Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119.04 |
119.77 |
0.73 |
0.6% |
118.70 |
| High |
119.71 |
120.50 |
0.79 |
0.7% |
120.50 |
| Low |
118.74 |
119.77 |
1.03 |
0.9% |
118.70 |
| Close |
119.46 |
120.49 |
1.03 |
0.9% |
120.49 |
| Range |
0.97 |
0.73 |
-0.24 |
-24.7% |
1.80 |
| ATR |
0.65 |
0.68 |
0.03 |
4.3% |
0.00 |
| Volume |
3,229 |
4,380 |
1,151 |
35.6% |
9,437 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.44 |
122.20 |
120.89 |
|
| R3 |
121.71 |
121.47 |
120.69 |
|
| R2 |
120.98 |
120.98 |
120.62 |
|
| R1 |
120.74 |
120.74 |
120.56 |
120.86 |
| PP |
120.25 |
120.25 |
120.25 |
120.32 |
| S1 |
120.01 |
120.01 |
120.42 |
120.13 |
| S2 |
119.52 |
119.52 |
120.36 |
|
| S3 |
118.79 |
119.28 |
120.29 |
|
| S4 |
118.06 |
118.55 |
120.09 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.30 |
124.69 |
121.48 |
|
| R3 |
123.50 |
122.89 |
120.99 |
|
| R2 |
121.70 |
121.70 |
120.82 |
|
| R1 |
121.09 |
121.09 |
120.66 |
121.40 |
| PP |
119.90 |
119.90 |
119.90 |
120.05 |
| S1 |
119.29 |
119.29 |
120.33 |
119.60 |
| S2 |
118.10 |
118.10 |
120.16 |
|
| S3 |
116.30 |
117.49 |
120.00 |
|
| S4 |
114.50 |
115.69 |
119.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.50 |
118.70 |
1.80 |
1.5% |
0.64 |
0.5% |
99% |
True |
False |
1,887 |
| 10 |
120.71 |
118.61 |
2.10 |
1.7% |
0.67 |
0.6% |
90% |
False |
False |
2,053 |
| 20 |
120.84 |
118.61 |
2.23 |
1.9% |
0.65 |
0.5% |
84% |
False |
False |
1,784 |
| 40 |
121.12 |
118.48 |
2.64 |
2.2% |
0.51 |
0.4% |
76% |
False |
False |
917 |
| 60 |
121.12 |
116.37 |
4.75 |
3.9% |
0.43 |
0.4% |
87% |
False |
False |
657 |
| 80 |
122.08 |
116.37 |
5.71 |
4.7% |
0.32 |
0.3% |
72% |
False |
False |
527 |
| 100 |
123.48 |
116.37 |
7.11 |
5.9% |
0.26 |
0.2% |
58% |
False |
False |
541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.60 |
|
2.618 |
122.41 |
|
1.618 |
121.68 |
|
1.000 |
121.23 |
|
0.618 |
120.95 |
|
HIGH |
120.50 |
|
0.618 |
120.22 |
|
0.500 |
120.14 |
|
0.382 |
120.05 |
|
LOW |
119.77 |
|
0.618 |
119.32 |
|
1.000 |
119.04 |
|
1.618 |
118.59 |
|
2.618 |
117.86 |
|
4.250 |
116.67 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.37 |
120.20 |
| PP |
120.25 |
119.91 |
| S1 |
120.14 |
119.62 |
|