Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.17 |
120.33 |
0.16 |
0.1% |
118.87 |
| High |
120.39 |
120.33 |
-0.06 |
0.0% |
120.84 |
| Low |
120.10 |
119.80 |
-0.30 |
-0.2% |
118.62 |
| Close |
120.21 |
120.27 |
0.06 |
0.0% |
120.66 |
| Range |
0.29 |
0.53 |
0.24 |
82.8% |
2.22 |
| ATR |
0.59 |
0.59 |
0.00 |
-0.7% |
0.00 |
| Volume |
3,594 |
4,811 |
1,217 |
33.9% |
11,055 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.72 |
121.53 |
120.56 |
|
| R3 |
121.19 |
121.00 |
120.42 |
|
| R2 |
120.66 |
120.66 |
120.37 |
|
| R1 |
120.47 |
120.47 |
120.32 |
120.30 |
| PP |
120.13 |
120.13 |
120.13 |
120.05 |
| S1 |
119.94 |
119.94 |
120.22 |
119.77 |
| S2 |
119.60 |
119.60 |
120.17 |
|
| S3 |
119.07 |
119.41 |
120.12 |
|
| S4 |
118.54 |
118.88 |
119.98 |
|
|
| 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 |
119.08 |
1.76 |
1.5% |
0.68 |
0.6% |
68% |
False |
False |
2,667 |
| 10 |
120.84 |
118.62 |
2.22 |
1.8% |
0.56 |
0.5% |
74% |
False |
False |
2,213 |
| 20 |
121.05 |
118.62 |
2.43 |
2.0% |
0.55 |
0.5% |
68% |
False |
False |
1,204 |
| 40 |
121.12 |
116.44 |
4.68 |
3.9% |
0.47 |
0.4% |
82% |
False |
False |
638 |
| 60 |
121.12 |
116.37 |
4.75 |
3.9% |
0.34 |
0.3% |
82% |
False |
False |
469 |
| 80 |
122.19 |
116.37 |
5.82 |
4.8% |
0.25 |
0.2% |
67% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.58 |
|
2.618 |
121.72 |
|
1.618 |
121.19 |
|
1.000 |
120.86 |
|
0.618 |
120.66 |
|
HIGH |
120.33 |
|
0.618 |
120.13 |
|
0.500 |
120.07 |
|
0.382 |
120.00 |
|
LOW |
119.80 |
|
0.618 |
119.47 |
|
1.000 |
119.27 |
|
1.618 |
118.94 |
|
2.618 |
118.41 |
|
4.250 |
117.55 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.20 |
120.27 |
| PP |
120.13 |
120.26 |
| S1 |
120.07 |
120.26 |
|