Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
123.56 |
123.75 |
0.19 |
0.2% |
122.56 |
High |
123.77 |
123.80 |
0.03 |
0.0% |
124.06 |
Low |
123.44 |
123.34 |
-0.10 |
-0.1% |
122.27 |
Close |
123.63 |
123.66 |
0.03 |
0.0% |
123.48 |
Range |
0.33 |
0.46 |
0.13 |
39.4% |
1.79 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.7% |
0.00 |
Volume |
724,903 |
961,632 |
236,729 |
32.7% |
2,629,403 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.98 |
124.78 |
123.91 |
|
R3 |
124.52 |
124.32 |
123.79 |
|
R2 |
124.06 |
124.06 |
123.74 |
|
R1 |
123.86 |
123.86 |
123.70 |
123.73 |
PP |
123.60 |
123.60 |
123.60 |
123.54 |
S1 |
123.40 |
123.40 |
123.62 |
123.27 |
S2 |
123.14 |
123.14 |
123.58 |
|
S3 |
122.68 |
122.94 |
123.53 |
|
S4 |
122.22 |
122.48 |
123.41 |
|
|
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 |
122.48 |
1.58 |
1.3% |
0.45 |
0.4% |
75% |
False |
False |
769,117 |
10 |
124.06 |
121.82 |
2.24 |
1.8% |
0.44 |
0.4% |
82% |
False |
False |
704,231 |
20 |
124.06 |
120.66 |
3.40 |
2.7% |
0.58 |
0.5% |
88% |
False |
False |
729,169 |
40 |
124.06 |
120.51 |
3.55 |
2.9% |
0.59 |
0.5% |
89% |
False |
False |
752,277 |
60 |
124.06 |
119.85 |
4.21 |
3.4% |
0.60 |
0.5% |
90% |
False |
False |
737,268 |
80 |
124.06 |
118.70 |
5.36 |
4.3% |
0.59 |
0.5% |
93% |
False |
False |
576,854 |
100 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
93% |
False |
False |
461,748 |
120 |
124.06 |
117.52 |
6.54 |
5.3% |
0.56 |
0.5% |
94% |
False |
False |
384,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.76 |
2.618 |
125.00 |
1.618 |
124.54 |
1.000 |
124.26 |
0.618 |
124.08 |
HIGH |
123.80 |
0.618 |
123.62 |
0.500 |
123.57 |
0.382 |
123.52 |
LOW |
123.34 |
0.618 |
123.06 |
1.000 |
122.88 |
1.618 |
122.60 |
2.618 |
122.14 |
4.250 |
121.39 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.63 |
123.68 |
PP |
123.60 |
123.67 |
S1 |
123.57 |
123.67 |
|