Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.49 |
121.38 |
-0.11 |
-0.1% |
121.52 |
| High |
121.51 |
121.63 |
0.12 |
0.1% |
121.70 |
| Low |
121.11 |
121.02 |
-0.09 |
-0.1% |
120.91 |
| Close |
121.37 |
121.51 |
0.14 |
0.1% |
121.51 |
| Range |
0.40 |
0.61 |
0.21 |
52.5% |
0.79 |
| ATR |
0.60 |
0.60 |
0.00 |
0.2% |
0.00 |
| Volume |
582,111 |
739,306 |
157,195 |
27.0% |
1,781,048 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.22 |
122.97 |
121.85 |
|
| R3 |
122.61 |
122.36 |
121.68 |
|
| R2 |
122.00 |
122.00 |
121.62 |
|
| R1 |
121.75 |
121.75 |
121.57 |
121.88 |
| PP |
121.39 |
121.39 |
121.39 |
121.45 |
| S1 |
121.14 |
121.14 |
121.45 |
121.27 |
| S2 |
120.78 |
120.78 |
121.40 |
|
| S3 |
120.17 |
120.53 |
121.34 |
|
| S4 |
119.56 |
119.92 |
121.17 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.74 |
123.42 |
121.94 |
|
| R3 |
122.95 |
122.63 |
121.73 |
|
| R2 |
122.16 |
122.16 |
121.65 |
|
| R1 |
121.84 |
121.84 |
121.58 |
121.61 |
| PP |
121.37 |
121.37 |
121.37 |
121.26 |
| S1 |
121.05 |
121.05 |
121.44 |
120.82 |
| S2 |
120.58 |
120.58 |
121.37 |
|
| S3 |
119.79 |
120.26 |
121.29 |
|
| S4 |
119.00 |
119.47 |
121.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.70 |
120.91 |
0.79 |
0.7% |
0.53 |
0.4% |
76% |
False |
False |
356,209 |
| 10 |
121.70 |
120.34 |
1.36 |
1.1% |
0.54 |
0.4% |
86% |
False |
False |
188,593 |
| 20 |
121.70 |
118.70 |
3.00 |
2.5% |
0.56 |
0.5% |
94% |
False |
False |
95,612 |
| 40 |
121.70 |
118.61 |
3.09 |
2.5% |
0.58 |
0.5% |
94% |
False |
False |
48,469 |
| 60 |
121.70 |
117.52 |
4.18 |
3.4% |
0.52 |
0.4% |
95% |
False |
False |
32,335 |
| 80 |
121.70 |
116.37 |
5.33 |
4.4% |
0.42 |
0.3% |
96% |
False |
False |
24,283 |
| 100 |
122.19 |
116.37 |
5.82 |
4.8% |
0.33 |
0.3% |
88% |
False |
False |
19,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.22 |
|
2.618 |
123.23 |
|
1.618 |
122.62 |
|
1.000 |
122.24 |
|
0.618 |
122.01 |
|
HIGH |
121.63 |
|
0.618 |
121.40 |
|
0.500 |
121.33 |
|
0.382 |
121.25 |
|
LOW |
121.02 |
|
0.618 |
120.64 |
|
1.000 |
120.41 |
|
1.618 |
120.03 |
|
2.618 |
119.42 |
|
4.250 |
118.43 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.45 |
121.46 |
| PP |
121.39 |
121.41 |
| S1 |
121.33 |
121.36 |
|