Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121.81 |
122.03 |
0.22 |
0.2% |
121.00 |
| High |
122.02 |
122.27 |
0.25 |
0.2% |
122.27 |
| Low |
121.67 |
121.76 |
0.09 |
0.1% |
120.92 |
| Close |
122.02 |
122.12 |
0.10 |
0.1% |
122.12 |
| Range |
0.35 |
0.51 |
0.16 |
45.7% |
1.35 |
| ATR |
0.55 |
0.55 |
0.00 |
-0.6% |
0.00 |
| Volume |
5,855 |
6,302 |
447 |
7.6% |
20,695 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.58 |
123.36 |
122.40 |
|
| R3 |
123.07 |
122.85 |
122.26 |
|
| R2 |
122.56 |
122.56 |
122.21 |
|
| R1 |
122.34 |
122.34 |
122.17 |
122.45 |
| PP |
122.05 |
122.05 |
122.05 |
122.11 |
| S1 |
121.83 |
121.83 |
122.07 |
121.94 |
| S2 |
121.54 |
121.54 |
122.03 |
|
| S3 |
121.03 |
121.32 |
121.98 |
|
| S4 |
120.52 |
120.81 |
121.84 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.82 |
125.32 |
122.86 |
|
| R3 |
124.47 |
123.97 |
122.49 |
|
| R2 |
123.12 |
123.12 |
122.37 |
|
| R1 |
122.62 |
122.62 |
122.24 |
122.87 |
| PP |
121.77 |
121.77 |
121.77 |
121.90 |
| S1 |
121.27 |
121.27 |
122.00 |
121.52 |
| S2 |
120.42 |
120.42 |
121.87 |
|
| S3 |
119.07 |
119.92 |
121.75 |
|
| S4 |
117.72 |
118.57 |
121.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.27 |
120.92 |
1.35 |
1.1% |
0.51 |
0.4% |
89% |
True |
False |
4,139 |
| 10 |
122.27 |
120.46 |
1.81 |
1.5% |
0.51 |
0.4% |
92% |
True |
False |
2,598 |
| 20 |
122.27 |
120.20 |
2.07 |
1.7% |
0.56 |
0.5% |
93% |
True |
False |
2,264 |
| 40 |
122.82 |
120.20 |
2.62 |
2.1% |
0.51 |
0.4% |
73% |
False |
False |
1,469 |
| 60 |
122.82 |
119.83 |
2.99 |
2.4% |
0.43 |
0.4% |
77% |
False |
False |
1,014 |
| 80 |
122.82 |
118.50 |
4.32 |
3.5% |
0.34 |
0.3% |
84% |
False |
False |
791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.44 |
|
2.618 |
123.61 |
|
1.618 |
123.10 |
|
1.000 |
122.78 |
|
0.618 |
122.59 |
|
HIGH |
122.27 |
|
0.618 |
122.08 |
|
0.500 |
122.02 |
|
0.382 |
121.95 |
|
LOW |
121.76 |
|
0.618 |
121.44 |
|
1.000 |
121.25 |
|
1.618 |
120.93 |
|
2.618 |
120.42 |
|
4.250 |
119.59 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.09 |
122.05 |
| PP |
122.05 |
121.97 |
| S1 |
122.02 |
121.90 |
|