Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.38 |
122.04 |
0.66 |
0.5% |
120.73 |
| High |
122.12 |
122.34 |
0.22 |
0.2% |
121.96 |
| Low |
121.33 |
121.82 |
0.49 |
0.4% |
120.71 |
| Close |
121.81 |
122.24 |
0.43 |
0.4% |
121.32 |
| Range |
0.79 |
0.52 |
-0.27 |
-34.2% |
1.25 |
| ATR |
0.68 |
0.67 |
-0.01 |
-1.5% |
0.00 |
| Volume |
638,192 |
720,793 |
82,601 |
12.9% |
3,448,462 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.69 |
123.49 |
122.53 |
|
| R3 |
123.17 |
122.97 |
122.38 |
|
| R2 |
122.65 |
122.65 |
122.34 |
|
| R1 |
122.45 |
122.45 |
122.29 |
122.55 |
| PP |
122.13 |
122.13 |
122.13 |
122.19 |
| S1 |
121.93 |
121.93 |
122.19 |
122.03 |
| S2 |
121.61 |
121.61 |
122.14 |
|
| S3 |
121.09 |
121.41 |
122.10 |
|
| S4 |
120.57 |
120.89 |
121.95 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.08 |
124.45 |
122.01 |
|
| R3 |
123.83 |
123.20 |
121.66 |
|
| R2 |
122.58 |
122.58 |
121.55 |
|
| R1 |
121.95 |
121.95 |
121.43 |
122.27 |
| PP |
121.33 |
121.33 |
121.33 |
121.49 |
| S1 |
120.70 |
120.70 |
121.21 |
121.02 |
| S2 |
120.08 |
120.08 |
121.09 |
|
| S3 |
118.83 |
119.45 |
120.98 |
|
| S4 |
117.58 |
118.20 |
120.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.34 |
121.16 |
1.18 |
1.0% |
0.64 |
0.5% |
92% |
True |
False |
713,269 |
| 10 |
122.34 |
120.66 |
1.68 |
1.4% |
0.67 |
0.5% |
94% |
True |
False |
735,232 |
| 20 |
122.44 |
120.51 |
1.93 |
1.6% |
0.67 |
0.5% |
90% |
False |
False |
776,917 |
| 40 |
123.04 |
119.97 |
3.07 |
2.5% |
0.63 |
0.5% |
74% |
False |
False |
769,069 |
| 60 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
75% |
False |
False |
663,175 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.62 |
0.5% |
82% |
False |
False |
498,097 |
| 100 |
123.04 |
118.61 |
4.43 |
3.6% |
0.59 |
0.5% |
82% |
False |
False |
398,537 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.55 |
0.4% |
88% |
False |
False |
332,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.55 |
|
2.618 |
123.70 |
|
1.618 |
123.18 |
|
1.000 |
122.86 |
|
0.618 |
122.66 |
|
HIGH |
122.34 |
|
0.618 |
122.14 |
|
0.500 |
122.08 |
|
0.382 |
122.02 |
|
LOW |
121.82 |
|
0.618 |
121.50 |
|
1.000 |
121.30 |
|
1.618 |
120.98 |
|
2.618 |
120.46 |
|
4.250 |
119.61 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.19 |
122.08 |
| PP |
122.13 |
121.91 |
| S1 |
122.08 |
121.75 |
|