Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.54 |
120.90 |
0.36 |
0.3% |
120.69 |
| High |
120.94 |
121.20 |
0.26 |
0.2% |
121.31 |
| Low |
120.34 |
120.78 |
0.44 |
0.4% |
120.42 |
| Close |
120.57 |
121.02 |
0.45 |
0.4% |
120.61 |
| Range |
0.60 |
0.42 |
-0.18 |
-30.0% |
0.89 |
| ATR |
0.63 |
0.63 |
0.00 |
0.0% |
0.00 |
| Volume |
10,002 |
17,128 |
7,126 |
71.2% |
16,879 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.26 |
122.06 |
121.25 |
|
| R3 |
121.84 |
121.64 |
121.14 |
|
| R2 |
121.42 |
121.42 |
121.10 |
|
| R1 |
121.22 |
121.22 |
121.06 |
121.32 |
| PP |
121.00 |
121.00 |
121.00 |
121.05 |
| S1 |
120.80 |
120.80 |
120.98 |
120.90 |
| S2 |
120.58 |
120.58 |
120.94 |
|
| S3 |
120.16 |
120.38 |
120.90 |
|
| S4 |
119.74 |
119.96 |
120.79 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.45 |
122.92 |
121.10 |
|
| R3 |
122.56 |
122.03 |
120.85 |
|
| R2 |
121.67 |
121.67 |
120.77 |
|
| R1 |
121.14 |
121.14 |
120.69 |
120.96 |
| PP |
120.78 |
120.78 |
120.78 |
120.69 |
| S1 |
120.25 |
120.25 |
120.53 |
120.07 |
| S2 |
119.89 |
119.89 |
120.45 |
|
| S3 |
119.00 |
119.36 |
120.37 |
|
| S4 |
118.11 |
118.47 |
120.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.31 |
120.34 |
0.97 |
0.8% |
0.57 |
0.5% |
70% |
False |
False |
7,494 |
| 10 |
121.31 |
118.74 |
2.57 |
2.1% |
0.58 |
0.5% |
89% |
False |
False |
5,207 |
| 20 |
121.31 |
118.61 |
2.70 |
2.2% |
0.63 |
0.5% |
89% |
False |
False |
3,554 |
| 40 |
121.31 |
118.61 |
2.70 |
2.2% |
0.54 |
0.4% |
89% |
False |
False |
2,008 |
| 60 |
121.31 |
116.37 |
4.94 |
4.1% |
0.49 |
0.4% |
94% |
False |
False |
1,374 |
| 80 |
121.31 |
116.37 |
4.94 |
4.1% |
0.36 |
0.3% |
94% |
False |
False |
1,059 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.29 |
0.2% |
80% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.99 |
|
2.618 |
122.30 |
|
1.618 |
121.88 |
|
1.000 |
121.62 |
|
0.618 |
121.46 |
|
HIGH |
121.20 |
|
0.618 |
121.04 |
|
0.500 |
120.99 |
|
0.382 |
120.94 |
|
LOW |
120.78 |
|
0.618 |
120.52 |
|
1.000 |
120.36 |
|
1.618 |
120.10 |
|
2.618 |
119.68 |
|
4.250 |
119.00 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.01 |
120.96 |
| PP |
121.00 |
120.89 |
| S1 |
120.99 |
120.83 |
|