Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
122.84 |
123.22 |
0.38 |
0.3% |
123.56 |
High |
123.24 |
123.64 |
0.40 |
0.3% |
123.80 |
Low |
122.81 |
123.10 |
0.29 |
0.2% |
122.58 |
Close |
123.15 |
123.57 |
0.42 |
0.3% |
122.74 |
Range |
0.43 |
0.54 |
0.11 |
25.6% |
1.22 |
ATR |
0.60 |
0.60 |
0.00 |
-0.7% |
0.00 |
Volume |
491,198 |
36,292 |
-454,906 |
-92.6% |
5,377,691 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.06 |
124.85 |
123.87 |
|
R3 |
124.52 |
124.31 |
123.72 |
|
R2 |
123.98 |
123.98 |
123.67 |
|
R1 |
123.77 |
123.77 |
123.62 |
123.88 |
PP |
123.44 |
123.44 |
123.44 |
123.49 |
S1 |
123.23 |
123.23 |
123.52 |
123.34 |
S2 |
122.90 |
122.90 |
123.47 |
|
S3 |
122.36 |
122.69 |
123.42 |
|
S4 |
121.82 |
122.15 |
123.27 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.70 |
125.94 |
123.41 |
|
R3 |
125.48 |
124.72 |
123.08 |
|
R2 |
124.26 |
124.26 |
122.96 |
|
R1 |
123.50 |
123.50 |
122.85 |
123.27 |
PP |
123.04 |
123.04 |
123.04 |
122.93 |
S1 |
122.28 |
122.28 |
122.63 |
122.05 |
S2 |
121.82 |
121.82 |
122.52 |
|
S3 |
120.60 |
121.06 |
122.40 |
|
S4 |
119.38 |
119.84 |
122.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.64 |
122.58 |
1.06 |
0.9% |
0.55 |
0.4% |
93% |
True |
False |
843,729 |
10 |
124.06 |
122.48 |
1.58 |
1.3% |
0.50 |
0.4% |
69% |
False |
False |
806,423 |
20 |
124.06 |
121.16 |
2.90 |
2.3% |
0.53 |
0.4% |
83% |
False |
False |
740,365 |
40 |
124.06 |
120.51 |
3.55 |
2.9% |
0.58 |
0.5% |
86% |
False |
False |
770,580 |
60 |
124.06 |
119.85 |
4.21 |
3.4% |
0.59 |
0.5% |
88% |
False |
False |
762,978 |
80 |
124.06 |
119.85 |
4.21 |
3.4% |
0.59 |
0.5% |
88% |
False |
False |
629,469 |
100 |
124.06 |
118.61 |
5.45 |
4.4% |
0.60 |
0.5% |
91% |
False |
False |
503,932 |
120 |
124.06 |
118.48 |
5.58 |
4.5% |
0.56 |
0.5% |
91% |
False |
False |
419,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.94 |
2.618 |
125.05 |
1.618 |
124.51 |
1.000 |
124.18 |
0.618 |
123.97 |
HIGH |
123.64 |
0.618 |
123.43 |
0.500 |
123.37 |
0.382 |
123.31 |
LOW |
123.10 |
0.618 |
122.77 |
1.000 |
122.56 |
1.618 |
122.23 |
2.618 |
121.69 |
4.250 |
120.81 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.50 |
123.42 |
PP |
123.44 |
123.26 |
S1 |
123.37 |
123.11 |
|