Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118.70 |
118.98 |
0.28 |
0.2% |
120.71 |
| High |
119.16 |
119.35 |
0.19 |
0.2% |
120.71 |
| Low |
118.70 |
118.86 |
0.16 |
0.1% |
118.61 |
| Close |
118.95 |
119.09 |
0.14 |
0.1% |
118.86 |
| Range |
0.46 |
0.49 |
0.03 |
6.5% |
2.10 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.7% |
0.00 |
| Volume |
739 |
635 |
-104 |
-14.1% |
11,093 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.57 |
120.32 |
119.36 |
|
| R3 |
120.08 |
119.83 |
119.22 |
|
| R2 |
119.59 |
119.59 |
119.18 |
|
| R1 |
119.34 |
119.34 |
119.13 |
119.47 |
| PP |
119.10 |
119.10 |
119.10 |
119.16 |
| S1 |
118.85 |
118.85 |
119.05 |
118.98 |
| S2 |
118.61 |
118.61 |
119.00 |
|
| S3 |
118.12 |
118.36 |
118.96 |
|
| S4 |
117.63 |
117.87 |
118.82 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.69 |
124.38 |
120.02 |
|
| R3 |
123.59 |
122.28 |
119.44 |
|
| R2 |
121.49 |
121.49 |
119.25 |
|
| R1 |
120.18 |
120.18 |
119.05 |
119.79 |
| PP |
119.39 |
119.39 |
119.39 |
119.20 |
| S1 |
118.08 |
118.08 |
118.67 |
117.69 |
| S2 |
117.29 |
117.29 |
118.48 |
|
| S3 |
115.19 |
115.98 |
118.28 |
|
| S4 |
113.09 |
113.88 |
117.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.52 |
118.61 |
1.91 |
1.6% |
0.71 |
0.6% |
25% |
False |
False |
1,735 |
| 10 |
120.84 |
118.61 |
2.23 |
1.9% |
0.67 |
0.6% |
22% |
False |
False |
1,902 |
| 20 |
120.84 |
118.61 |
2.23 |
1.9% |
0.63 |
0.5% |
22% |
False |
False |
1,393 |
| 40 |
121.12 |
117.54 |
3.58 |
3.0% |
0.50 |
0.4% |
43% |
False |
False |
727 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.39 |
0.3% |
57% |
False |
False |
527 |
| 80 |
122.19 |
116.37 |
5.82 |
4.9% |
0.29 |
0.2% |
47% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.43 |
|
2.618 |
120.63 |
|
1.618 |
120.14 |
|
1.000 |
119.84 |
|
0.618 |
119.65 |
|
HIGH |
119.35 |
|
0.618 |
119.16 |
|
0.500 |
119.11 |
|
0.382 |
119.05 |
|
LOW |
118.86 |
|
0.618 |
118.56 |
|
1.000 |
118.37 |
|
1.618 |
118.07 |
|
2.618 |
117.58 |
|
4.250 |
116.78 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.11 |
119.31 |
| PP |
119.10 |
119.23 |
| S1 |
119.10 |
119.16 |
|