Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119.29 |
119.04 |
-0.25 |
-0.2% |
120.71 |
| High |
119.50 |
119.71 |
0.21 |
0.2% |
120.71 |
| Low |
118.95 |
118.74 |
-0.21 |
-0.2% |
118.61 |
| Close |
119.24 |
119.46 |
0.22 |
0.2% |
118.86 |
| Range |
0.55 |
0.97 |
0.42 |
76.4% |
2.10 |
| ATR |
0.62 |
0.65 |
0.02 |
4.0% |
0.00 |
| Volume |
454 |
3,229 |
2,775 |
611.2% |
11,093 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.21 |
121.81 |
119.99 |
|
| R3 |
121.24 |
120.84 |
119.73 |
|
| R2 |
120.27 |
120.27 |
119.64 |
|
| R1 |
119.87 |
119.87 |
119.55 |
120.07 |
| PP |
119.30 |
119.30 |
119.30 |
119.41 |
| S1 |
118.90 |
118.90 |
119.37 |
119.10 |
| S2 |
118.33 |
118.33 |
119.28 |
|
| S3 |
117.36 |
117.93 |
119.19 |
|
| S4 |
116.39 |
116.96 |
118.93 |
|
|
| 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 |
120.00 |
118.61 |
1.39 |
1.2% |
0.77 |
0.6% |
61% |
False |
False |
1,155 |
| 10 |
120.84 |
118.61 |
2.23 |
1.9% |
0.70 |
0.6% |
38% |
False |
False |
1,826 |
| 20 |
120.84 |
118.61 |
2.23 |
1.9% |
0.65 |
0.5% |
38% |
False |
False |
1,566 |
| 40 |
121.12 |
117.54 |
3.58 |
3.0% |
0.52 |
0.4% |
54% |
False |
False |
808 |
| 60 |
121.12 |
116.37 |
4.75 |
4.0% |
0.41 |
0.3% |
65% |
False |
False |
585 |
| 80 |
122.08 |
116.37 |
5.71 |
4.8% |
0.31 |
0.3% |
54% |
False |
False |
474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.83 |
|
2.618 |
122.25 |
|
1.618 |
121.28 |
|
1.000 |
120.68 |
|
0.618 |
120.31 |
|
HIGH |
119.71 |
|
0.618 |
119.34 |
|
0.500 |
119.23 |
|
0.382 |
119.11 |
|
LOW |
118.74 |
|
0.618 |
118.14 |
|
1.000 |
117.77 |
|
1.618 |
117.17 |
|
2.618 |
116.20 |
|
4.250 |
114.62 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.38 |
119.38 |
| PP |
119.30 |
119.30 |
| S1 |
119.23 |
119.23 |
|