Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120.90 |
121.14 |
0.24 |
0.2% |
120.69 |
| High |
121.20 |
121.46 |
0.26 |
0.2% |
121.31 |
| Low |
120.78 |
120.92 |
0.14 |
0.1% |
120.42 |
| Close |
121.02 |
121.39 |
0.37 |
0.3% |
120.61 |
| Range |
0.42 |
0.54 |
0.12 |
28.6% |
0.89 |
| ATR |
0.63 |
0.63 |
-0.01 |
-1.1% |
0.00 |
| Volume |
17,128 |
23,579 |
6,451 |
37.7% |
16,879 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.88 |
122.67 |
121.69 |
|
| R3 |
122.34 |
122.13 |
121.54 |
|
| R2 |
121.80 |
121.80 |
121.49 |
|
| R1 |
121.59 |
121.59 |
121.44 |
121.70 |
| PP |
121.26 |
121.26 |
121.26 |
121.31 |
| S1 |
121.05 |
121.05 |
121.34 |
121.16 |
| S2 |
120.72 |
120.72 |
121.29 |
|
| S3 |
120.18 |
120.51 |
121.24 |
|
| S4 |
119.64 |
119.97 |
121.09 |
|
|
| 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 |
121.46 |
120.34 |
1.12 |
0.9% |
0.57 |
0.5% |
94% |
True |
False |
11,558 |
| 10 |
121.46 |
118.74 |
2.72 |
2.2% |
0.58 |
0.5% |
97% |
True |
False |
7,519 |
| 20 |
121.46 |
118.61 |
2.85 |
2.3% |
0.64 |
0.5% |
98% |
True |
False |
4,642 |
| 40 |
121.46 |
118.61 |
2.85 |
2.3% |
0.55 |
0.5% |
98% |
True |
False |
2,596 |
| 60 |
121.46 |
116.37 |
5.09 |
4.2% |
0.49 |
0.4% |
99% |
True |
False |
1,765 |
| 80 |
121.46 |
116.37 |
5.09 |
4.2% |
0.37 |
0.3% |
99% |
True |
False |
1,352 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.30 |
0.2% |
86% |
False |
False |
1,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.76 |
|
2.618 |
122.87 |
|
1.618 |
122.33 |
|
1.000 |
122.00 |
|
0.618 |
121.79 |
|
HIGH |
121.46 |
|
0.618 |
121.25 |
|
0.500 |
121.19 |
|
0.382 |
121.13 |
|
LOW |
120.92 |
|
0.618 |
120.59 |
|
1.000 |
120.38 |
|
1.618 |
120.05 |
|
2.618 |
119.51 |
|
4.250 |
118.63 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.32 |
121.23 |
| PP |
121.26 |
121.06 |
| S1 |
121.19 |
120.90 |
|