Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.21 |
118.87 |
-0.34 |
-0.3% |
119.62 |
| High |
119.21 |
118.94 |
-0.27 |
-0.2% |
120.26 |
| Low |
118.90 |
118.62 |
-0.28 |
-0.2% |
118.90 |
| Close |
118.99 |
118.94 |
-0.05 |
0.0% |
118.99 |
| Range |
0.31 |
0.32 |
0.01 |
3.2% |
1.36 |
| ATR |
0.55 |
0.54 |
-0.01 |
-2.4% |
0.00 |
| Volume |
141 |
1,137 |
996 |
706.4% |
4,101 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.79 |
119.69 |
119.12 |
|
| R3 |
119.47 |
119.37 |
119.03 |
|
| R2 |
119.15 |
119.15 |
119.00 |
|
| R1 |
119.05 |
119.05 |
118.97 |
119.10 |
| PP |
118.83 |
118.83 |
118.83 |
118.86 |
| S1 |
118.73 |
118.73 |
118.91 |
118.78 |
| S2 |
118.51 |
118.51 |
118.88 |
|
| S3 |
118.19 |
118.41 |
118.85 |
|
| S4 |
117.87 |
118.09 |
118.76 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.46 |
122.59 |
119.74 |
|
| R3 |
122.10 |
121.23 |
119.36 |
|
| R2 |
120.74 |
120.74 |
119.24 |
|
| R1 |
119.87 |
119.87 |
119.11 |
119.63 |
| PP |
119.38 |
119.38 |
119.38 |
119.26 |
| S1 |
118.51 |
118.51 |
118.87 |
118.27 |
| S2 |
118.02 |
118.02 |
118.74 |
|
| S3 |
116.66 |
117.15 |
118.62 |
|
| S4 |
115.30 |
115.79 |
118.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.26 |
118.62 |
1.64 |
1.4% |
0.54 |
0.5% |
20% |
False |
True |
1,007 |
| 10 |
120.63 |
118.62 |
2.01 |
1.7% |
0.59 |
0.5% |
16% |
False |
True |
550 |
| 20 |
121.12 |
118.62 |
2.50 |
2.1% |
0.44 |
0.4% |
13% |
False |
True |
294 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.40 |
0.3% |
54% |
False |
False |
210 |
| 60 |
121.35 |
116.37 |
4.98 |
4.2% |
0.27 |
0.2% |
52% |
False |
False |
173 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.20 |
0.2% |
44% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.30 |
|
2.618 |
119.78 |
|
1.618 |
119.46 |
|
1.000 |
119.26 |
|
0.618 |
119.14 |
|
HIGH |
118.94 |
|
0.618 |
118.82 |
|
0.500 |
118.78 |
|
0.382 |
118.74 |
|
LOW |
118.62 |
|
0.618 |
118.42 |
|
1.000 |
118.30 |
|
1.618 |
118.10 |
|
2.618 |
117.78 |
|
4.250 |
117.26 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.89 |
119.26 |
| PP |
118.83 |
119.15 |
| S1 |
118.78 |
119.05 |
|