Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.06 |
119.29 |
0.23 |
0.2% |
119.62 |
| High |
119.48 |
119.60 |
0.12 |
0.1% |
120.26 |
| Low |
119.06 |
119.29 |
0.23 |
0.2% |
118.90 |
| Close |
119.40 |
119.47 |
0.07 |
0.1% |
118.99 |
| Range |
0.42 |
0.31 |
-0.11 |
-26.2% |
1.36 |
| ATR |
0.54 |
0.52 |
-0.02 |
-3.0% |
0.00 |
| Volume |
3,362 |
1,819 |
-1,543 |
-45.9% |
4,101 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.38 |
120.24 |
119.64 |
|
| R3 |
120.07 |
119.93 |
119.56 |
|
| R2 |
119.76 |
119.76 |
119.53 |
|
| R1 |
119.62 |
119.62 |
119.50 |
119.69 |
| PP |
119.45 |
119.45 |
119.45 |
119.49 |
| S1 |
119.31 |
119.31 |
119.44 |
119.38 |
| S2 |
119.14 |
119.14 |
119.41 |
|
| S3 |
118.83 |
119.00 |
119.38 |
|
| S4 |
118.52 |
118.69 |
119.30 |
|
|
| 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 |
119.90 |
118.62 |
1.28 |
1.1% |
0.43 |
0.4% |
66% |
False |
False |
1,759 |
| 10 |
120.50 |
118.62 |
1.88 |
1.6% |
0.58 |
0.5% |
45% |
False |
False |
1,062 |
| 20 |
121.12 |
118.62 |
2.50 |
2.1% |
0.46 |
0.4% |
34% |
False |
False |
549 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.42 |
0.4% |
65% |
False |
False |
326 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.28 |
0.2% |
65% |
False |
False |
255 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.21 |
0.2% |
53% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.92 |
|
2.618 |
120.41 |
|
1.618 |
120.10 |
|
1.000 |
119.91 |
|
0.618 |
119.79 |
|
HIGH |
119.60 |
|
0.618 |
119.48 |
|
0.500 |
119.45 |
|
0.382 |
119.41 |
|
LOW |
119.29 |
|
0.618 |
119.10 |
|
1.000 |
118.98 |
|
1.618 |
118.79 |
|
2.618 |
118.48 |
|
4.250 |
117.97 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.46 |
119.35 |
| PP |
119.45 |
119.23 |
| S1 |
119.45 |
119.11 |
|