Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.71 |
121.72 |
0.01 |
0.0% |
120.18 |
| High |
122.00 |
122.55 |
0.55 |
0.5% |
121.70 |
| Low |
121.58 |
121.51 |
-0.07 |
-0.1% |
119.85 |
| Close |
121.88 |
122.32 |
0.44 |
0.4% |
121.48 |
| Range |
0.42 |
1.04 |
0.62 |
147.6% |
1.85 |
| ATR |
0.63 |
0.66 |
0.03 |
4.7% |
0.00 |
| Volume |
888,267 |
1,045,393 |
157,126 |
17.7% |
3,610,130 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.25 |
124.82 |
122.89 |
|
| R3 |
124.21 |
123.78 |
122.61 |
|
| R2 |
123.17 |
123.17 |
122.51 |
|
| R1 |
122.74 |
122.74 |
122.42 |
122.96 |
| PP |
122.13 |
122.13 |
122.13 |
122.23 |
| S1 |
121.70 |
121.70 |
122.22 |
121.92 |
| S2 |
121.09 |
121.09 |
122.13 |
|
| S3 |
120.05 |
120.66 |
122.03 |
|
| S4 |
119.01 |
119.62 |
121.75 |
|
|
| 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 |
122.55 |
120.94 |
1.61 |
1.3% |
0.66 |
0.5% |
86% |
True |
False |
789,977 |
| 10 |
122.55 |
119.85 |
2.70 |
2.2% |
0.67 |
0.5% |
91% |
True |
False |
749,845 |
| 20 |
122.55 |
119.85 |
2.70 |
2.2% |
0.65 |
0.5% |
91% |
True |
False |
700,626 |
| 40 |
122.55 |
118.61 |
3.94 |
3.2% |
0.63 |
0.5% |
94% |
True |
False |
365,146 |
| 60 |
122.55 |
118.61 |
3.94 |
3.2% |
0.60 |
0.5% |
94% |
True |
False |
243,832 |
| 80 |
122.55 |
116.44 |
6.11 |
5.0% |
0.55 |
0.4% |
96% |
True |
False |
182,892 |
| 100 |
122.55 |
116.37 |
6.18 |
5.1% |
0.45 |
0.4% |
96% |
True |
False |
146,340 |
| 120 |
122.55 |
116.37 |
6.18 |
5.1% |
0.38 |
0.3% |
96% |
True |
False |
121,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.97 |
|
2.618 |
125.27 |
|
1.618 |
124.23 |
|
1.000 |
123.59 |
|
0.618 |
123.19 |
|
HIGH |
122.55 |
|
0.618 |
122.15 |
|
0.500 |
122.03 |
|
0.382 |
121.91 |
|
LOW |
121.51 |
|
0.618 |
120.87 |
|
1.000 |
120.47 |
|
1.618 |
119.83 |
|
2.618 |
118.79 |
|
4.250 |
117.09 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.22 |
122.18 |
| PP |
122.13 |
122.04 |
| S1 |
122.03 |
121.90 |
|