Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.67 |
120.77 |
0.10 |
0.1% |
118.70 |
| High |
120.80 |
121.30 |
0.50 |
0.4% |
120.50 |
| Low |
120.42 |
120.77 |
0.35 |
0.3% |
118.70 |
| Close |
120.78 |
121.25 |
0.47 |
0.4% |
120.49 |
| Range |
0.38 |
0.53 |
0.15 |
39.5% |
1.80 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.2% |
0.00 |
| Volume |
3,355 |
3,257 |
-98 |
-2.9% |
9,437 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.70 |
122.50 |
121.54 |
|
| R3 |
122.17 |
121.97 |
121.40 |
|
| R2 |
121.64 |
121.64 |
121.35 |
|
| R1 |
121.44 |
121.44 |
121.30 |
121.54 |
| PP |
121.11 |
121.11 |
121.11 |
121.16 |
| S1 |
120.91 |
120.91 |
121.20 |
121.01 |
| S2 |
120.58 |
120.58 |
121.15 |
|
| S3 |
120.05 |
120.38 |
121.10 |
|
| S4 |
119.52 |
119.85 |
120.96 |
|
|
| 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 |
121.30 |
118.74 |
2.56 |
2.1% |
0.59 |
0.5% |
98% |
True |
False |
3,480 |
| 10 |
121.30 |
118.61 |
2.69 |
2.2% |
0.65 |
0.5% |
98% |
True |
False |
2,172 |
| 20 |
121.30 |
118.61 |
2.69 |
2.2% |
0.61 |
0.5% |
98% |
True |
False |
2,192 |
| 40 |
121.30 |
118.61 |
2.69 |
2.2% |
0.52 |
0.4% |
98% |
True |
False |
1,160 |
| 60 |
121.30 |
116.37 |
4.93 |
4.1% |
0.45 |
0.4% |
99% |
True |
False |
813 |
| 80 |
122.08 |
116.37 |
5.71 |
4.7% |
0.34 |
0.3% |
85% |
False |
False |
645 |
| 100 |
123.48 |
116.37 |
7.11 |
5.9% |
0.27 |
0.2% |
69% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.55 |
|
2.618 |
122.69 |
|
1.618 |
122.16 |
|
1.000 |
121.83 |
|
0.618 |
121.63 |
|
HIGH |
121.30 |
|
0.618 |
121.10 |
|
0.500 |
121.04 |
|
0.382 |
120.97 |
|
LOW |
120.77 |
|
0.618 |
120.44 |
|
1.000 |
120.24 |
|
1.618 |
119.91 |
|
2.618 |
119.38 |
|
4.250 |
118.52 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.18 |
121.12 |
| PP |
121.11 |
120.99 |
| S1 |
121.04 |
120.86 |
|