Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119.77 |
120.69 |
0.92 |
0.8% |
118.70 |
| High |
120.50 |
120.90 |
0.40 |
0.3% |
120.50 |
| Low |
119.77 |
120.55 |
0.78 |
0.7% |
118.70 |
| Close |
120.49 |
120.85 |
0.36 |
0.3% |
120.49 |
| Range |
0.73 |
0.35 |
-0.38 |
-52.1% |
1.80 |
| ATR |
0.68 |
0.66 |
-0.02 |
-2.8% |
0.00 |
| Volume |
4,380 |
3,182 |
-1,198 |
-27.4% |
9,437 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.82 |
121.68 |
121.04 |
|
| R3 |
121.47 |
121.33 |
120.95 |
|
| R2 |
121.12 |
121.12 |
120.91 |
|
| R1 |
120.98 |
120.98 |
120.88 |
121.05 |
| PP |
120.77 |
120.77 |
120.77 |
120.80 |
| S1 |
120.63 |
120.63 |
120.82 |
120.70 |
| S2 |
120.42 |
120.42 |
120.79 |
|
| S3 |
120.07 |
120.28 |
120.75 |
|
| S4 |
119.72 |
119.93 |
120.66 |
|
|
| 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 |
120.90 |
118.74 |
2.16 |
1.8% |
0.62 |
0.5% |
98% |
True |
False |
2,376 |
| 10 |
120.90 |
118.61 |
2.29 |
1.9% |
0.65 |
0.5% |
98% |
True |
False |
2,351 |
| 20 |
120.90 |
118.61 |
2.29 |
1.9% |
0.62 |
0.5% |
98% |
True |
False |
1,933 |
| 40 |
121.12 |
118.61 |
2.51 |
2.1% |
0.51 |
0.4% |
89% |
False |
False |
997 |
| 60 |
121.12 |
116.37 |
4.75 |
3.9% |
0.43 |
0.4% |
94% |
False |
False |
710 |
| 80 |
122.08 |
116.37 |
5.71 |
4.7% |
0.32 |
0.3% |
78% |
False |
False |
565 |
| 100 |
123.48 |
116.37 |
7.11 |
5.9% |
0.26 |
0.2% |
63% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.39 |
|
2.618 |
121.82 |
|
1.618 |
121.47 |
|
1.000 |
121.25 |
|
0.618 |
121.12 |
|
HIGH |
120.90 |
|
0.618 |
120.77 |
|
0.500 |
120.73 |
|
0.382 |
120.68 |
|
LOW |
120.55 |
|
0.618 |
120.33 |
|
1.000 |
120.20 |
|
1.618 |
119.98 |
|
2.618 |
119.63 |
|
4.250 |
119.06 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.81 |
120.51 |
| PP |
120.77 |
120.16 |
| S1 |
120.73 |
119.82 |
|