|
0.500 |
122.67 |
|
0.382 |
122.61 |
|
LOW |
122.40 |
|
0.618 |
122.07 |
|
1.000 |
121.86 |
|
1.618 |
121.53 |
|
2.618 |
120.99 |
|
4.250 |
120.11 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.69 |
122.65 |
| PP |
122.68 |
122.60 |
| S1 |
122.67 |
122.56 |
|