Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118.87 |
119.06 |
0.19 |
0.2% |
119.62 |
| High |
118.94 |
119.48 |
0.54 |
0.5% |
120.26 |
| Low |
118.62 |
119.06 |
0.44 |
0.4% |
118.90 |
| Close |
118.94 |
119.40 |
0.46 |
0.4% |
118.99 |
| Range |
0.32 |
0.42 |
0.10 |
31.3% |
1.36 |
| ATR |
0.54 |
0.54 |
0.00 |
0.0% |
0.00 |
| Volume |
1,137 |
3,362 |
2,225 |
195.7% |
4,101 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.57 |
120.41 |
119.63 |
|
| R3 |
120.15 |
119.99 |
119.52 |
|
| R2 |
119.73 |
119.73 |
119.48 |
|
| R1 |
119.57 |
119.57 |
119.44 |
119.65 |
| PP |
119.31 |
119.31 |
119.31 |
119.36 |
| S1 |
119.15 |
119.15 |
119.36 |
119.23 |
| S2 |
118.89 |
118.89 |
119.32 |
|
| S3 |
118.47 |
118.73 |
119.28 |
|
| S4 |
118.05 |
118.31 |
119.17 |
|
|
| 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% |
0.47 |
0.4% |
48% |
False |
False |
1,676 |
| 10 |
120.50 |
118.62 |
1.88 |
1.6% |
0.59 |
0.5% |
41% |
False |
False |
884 |
| 20 |
121.12 |
118.62 |
2.50 |
2.1% |
0.45 |
0.4% |
31% |
False |
False |
461 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.41 |
0.3% |
64% |
False |
False |
284 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.28 |
0.2% |
64% |
False |
False |
227 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.21 |
0.2% |
52% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.27 |
|
2.618 |
120.58 |
|
1.618 |
120.16 |
|
1.000 |
119.90 |
|
0.618 |
119.74 |
|
HIGH |
119.48 |
|
0.618 |
119.32 |
|
0.500 |
119.27 |
|
0.382 |
119.22 |
|
LOW |
119.06 |
|
0.618 |
118.80 |
|
1.000 |
118.64 |
|
1.618 |
118.38 |
|
2.618 |
117.96 |
|
4.250 |
117.28 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.36 |
119.28 |
| PP |
119.31 |
119.17 |
| S1 |
119.27 |
119.05 |
|