Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
121.69 |
121.82 |
0.13 |
0.1% |
120.46 |
High |
121.95 |
121.95 |
0.00 |
0.0% |
121.56 |
Low |
121.45 |
121.52 |
0.07 |
0.1% |
120.46 |
Close |
121.85 |
121.85 |
0.00 |
0.0% |
120.91 |
Range |
0.50 |
0.43 |
-0.07 |
-14.0% |
1.10 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.9% |
0.00 |
Volume |
3,901 |
1,082 |
-2,819 |
-72.3% |
5,294 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.06 |
122.89 |
122.09 |
|
R3 |
122.63 |
122.46 |
121.97 |
|
R2 |
122.20 |
122.20 |
121.93 |
|
R1 |
122.03 |
122.03 |
121.89 |
122.12 |
PP |
121.77 |
121.77 |
121.77 |
121.82 |
S1 |
121.60 |
121.60 |
121.81 |
121.69 |
S2 |
121.34 |
121.34 |
121.77 |
|
S3 |
120.91 |
121.17 |
121.73 |
|
S4 |
120.48 |
120.74 |
121.61 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.28 |
123.69 |
121.52 |
|
R3 |
123.18 |
122.59 |
121.21 |
|
R2 |
122.08 |
122.08 |
121.11 |
|
R1 |
121.49 |
121.49 |
121.01 |
121.79 |
PP |
120.98 |
120.98 |
120.98 |
121.12 |
S1 |
120.39 |
120.39 |
120.81 |
120.69 |
S2 |
119.88 |
119.88 |
120.71 |
|
S3 |
118.78 |
119.29 |
120.61 |
|
S4 |
117.68 |
118.19 |
120.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.95 |
120.78 |
1.17 |
1.0% |
0.58 |
0.5% |
91% |
True |
False |
2,230 |
10 |
121.95 |
120.36 |
1.59 |
1.3% |
0.55 |
0.4% |
94% |
True |
False |
2,147 |
20 |
122.10 |
120.20 |
1.90 |
1.6% |
0.54 |
0.4% |
87% |
False |
False |
1,724 |
40 |
122.82 |
120.20 |
2.62 |
2.2% |
0.52 |
0.4% |
63% |
False |
False |
1,167 |
60 |
122.82 |
119.83 |
2.99 |
2.5% |
0.42 |
0.3% |
68% |
False |
False |
817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.78 |
2.618 |
123.08 |
1.618 |
122.65 |
1.000 |
122.38 |
0.618 |
122.22 |
HIGH |
121.95 |
0.618 |
121.79 |
0.500 |
121.74 |
0.382 |
121.68 |
LOW |
121.52 |
0.618 |
121.25 |
1.000 |
121.09 |
1.618 |
120.82 |
2.618 |
120.39 |
4.250 |
119.69 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
121.81 |
121.71 |
PP |
121.77 |
121.57 |
S1 |
121.74 |
121.44 |
|