Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.29 |
119.08 |
-0.21 |
-0.2% |
119.62 |
| High |
119.60 |
120.02 |
0.42 |
0.4% |
120.26 |
| Low |
119.29 |
119.08 |
-0.21 |
-0.2% |
118.90 |
| Close |
119.47 |
119.45 |
-0.02 |
0.0% |
118.99 |
| Range |
0.31 |
0.94 |
0.63 |
203.2% |
1.36 |
| ATR |
0.52 |
0.55 |
0.03 |
5.7% |
0.00 |
| Volume |
1,819 |
2,627 |
808 |
44.4% |
4,101 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.34 |
121.83 |
119.97 |
|
| R3 |
121.40 |
120.89 |
119.71 |
|
| R2 |
120.46 |
120.46 |
119.62 |
|
| R1 |
119.95 |
119.95 |
119.54 |
120.21 |
| PP |
119.52 |
119.52 |
119.52 |
119.64 |
| S1 |
119.01 |
119.01 |
119.36 |
119.27 |
| S2 |
118.58 |
118.58 |
119.28 |
|
| S3 |
117.64 |
118.07 |
119.19 |
|
| S4 |
116.70 |
117.13 |
118.93 |
|
|
| 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 |
120.02 |
118.62 |
1.40 |
1.2% |
0.46 |
0.4% |
59% |
True |
False |
1,817 |
| 10 |
120.33 |
118.62 |
1.71 |
1.4% |
0.60 |
0.5% |
49% |
False |
False |
1,306 |
| 20 |
121.12 |
118.62 |
2.50 |
2.1% |
0.49 |
0.4% |
33% |
False |
False |
680 |
| 40 |
121.12 |
116.37 |
4.75 |
4.0% |
0.45 |
0.4% |
65% |
False |
False |
386 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.30 |
0.2% |
65% |
False |
False |
297 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.22 |
0.2% |
53% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.02 |
|
2.618 |
122.48 |
|
1.618 |
121.54 |
|
1.000 |
120.96 |
|
0.618 |
120.60 |
|
HIGH |
120.02 |
|
0.618 |
119.66 |
|
0.500 |
119.55 |
|
0.382 |
119.44 |
|
LOW |
119.08 |
|
0.618 |
118.50 |
|
1.000 |
118.14 |
|
1.618 |
117.56 |
|
2.618 |
116.62 |
|
4.250 |
115.09 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.55 |
119.54 |
| PP |
119.52 |
119.51 |
| S1 |
119.48 |
119.48 |
|