Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.62 |
122.70 |
0.08 |
0.1% |
121.80 |
| High |
122.97 |
122.81 |
-0.16 |
-0.1% |
122.97 |
| Low |
122.49 |
122.54 |
0.05 |
0.0% |
121.25 |
| Close |
122.67 |
122.70 |
0.03 |
0.0% |
122.67 |
| Range |
0.48 |
0.27 |
-0.21 |
-43.8% |
1.72 |
| ATR |
0.66 |
0.63 |
-0.03 |
-4.2% |
0.00 |
| Volume |
938,357 |
515,506 |
-422,851 |
-45.1% |
4,237,201 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.49 |
123.37 |
122.85 |
|
| R3 |
123.22 |
123.10 |
122.77 |
|
| R2 |
122.95 |
122.95 |
122.75 |
|
| R1 |
122.83 |
122.83 |
122.72 |
122.84 |
| PP |
122.68 |
122.68 |
122.68 |
122.69 |
| S1 |
122.56 |
122.56 |
122.68 |
122.57 |
| S2 |
122.41 |
122.41 |
122.65 |
|
| S3 |
122.14 |
122.29 |
122.63 |
|
| S4 |
121.87 |
122.02 |
122.55 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.46 |
126.78 |
123.62 |
|
| R3 |
125.74 |
125.06 |
123.14 |
|
| R2 |
124.02 |
124.02 |
122.99 |
|
| R1 |
123.34 |
123.34 |
122.83 |
123.68 |
| PP |
122.30 |
122.30 |
122.30 |
122.47 |
| S1 |
121.62 |
121.62 |
122.51 |
121.96 |
| S2 |
120.58 |
120.58 |
122.35 |
|
| S3 |
118.86 |
119.90 |
122.20 |
|
| S4 |
117.14 |
118.18 |
121.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.97 |
121.25 |
1.72 |
1.4% |
0.56 |
0.5% |
84% |
False |
False |
840,162 |
| 10 |
122.97 |
119.85 |
3.12 |
2.5% |
0.60 |
0.5% |
91% |
False |
False |
775,934 |
| 20 |
122.97 |
119.85 |
3.12 |
2.5% |
0.63 |
0.5% |
91% |
False |
False |
707,248 |
| 40 |
122.97 |
118.70 |
4.27 |
3.5% |
0.59 |
0.5% |
94% |
False |
False |
401,430 |
| 60 |
122.97 |
118.61 |
4.36 |
3.6% |
0.60 |
0.5% |
94% |
False |
False |
268,062 |
| 80 |
122.97 |
117.52 |
5.45 |
4.4% |
0.55 |
0.4% |
95% |
False |
False |
201,063 |
| 100 |
122.97 |
116.37 |
6.60 |
5.4% |
0.46 |
0.4% |
96% |
False |
False |
160,876 |
| 120 |
122.97 |
116.37 |
6.60 |
5.4% |
0.38 |
0.3% |
96% |
False |
False |
134,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.96 |
|
2.618 |
123.52 |
|
1.618 |
123.25 |
|
1.000 |
123.08 |
|
0.618 |
122.98 |
|
HIGH |
122.81 |
|
0.618 |
122.71 |
|
0.500 |
122.68 |
|
0.382 |
122.64 |
|
LOW |
122.54 |
|
0.618 |
122.37 |
|
1.000 |
122.27 |
|
1.618 |
122.10 |
|
2.618 |
121.83 |
|
4.250 |
121.39 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.69 |
122.55 |
| PP |
122.68 |
122.39 |
| S1 |
122.68 |
122.24 |
|