Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
121.12 |
120.89 |
-0.23 |
-0.2% |
120.27 |
High |
121.12 |
121.08 |
-0.04 |
0.0% |
121.80 |
Low |
120.58 |
120.36 |
-0.22 |
-0.2% |
120.20 |
Close |
120.89 |
120.64 |
-0.25 |
-0.2% |
121.56 |
Range |
0.54 |
0.72 |
0.18 |
33.3% |
1.60 |
ATR |
0.58 |
0.59 |
0.01 |
1.7% |
0.00 |
Volume |
2,433 |
5,546 |
3,113 |
127.9% |
7,340 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.85 |
122.47 |
121.04 |
|
R3 |
122.13 |
121.75 |
120.84 |
|
R2 |
121.41 |
121.41 |
120.77 |
|
R1 |
121.03 |
121.03 |
120.71 |
120.86 |
PP |
120.69 |
120.69 |
120.69 |
120.61 |
S1 |
120.31 |
120.31 |
120.57 |
120.14 |
S2 |
119.97 |
119.97 |
120.51 |
|
S3 |
119.25 |
119.59 |
120.44 |
|
S4 |
118.53 |
118.87 |
120.24 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.99 |
125.37 |
122.44 |
|
R3 |
124.39 |
123.77 |
122.00 |
|
R2 |
122.79 |
122.79 |
121.85 |
|
R1 |
122.17 |
122.17 |
121.71 |
122.48 |
PP |
121.19 |
121.19 |
121.19 |
121.34 |
S1 |
120.57 |
120.57 |
121.41 |
120.88 |
S2 |
119.59 |
119.59 |
121.27 |
|
S3 |
117.99 |
118.97 |
121.12 |
|
S4 |
116.39 |
117.37 |
120.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.10 |
120.36 |
1.74 |
1.4% |
0.68 |
0.6% |
16% |
False |
True |
2,070 |
10 |
122.10 |
120.20 |
1.90 |
1.6% |
0.58 |
0.5% |
23% |
False |
False |
1,812 |
20 |
122.62 |
120.20 |
2.42 |
2.0% |
0.56 |
0.5% |
18% |
False |
False |
1,234 |
40 |
122.82 |
119.83 |
2.99 |
2.5% |
0.45 |
0.4% |
27% |
False |
False |
808 |
60 |
122.82 |
119.63 |
3.19 |
2.6% |
0.34 |
0.3% |
32% |
False |
False |
568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.14 |
2.618 |
122.96 |
1.618 |
122.24 |
1.000 |
121.80 |
0.618 |
121.52 |
HIGH |
121.08 |
0.618 |
120.80 |
0.500 |
120.72 |
0.382 |
120.64 |
LOW |
120.36 |
0.618 |
119.92 |
1.000 |
119.64 |
1.618 |
119.20 |
2.618 |
118.48 |
4.250 |
117.30 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120.72 |
121.23 |
PP |
120.69 |
121.03 |
S1 |
120.67 |
120.84 |
|