Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.58 |
121.71 |
0.13 |
0.1% |
120.18 |
| High |
121.84 |
122.00 |
0.16 |
0.1% |
121.70 |
| Low |
121.25 |
121.58 |
0.33 |
0.3% |
119.85 |
| Close |
121.74 |
121.88 |
0.14 |
0.1% |
121.48 |
| Range |
0.59 |
0.42 |
-0.17 |
-28.8% |
1.85 |
| ATR |
0.64 |
0.63 |
-0.02 |
-2.5% |
0.00 |
| Volume |
813,287 |
888,267 |
74,980 |
9.2% |
3,610,130 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.08 |
122.90 |
122.11 |
|
| R3 |
122.66 |
122.48 |
122.00 |
|
| R2 |
122.24 |
122.24 |
121.96 |
|
| R1 |
122.06 |
122.06 |
121.92 |
122.15 |
| PP |
121.82 |
121.82 |
121.82 |
121.87 |
| S1 |
121.64 |
121.64 |
121.84 |
121.73 |
| S2 |
121.40 |
121.40 |
121.80 |
|
| S3 |
120.98 |
121.22 |
121.76 |
|
| S4 |
120.56 |
120.80 |
121.65 |
|
|
| 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 |
122.00 |
120.66 |
1.34 |
1.1% |
0.57 |
0.5% |
91% |
True |
False |
755,639 |
| 10 |
122.00 |
119.85 |
2.15 |
1.8% |
0.61 |
0.5% |
94% |
True |
False |
724,593 |
| 20 |
122.00 |
119.85 |
2.15 |
1.8% |
0.61 |
0.5% |
94% |
True |
False |
663,264 |
| 40 |
122.00 |
118.61 |
3.39 |
2.8% |
0.61 |
0.5% |
96% |
True |
False |
339,131 |
| 60 |
122.00 |
118.61 |
3.39 |
2.8% |
0.59 |
0.5% |
96% |
True |
False |
226,410 |
| 80 |
122.00 |
116.44 |
5.56 |
4.6% |
0.54 |
0.4% |
98% |
True |
False |
169,826 |
| 100 |
122.00 |
116.37 |
5.63 |
4.6% |
0.44 |
0.4% |
98% |
True |
False |
135,888 |
| 120 |
122.19 |
116.37 |
5.82 |
4.8% |
0.37 |
0.3% |
95% |
False |
False |
113,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.79 |
|
2.618 |
123.10 |
|
1.618 |
122.68 |
|
1.000 |
122.42 |
|
0.618 |
122.26 |
|
HIGH |
122.00 |
|
0.618 |
121.84 |
|
0.500 |
121.79 |
|
0.382 |
121.74 |
|
LOW |
121.58 |
|
0.618 |
121.32 |
|
1.000 |
121.16 |
|
1.618 |
120.90 |
|
2.618 |
120.48 |
|
4.250 |
119.80 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.85 |
121.80 |
| PP |
121.82 |
121.71 |
| S1 |
121.79 |
121.63 |
|