Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.99 |
121.80 |
0.81 |
0.7% |
120.18 |
| High |
121.70 |
121.91 |
0.21 |
0.2% |
121.70 |
| Low |
120.94 |
121.40 |
0.46 |
0.4% |
119.85 |
| Close |
121.48 |
121.56 |
0.08 |
0.1% |
121.48 |
| Range |
0.76 |
0.51 |
-0.25 |
-32.9% |
1.85 |
| ATR |
0.66 |
0.65 |
-0.01 |
-1.6% |
0.00 |
| Volume |
651,043 |
551,897 |
-99,146 |
-15.2% |
3,610,130 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.15 |
122.87 |
121.84 |
|
| R3 |
122.64 |
122.36 |
121.70 |
|
| R2 |
122.13 |
122.13 |
121.65 |
|
| R1 |
121.85 |
121.85 |
121.61 |
121.74 |
| PP |
121.62 |
121.62 |
121.62 |
121.57 |
| S1 |
121.34 |
121.34 |
121.51 |
121.23 |
| S2 |
121.11 |
121.11 |
121.47 |
|
| S3 |
120.60 |
120.83 |
121.42 |
|
| S4 |
120.09 |
120.32 |
121.28 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.56 |
125.87 |
122.50 |
|
| R3 |
124.71 |
124.02 |
121.99 |
|
| R2 |
122.86 |
122.86 |
121.82 |
|
| R1 |
122.17 |
122.17 |
121.65 |
122.52 |
| PP |
121.01 |
121.01 |
121.01 |
121.18 |
| S1 |
120.32 |
120.32 |
121.31 |
120.67 |
| S2 |
119.16 |
119.16 |
121.14 |
|
| S3 |
117.31 |
118.47 |
120.97 |
|
| S4 |
115.46 |
116.62 |
120.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.91 |
119.85 |
2.06 |
1.7% |
0.64 |
0.5% |
83% |
True |
False |
711,707 |
| 10 |
121.91 |
119.85 |
2.06 |
1.7% |
0.65 |
0.5% |
83% |
True |
False |
726,815 |
| 20 |
121.91 |
119.85 |
2.06 |
1.7% |
0.63 |
0.5% |
83% |
True |
False |
586,260 |
| 40 |
121.91 |
118.61 |
3.30 |
2.7% |
0.61 |
0.5% |
89% |
True |
False |
296,687 |
| 60 |
121.91 |
118.61 |
3.30 |
2.7% |
0.59 |
0.5% |
89% |
True |
False |
198,053 |
| 80 |
121.91 |
116.44 |
5.47 |
4.5% |
0.53 |
0.4% |
94% |
True |
False |
148,558 |
| 100 |
121.91 |
116.37 |
5.54 |
4.6% |
0.43 |
0.4% |
94% |
True |
False |
118,874 |
| 120 |
122.19 |
116.37 |
5.82 |
4.8% |
0.36 |
0.3% |
89% |
False |
False |
99,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.08 |
|
2.618 |
123.25 |
|
1.618 |
122.74 |
|
1.000 |
122.42 |
|
0.618 |
122.23 |
|
HIGH |
121.91 |
|
0.618 |
121.72 |
|
0.500 |
121.66 |
|
0.382 |
121.59 |
|
LOW |
121.40 |
|
0.618 |
121.08 |
|
1.000 |
120.89 |
|
1.618 |
120.57 |
|
2.618 |
120.06 |
|
4.250 |
119.23 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.66 |
121.47 |
| PP |
121.62 |
121.38 |
| S1 |
121.59 |
121.29 |
|