Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.50 |
122.00 |
-0.50 |
-0.4% |
122.70 |
| High |
122.85 |
122.42 |
-0.43 |
-0.4% |
123.04 |
| Low |
121.92 |
121.76 |
-0.16 |
-0.1% |
121.92 |
| Close |
122.09 |
122.30 |
0.21 |
0.2% |
122.09 |
| Range |
0.93 |
0.66 |
-0.27 |
-29.0% |
1.12 |
| ATR |
0.63 |
0.63 |
0.00 |
0.3% |
0.00 |
| Volume |
997,932 |
568,832 |
-429,100 |
-43.0% |
3,433,214 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.14 |
123.88 |
122.66 |
|
| R3 |
123.48 |
123.22 |
122.48 |
|
| R2 |
122.82 |
122.82 |
122.42 |
|
| R1 |
122.56 |
122.56 |
122.36 |
122.69 |
| PP |
122.16 |
122.16 |
122.16 |
122.23 |
| S1 |
121.90 |
121.90 |
122.24 |
122.03 |
| S2 |
121.50 |
121.50 |
122.18 |
|
| S3 |
120.84 |
121.24 |
122.12 |
|
| S4 |
120.18 |
120.58 |
121.94 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.71 |
125.02 |
122.71 |
|
| R3 |
124.59 |
123.90 |
122.40 |
|
| R2 |
123.47 |
123.47 |
122.30 |
|
| R1 |
122.78 |
122.78 |
122.19 |
122.57 |
| PP |
122.35 |
122.35 |
122.35 |
122.24 |
| S1 |
121.66 |
121.66 |
121.99 |
121.45 |
| S2 |
121.23 |
121.23 |
121.88 |
|
| S3 |
120.11 |
120.54 |
121.78 |
|
| S4 |
118.99 |
119.42 |
121.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.04 |
121.76 |
1.28 |
1.0% |
0.61 |
0.5% |
42% |
False |
True |
697,308 |
| 10 |
123.04 |
121.25 |
1.79 |
1.5% |
0.58 |
0.5% |
59% |
False |
False |
768,735 |
| 20 |
123.04 |
119.85 |
3.19 |
2.6% |
0.61 |
0.5% |
77% |
False |
False |
747,775 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.59 |
0.5% |
77% |
False |
False |
488,358 |
| 60 |
123.04 |
118.61 |
4.43 |
3.6% |
0.61 |
0.5% |
83% |
False |
False |
326,166 |
| 80 |
123.04 |
118.48 |
4.56 |
3.7% |
0.55 |
0.5% |
84% |
False |
False |
244,638 |
| 100 |
123.04 |
116.37 |
6.67 |
5.5% |
0.49 |
0.4% |
89% |
False |
False |
195,737 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.41 |
0.3% |
89% |
False |
False |
163,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.23 |
|
2.618 |
124.15 |
|
1.618 |
123.49 |
|
1.000 |
123.08 |
|
0.618 |
122.83 |
|
HIGH |
122.42 |
|
0.618 |
122.17 |
|
0.500 |
122.09 |
|
0.382 |
122.01 |
|
LOW |
121.76 |
|
0.618 |
121.35 |
|
1.000 |
121.10 |
|
1.618 |
120.69 |
|
2.618 |
120.03 |
|
4.250 |
118.96 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.23 |
122.40 |
| PP |
122.16 |
122.37 |
| S1 |
122.09 |
122.33 |
|