Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.60 |
121.12 |
-0.48 |
-0.4% |
120.69 |
| High |
121.62 |
121.45 |
-0.17 |
-0.1% |
122.14 |
| Low |
120.91 |
120.66 |
-0.25 |
-0.2% |
120.51 |
| Close |
121.25 |
121.01 |
-0.24 |
-0.2% |
121.90 |
| Range |
0.71 |
0.79 |
0.08 |
11.3% |
1.63 |
| ATR |
0.67 |
0.68 |
0.01 |
1.3% |
0.00 |
| Volume |
706,565 |
993,455 |
286,890 |
40.6% |
4,178,135 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.41 |
123.00 |
121.44 |
|
| R3 |
122.62 |
122.21 |
121.23 |
|
| R2 |
121.83 |
121.83 |
121.15 |
|
| R1 |
121.42 |
121.42 |
121.08 |
121.23 |
| PP |
121.04 |
121.04 |
121.04 |
120.95 |
| S1 |
120.63 |
120.63 |
120.94 |
120.44 |
| S2 |
120.25 |
120.25 |
120.87 |
|
| S3 |
119.46 |
119.84 |
120.79 |
|
| S4 |
118.67 |
119.05 |
120.58 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.41 |
125.78 |
122.80 |
|
| R3 |
124.78 |
124.15 |
122.35 |
|
| R2 |
123.15 |
123.15 |
122.20 |
|
| R1 |
122.52 |
122.52 |
122.05 |
122.84 |
| PP |
121.52 |
121.52 |
121.52 |
121.67 |
| S1 |
120.89 |
120.89 |
121.75 |
121.21 |
| S2 |
119.89 |
119.89 |
121.60 |
|
| S3 |
118.26 |
119.26 |
121.45 |
|
| S4 |
116.63 |
117.63 |
121.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.44 |
120.66 |
1.78 |
1.5% |
0.76 |
0.6% |
20% |
False |
True |
835,064 |
| 10 |
122.44 |
120.51 |
1.93 |
1.6% |
0.68 |
0.6% |
26% |
False |
False |
815,732 |
| 20 |
122.85 |
120.51 |
2.34 |
1.9% |
0.65 |
0.5% |
21% |
False |
False |
809,875 |
| 40 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
36% |
False |
False |
771,244 |
| 60 |
123.04 |
118.74 |
4.30 |
3.6% |
0.61 |
0.5% |
53% |
False |
False |
569,544 |
| 80 |
123.04 |
118.61 |
4.43 |
3.7% |
0.62 |
0.5% |
54% |
False |
False |
427,512 |
| 100 |
123.04 |
117.54 |
5.50 |
4.5% |
0.57 |
0.5% |
63% |
False |
False |
342,022 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.51 |
0.4% |
70% |
False |
False |
285,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.81 |
|
2.618 |
123.52 |
|
1.618 |
122.73 |
|
1.000 |
122.24 |
|
0.618 |
121.94 |
|
HIGH |
121.45 |
|
0.618 |
121.15 |
|
0.500 |
121.06 |
|
0.382 |
120.96 |
|
LOW |
120.66 |
|
0.618 |
120.17 |
|
1.000 |
119.87 |
|
1.618 |
119.38 |
|
2.618 |
118.59 |
|
4.250 |
117.30 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.06 |
121.55 |
| PP |
121.04 |
121.37 |
| S1 |
121.03 |
121.19 |
|