Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.20 |
122.25 |
0.05 |
0.0% |
121.00 |
| High |
122.20 |
122.41 |
0.21 |
0.2% |
122.27 |
| Low |
121.88 |
122.08 |
0.20 |
0.2% |
120.92 |
| Close |
122.00 |
122.31 |
0.31 |
0.3% |
122.12 |
| Range |
0.32 |
0.33 |
0.01 |
3.1% |
1.35 |
| ATR |
0.54 |
0.53 |
-0.01 |
-1.7% |
0.00 |
| Volume |
12,337 |
18,106 |
5,769 |
46.8% |
20,695 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.26 |
123.11 |
122.49 |
|
| R3 |
122.93 |
122.78 |
122.40 |
|
| R2 |
122.60 |
122.60 |
122.37 |
|
| R1 |
122.45 |
122.45 |
122.34 |
122.53 |
| PP |
122.27 |
122.27 |
122.27 |
122.30 |
| S1 |
122.12 |
122.12 |
122.28 |
122.20 |
| S2 |
121.94 |
121.94 |
122.25 |
|
| S3 |
121.61 |
121.79 |
122.22 |
|
| S4 |
121.28 |
121.46 |
122.13 |
|
|
| 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 |
122.41 |
121.52 |
0.89 |
0.7% |
0.39 |
0.3% |
89% |
True |
False |
8,736 |
| 10 |
122.41 |
120.78 |
1.63 |
1.3% |
0.49 |
0.4% |
94% |
True |
False |
5,450 |
| 20 |
122.41 |
120.36 |
2.05 |
1.7% |
0.54 |
0.4% |
95% |
True |
False |
3,739 |
| 40 |
122.82 |
120.20 |
2.62 |
2.1% |
0.51 |
0.4% |
81% |
False |
False |
2,214 |
| 60 |
122.82 |
119.83 |
2.99 |
2.4% |
0.44 |
0.4% |
83% |
False |
False |
1,522 |
| 80 |
122.82 |
118.50 |
4.32 |
3.5% |
0.35 |
0.3% |
88% |
False |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.81 |
|
2.618 |
123.27 |
|
1.618 |
122.94 |
|
1.000 |
122.74 |
|
0.618 |
122.61 |
|
HIGH |
122.41 |
|
0.618 |
122.28 |
|
0.500 |
122.25 |
|
0.382 |
122.21 |
|
LOW |
122.08 |
|
0.618 |
121.88 |
|
1.000 |
121.75 |
|
1.618 |
121.55 |
|
2.618 |
121.22 |
|
4.250 |
120.68 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.29 |
122.24 |
| PP |
122.27 |
122.16 |
| S1 |
122.25 |
122.09 |
|