Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
121.19 |
121.52 |
0.33 |
0.3% |
120.54 |
High |
121.41 |
121.58 |
0.17 |
0.1% |
121.50 |
Low |
120.78 |
120.95 |
0.17 |
0.1% |
120.34 |
Close |
121.21 |
121.21 |
0.00 |
0.0% |
121.21 |
Range |
0.63 |
0.63 |
0.00 |
0.0% |
1.16 |
ATR |
0.62 |
0.62 |
0.00 |
0.1% |
0.00 |
Volume |
26,608 |
28,145 |
1,537 |
5.8% |
104,890 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.14 |
122.80 |
121.56 |
|
R3 |
122.51 |
122.17 |
121.38 |
|
R2 |
121.88 |
121.88 |
121.33 |
|
R1 |
121.54 |
121.54 |
121.27 |
121.40 |
PP |
121.25 |
121.25 |
121.25 |
121.17 |
S1 |
120.91 |
120.91 |
121.15 |
120.77 |
S2 |
120.62 |
120.62 |
121.09 |
|
S3 |
119.99 |
120.28 |
121.04 |
|
S4 |
119.36 |
119.65 |
120.86 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.50 |
124.01 |
121.85 |
|
R3 |
123.34 |
122.85 |
121.53 |
|
R2 |
122.18 |
122.18 |
121.42 |
|
R1 |
121.69 |
121.69 |
121.32 |
121.94 |
PP |
121.02 |
121.02 |
121.02 |
121.14 |
S1 |
120.53 |
120.53 |
121.10 |
120.78 |
S2 |
119.86 |
119.86 |
121.00 |
|
S3 |
118.70 |
119.37 |
120.89 |
|
S4 |
117.54 |
118.21 |
120.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.58 |
120.78 |
0.80 |
0.7% |
0.55 |
0.5% |
54% |
True |
False |
24,606 |
10 |
121.58 |
120.34 |
1.24 |
1.0% |
0.56 |
0.5% |
70% |
True |
False |
14,673 |
20 |
121.58 |
118.61 |
2.97 |
2.5% |
0.60 |
0.5% |
88% |
True |
False |
8,512 |
40 |
121.58 |
118.61 |
2.97 |
2.5% |
0.58 |
0.5% |
88% |
True |
False |
4,651 |
60 |
121.58 |
116.44 |
5.14 |
4.2% |
0.51 |
0.4% |
93% |
True |
False |
3,126 |
80 |
121.58 |
116.37 |
5.21 |
4.3% |
0.39 |
0.3% |
93% |
True |
False |
2,379 |
100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.31 |
0.3% |
83% |
False |
False |
1,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.26 |
2.618 |
123.23 |
1.618 |
122.60 |
1.000 |
122.21 |
0.618 |
121.97 |
HIGH |
121.58 |
0.618 |
121.34 |
0.500 |
121.27 |
0.382 |
121.19 |
LOW |
120.95 |
0.618 |
120.56 |
1.000 |
120.32 |
1.618 |
119.93 |
2.618 |
119.30 |
4.250 |
118.27 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
121.27 |
121.20 |
PP |
121.25 |
121.19 |
S1 |
121.23 |
121.18 |
|