Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119.08 |
120.00 |
0.92 |
0.8% |
118.87 |
| High |
120.02 |
120.84 |
0.82 |
0.7% |
120.84 |
| Low |
119.08 |
119.81 |
0.73 |
0.6% |
118.62 |
| Close |
119.45 |
120.66 |
1.21 |
1.0% |
120.66 |
| Range |
0.94 |
1.03 |
0.09 |
9.6% |
2.22 |
| ATR |
0.55 |
0.61 |
0.06 |
10.8% |
0.00 |
| Volume |
2,627 |
2,110 |
-517 |
-19.7% |
11,055 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.53 |
123.12 |
121.23 |
|
| R3 |
122.50 |
122.09 |
120.94 |
|
| R2 |
121.47 |
121.47 |
120.85 |
|
| R1 |
121.06 |
121.06 |
120.75 |
121.27 |
| PP |
120.44 |
120.44 |
120.44 |
120.54 |
| S1 |
120.03 |
120.03 |
120.57 |
120.24 |
| S2 |
119.41 |
119.41 |
120.47 |
|
| S3 |
118.38 |
119.00 |
120.38 |
|
| S4 |
117.35 |
117.97 |
120.09 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.70 |
125.90 |
121.88 |
|
| R3 |
124.48 |
123.68 |
121.27 |
|
| R2 |
122.26 |
122.26 |
121.07 |
|
| R1 |
121.46 |
121.46 |
120.86 |
121.86 |
| PP |
120.04 |
120.04 |
120.04 |
120.24 |
| S1 |
119.24 |
119.24 |
120.46 |
119.64 |
| S2 |
117.82 |
117.82 |
120.25 |
|
| S3 |
115.60 |
117.02 |
120.05 |
|
| S4 |
113.38 |
114.80 |
119.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.84 |
118.62 |
2.22 |
1.8% |
0.60 |
0.5% |
92% |
True |
False |
2,211 |
| 10 |
120.84 |
118.62 |
2.22 |
1.8% |
0.62 |
0.5% |
92% |
True |
False |
1,515 |
| 20 |
121.12 |
118.62 |
2.50 |
2.1% |
0.53 |
0.4% |
82% |
False |
False |
785 |
| 40 |
121.12 |
116.44 |
4.68 |
3.9% |
0.44 |
0.4% |
90% |
False |
False |
429 |
| 60 |
121.12 |
116.37 |
4.75 |
3.9% |
0.31 |
0.3% |
90% |
False |
False |
332 |
| 80 |
122.19 |
116.37 |
5.82 |
4.8% |
0.24 |
0.2% |
74% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.22 |
|
2.618 |
123.54 |
|
1.618 |
122.51 |
|
1.000 |
121.87 |
|
0.618 |
121.48 |
|
HIGH |
120.84 |
|
0.618 |
120.45 |
|
0.500 |
120.33 |
|
0.382 |
120.20 |
|
LOW |
119.81 |
|
0.618 |
119.17 |
|
1.000 |
118.78 |
|
1.618 |
118.14 |
|
2.618 |
117.11 |
|
4.250 |
115.43 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.55 |
120.43 |
| PP |
120.44 |
120.19 |
| S1 |
120.33 |
119.96 |
|