Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.04 |
122.31 |
0.27 |
0.2% |
120.73 |
| High |
122.34 |
122.34 |
0.00 |
0.0% |
121.96 |
| Low |
121.82 |
121.92 |
0.10 |
0.1% |
120.71 |
| Close |
122.24 |
122.24 |
0.00 |
0.0% |
121.32 |
| Range |
0.52 |
0.42 |
-0.10 |
-19.2% |
1.25 |
| ATR |
0.67 |
0.65 |
-0.02 |
-2.6% |
0.00 |
| Volume |
720,793 |
619,007 |
-101,786 |
-14.1% |
3,448,462 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.43 |
123.25 |
122.47 |
|
| R3 |
123.01 |
122.83 |
122.36 |
|
| R2 |
122.59 |
122.59 |
122.32 |
|
| R1 |
122.41 |
122.41 |
122.28 |
122.29 |
| PP |
122.17 |
122.17 |
122.17 |
122.11 |
| S1 |
121.99 |
121.99 |
122.20 |
121.87 |
| S2 |
121.75 |
121.75 |
122.16 |
|
| S3 |
121.33 |
121.57 |
122.12 |
|
| S4 |
120.91 |
121.15 |
122.01 |
|
|
| 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% |
0.62 |
0.5% |
92% |
True |
False |
716,405 |
| 10 |
122.34 |
120.66 |
1.68 |
1.4% |
0.64 |
0.5% |
94% |
True |
False |
726,476 |
| 20 |
122.44 |
120.51 |
1.93 |
1.6% |
0.64 |
0.5% |
90% |
False |
False |
758,687 |
| 40 |
123.04 |
120.51 |
2.53 |
2.1% |
0.62 |
0.5% |
68% |
False |
False |
766,651 |
| 60 |
123.04 |
119.85 |
3.19 |
2.6% |
0.62 |
0.5% |
75% |
False |
False |
673,206 |
| 80 |
123.04 |
118.61 |
4.43 |
3.6% |
0.62 |
0.5% |
82% |
False |
False |
505,793 |
| 100 |
123.04 |
118.61 |
4.43 |
3.6% |
0.59 |
0.5% |
82% |
False |
False |
404,727 |
| 120 |
123.04 |
116.37 |
6.67 |
5.5% |
0.55 |
0.5% |
88% |
False |
False |
337,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.13 |
|
2.618 |
123.44 |
|
1.618 |
123.02 |
|
1.000 |
122.76 |
|
0.618 |
122.60 |
|
HIGH |
122.34 |
|
0.618 |
122.18 |
|
0.500 |
122.13 |
|
0.382 |
122.08 |
|
LOW |
121.92 |
|
0.618 |
121.66 |
|
1.000 |
121.50 |
|
1.618 |
121.24 |
|
2.618 |
120.82 |
|
4.250 |
120.14 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.20 |
122.11 |
| PP |
122.17 |
121.97 |
| S1 |
122.13 |
121.84 |
|