Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.78 |
119.92 |
0.14 |
0.1% |
120.99 |
| High |
120.09 |
120.26 |
0.17 |
0.1% |
121.03 |
| Low |
119.30 |
119.78 |
0.48 |
0.4% |
119.50 |
| Close |
119.88 |
119.96 |
0.08 |
0.1% |
119.79 |
| Range |
0.79 |
0.48 |
-0.31 |
-39.2% |
1.53 |
| ATR |
0.55 |
0.55 |
-0.01 |
-1.0% |
0.00 |
| Volume |
19 |
1,402 |
1,383 |
7,278.9% |
269 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.44 |
121.18 |
120.22 |
|
| R3 |
120.96 |
120.70 |
120.09 |
|
| R2 |
120.48 |
120.48 |
120.05 |
|
| R1 |
120.22 |
120.22 |
120.00 |
120.35 |
| PP |
120.00 |
120.00 |
120.00 |
120.07 |
| S1 |
119.74 |
119.74 |
119.92 |
119.87 |
| S2 |
119.52 |
119.52 |
119.87 |
|
| S3 |
119.04 |
119.26 |
119.83 |
|
| S4 |
118.56 |
118.78 |
119.70 |
|
|
| 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 |
120.50 |
119.17 |
1.33 |
1.1% |
0.72 |
0.6% |
59% |
False |
False |
365 |
| 10 |
121.05 |
119.17 |
1.88 |
1.6% |
0.55 |
0.5% |
42% |
False |
False |
196 |
| 20 |
121.12 |
118.70 |
2.42 |
2.0% |
0.44 |
0.4% |
52% |
False |
False |
128 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.37 |
0.3% |
76% |
False |
False |
124 |
| 60 |
122.08 |
116.37 |
5.71 |
4.8% |
0.25 |
0.2% |
63% |
False |
False |
129 |
| 80 |
123.48 |
116.37 |
7.11 |
5.9% |
0.18 |
0.2% |
50% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.30 |
|
2.618 |
121.52 |
|
1.618 |
121.04 |
|
1.000 |
120.74 |
|
0.618 |
120.56 |
|
HIGH |
120.26 |
|
0.618 |
120.08 |
|
0.500 |
120.02 |
|
0.382 |
119.96 |
|
LOW |
119.78 |
|
0.618 |
119.48 |
|
1.000 |
119.30 |
|
1.618 |
119.00 |
|
2.618 |
118.52 |
|
4.250 |
117.74 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.02 |
119.88 |
| PP |
120.00 |
119.80 |
| S1 |
119.98 |
119.72 |
|