Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118.98 |
119.29 |
0.31 |
0.3% |
120.71 |
| High |
119.35 |
119.50 |
0.15 |
0.1% |
120.71 |
| Low |
118.86 |
118.95 |
0.09 |
0.1% |
118.61 |
| Close |
119.09 |
119.24 |
0.15 |
0.1% |
118.86 |
| Range |
0.49 |
0.55 |
0.06 |
12.2% |
2.10 |
| ATR |
0.63 |
0.62 |
-0.01 |
-0.9% |
0.00 |
| Volume |
635 |
454 |
-181 |
-28.5% |
11,093 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.88 |
120.61 |
119.54 |
|
| R3 |
120.33 |
120.06 |
119.39 |
|
| R2 |
119.78 |
119.78 |
119.34 |
|
| R1 |
119.51 |
119.51 |
119.29 |
119.37 |
| PP |
119.23 |
119.23 |
119.23 |
119.16 |
| S1 |
118.96 |
118.96 |
119.19 |
118.82 |
| S2 |
118.68 |
118.68 |
119.14 |
|
| S3 |
118.13 |
118.41 |
119.09 |
|
| S4 |
117.58 |
117.86 |
118.94 |
|
|
| 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% |
0.72 |
0.6% |
33% |
False |
False |
863 |
| 10 |
120.84 |
118.61 |
2.23 |
1.9% |
0.70 |
0.6% |
28% |
False |
False |
1,765 |
| 20 |
120.84 |
118.61 |
2.23 |
1.9% |
0.64 |
0.5% |
28% |
False |
False |
1,414 |
| 40 |
121.12 |
117.54 |
3.58 |
3.0% |
0.51 |
0.4% |
47% |
False |
False |
738 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.40 |
0.3% |
60% |
False |
False |
532 |
| 80 |
122.08 |
116.37 |
5.71 |
4.8% |
0.30 |
0.3% |
50% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.84 |
|
2.618 |
120.94 |
|
1.618 |
120.39 |
|
1.000 |
120.05 |
|
0.618 |
119.84 |
|
HIGH |
119.50 |
|
0.618 |
119.29 |
|
0.500 |
119.23 |
|
0.382 |
119.16 |
|
LOW |
118.95 |
|
0.618 |
118.61 |
|
1.000 |
118.40 |
|
1.618 |
118.06 |
|
2.618 |
117.51 |
|
4.250 |
116.61 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.24 |
119.19 |
| PP |
119.23 |
119.15 |
| S1 |
119.23 |
119.10 |
|