Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
122.80 |
123.76 |
0.96 |
0.8% |
122.56 |
High |
122.89 |
124.06 |
1.17 |
1.0% |
124.06 |
Low |
122.53 |
123.30 |
0.77 |
0.6% |
122.27 |
Close |
122.65 |
123.48 |
0.83 |
0.7% |
123.48 |
Range |
0.36 |
0.76 |
0.40 |
111.1% |
1.79 |
ATR |
0.57 |
0.63 |
0.06 |
10.6% |
0.00 |
Volume |
646,060 |
891,244 |
245,184 |
38.0% |
2,629,403 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.89 |
125.45 |
123.90 |
|
R3 |
125.13 |
124.69 |
123.69 |
|
R2 |
124.37 |
124.37 |
123.62 |
|
R1 |
123.93 |
123.93 |
123.55 |
123.77 |
PP |
123.61 |
123.61 |
123.61 |
123.54 |
S1 |
123.17 |
123.17 |
123.41 |
123.01 |
S2 |
122.85 |
122.85 |
123.34 |
|
S3 |
122.09 |
122.41 |
123.27 |
|
S4 |
121.33 |
121.65 |
123.06 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.64 |
127.85 |
124.46 |
|
R3 |
126.85 |
126.06 |
123.97 |
|
R2 |
125.06 |
125.06 |
123.81 |
|
R1 |
124.27 |
124.27 |
123.64 |
124.67 |
PP |
123.27 |
123.27 |
123.27 |
123.47 |
S1 |
122.48 |
122.48 |
123.32 |
122.88 |
S2 |
121.48 |
121.48 |
123.15 |
|
S3 |
119.69 |
120.69 |
122.99 |
|
S4 |
117.90 |
118.90 |
122.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.06 |
122.21 |
1.85 |
1.5% |
0.45 |
0.4% |
69% |
True |
False |
661,889 |
10 |
124.06 |
121.16 |
2.90 |
2.3% |
0.51 |
0.4% |
80% |
True |
False |
678,684 |
20 |
124.06 |
120.66 |
3.40 |
2.8% |
0.60 |
0.5% |
83% |
True |
False |
723,130 |
40 |
124.06 |
120.51 |
3.55 |
2.9% |
0.59 |
0.5% |
84% |
True |
False |
746,460 |
60 |
124.06 |
119.85 |
4.21 |
3.4% |
0.61 |
0.5% |
86% |
True |
False |
731,182 |
80 |
124.06 |
118.61 |
5.45 |
4.4% |
0.61 |
0.5% |
89% |
True |
False |
555,803 |
100 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
89% |
True |
False |
444,883 |
120 |
124.06 |
116.44 |
7.62 |
6.2% |
0.56 |
0.5% |
92% |
True |
False |
370,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.29 |
2.618 |
126.05 |
1.618 |
125.29 |
1.000 |
124.82 |
0.618 |
124.53 |
HIGH |
124.06 |
0.618 |
123.77 |
0.500 |
123.68 |
0.382 |
123.59 |
LOW |
123.30 |
0.618 |
122.83 |
1.000 |
122.54 |
1.618 |
122.07 |
2.618 |
121.31 |
4.250 |
120.07 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
123.68 |
123.41 |
PP |
123.61 |
123.34 |
S1 |
123.55 |
123.27 |
|