Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
123.32 |
123.23 |
-0.09 |
-0.1% |
122.56 |
High |
123.61 |
123.44 |
-0.17 |
-0.1% |
124.06 |
Low |
123.25 |
122.92 |
-0.33 |
-0.3% |
122.27 |
Close |
123.56 |
123.36 |
-0.20 |
-0.2% |
123.48 |
Range |
0.36 |
0.52 |
0.16 |
44.4% |
1.79 |
ATR |
0.58 |
0.59 |
0.00 |
0.7% |
0.00 |
Volume |
1,044,118 |
1,205,305 |
161,187 |
15.4% |
2,629,403 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.80 |
124.60 |
123.65 |
|
R3 |
124.28 |
124.08 |
123.50 |
|
R2 |
123.76 |
123.76 |
123.46 |
|
R1 |
123.56 |
123.56 |
123.41 |
123.66 |
PP |
123.24 |
123.24 |
123.24 |
123.29 |
S1 |
123.04 |
123.04 |
123.31 |
123.14 |
S2 |
122.72 |
122.72 |
123.26 |
|
S3 |
122.20 |
122.52 |
123.22 |
|
S4 |
121.68 |
122.00 |
123.07 |
|
|
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 |
122.92 |
1.14 |
0.9% |
0.49 |
0.4% |
39% |
False |
True |
965,440 |
10 |
124.06 |
122.06 |
2.00 |
1.6% |
0.44 |
0.4% |
65% |
False |
False |
795,193 |
20 |
124.06 |
120.66 |
3.40 |
2.8% |
0.54 |
0.4% |
79% |
False |
False |
760,835 |
40 |
124.06 |
120.51 |
3.55 |
2.9% |
0.59 |
0.5% |
80% |
False |
False |
775,312 |
60 |
124.06 |
119.85 |
4.21 |
3.4% |
0.60 |
0.5% |
83% |
False |
False |
765,549 |
80 |
124.06 |
118.74 |
5.32 |
4.3% |
0.59 |
0.5% |
87% |
False |
False |
604,954 |
100 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
87% |
False |
False |
484,242 |
120 |
124.06 |
117.54 |
6.52 |
5.3% |
0.56 |
0.5% |
89% |
False |
False |
403,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.65 |
2.618 |
124.80 |
1.618 |
124.28 |
1.000 |
123.96 |
0.618 |
123.76 |
HIGH |
123.44 |
0.618 |
123.24 |
0.500 |
123.18 |
0.382 |
123.12 |
LOW |
122.92 |
0.618 |
122.60 |
1.000 |
122.40 |
1.618 |
122.08 |
2.618 |
121.56 |
4.250 |
120.71 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.30 |
123.36 |
PP |
123.24 |
123.36 |
S1 |
123.18 |
123.36 |
|