Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120.33 |
119.62 |
-0.71 |
-0.6% |
120.99 |
| High |
120.33 |
119.95 |
-0.38 |
-0.3% |
121.03 |
| Low |
119.50 |
119.17 |
-0.33 |
-0.3% |
119.50 |
| Close |
119.79 |
119.57 |
-0.22 |
-0.2% |
119.79 |
| Range |
0.83 |
0.78 |
-0.05 |
-6.0% |
1.53 |
| ATR |
0.52 |
0.54 |
0.02 |
3.6% |
0.00 |
| Volume |
16 |
200 |
184 |
1,150.0% |
269 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.90 |
121.52 |
120.00 |
|
| R3 |
121.12 |
120.74 |
119.78 |
|
| R2 |
120.34 |
120.34 |
119.71 |
|
| R1 |
119.96 |
119.96 |
119.64 |
119.76 |
| PP |
119.56 |
119.56 |
119.56 |
119.47 |
| S1 |
119.18 |
119.18 |
119.50 |
118.98 |
| S2 |
118.78 |
118.78 |
119.43 |
|
| S3 |
118.00 |
118.40 |
119.36 |
|
| S4 |
117.22 |
117.62 |
119.14 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.70 |
123.77 |
120.63 |
|
| R3 |
123.17 |
122.24 |
120.21 |
|
| R2 |
121.64 |
121.64 |
120.07 |
|
| R1 |
120.71 |
120.71 |
119.93 |
120.41 |
| PP |
120.11 |
120.11 |
120.11 |
119.96 |
| S1 |
119.18 |
119.18 |
119.65 |
118.88 |
| S2 |
118.58 |
118.58 |
119.51 |
|
| S3 |
117.05 |
117.65 |
119.37 |
|
| S4 |
115.52 |
116.12 |
118.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.63 |
119.17 |
1.46 |
1.2% |
0.63 |
0.5% |
27% |
False |
True |
92 |
| 10 |
121.12 |
119.17 |
1.95 |
1.6% |
0.50 |
0.4% |
21% |
False |
True |
66 |
| 20 |
121.12 |
118.70 |
2.42 |
2.0% |
0.40 |
0.3% |
36% |
False |
False |
61 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.34 |
0.3% |
67% |
False |
False |
98 |
| 60 |
122.08 |
116.37 |
5.71 |
4.8% |
0.22 |
0.2% |
56% |
False |
False |
110 |
| 80 |
123.48 |
116.37 |
7.11 |
5.9% |
0.17 |
0.1% |
45% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.27 |
|
2.618 |
121.99 |
|
1.618 |
121.21 |
|
1.000 |
120.73 |
|
0.618 |
120.43 |
|
HIGH |
119.95 |
|
0.618 |
119.65 |
|
0.500 |
119.56 |
|
0.382 |
119.47 |
|
LOW |
119.17 |
|
0.618 |
118.69 |
|
1.000 |
118.39 |
|
1.618 |
117.91 |
|
2.618 |
117.13 |
|
4.250 |
115.86 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.57 |
119.84 |
| PP |
119.56 |
119.75 |
| S1 |
119.56 |
119.66 |
|