Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.25 |
122.41 |
0.16 |
0.1% |
121.00 |
| High |
122.41 |
122.52 |
0.11 |
0.1% |
122.27 |
| Low |
122.08 |
122.16 |
0.08 |
0.1% |
120.92 |
| Close |
122.31 |
122.28 |
-0.03 |
0.0% |
122.12 |
| Range |
0.33 |
0.36 |
0.03 |
9.1% |
1.35 |
| ATR |
0.53 |
0.51 |
-0.01 |
-2.3% |
0.00 |
| Volume |
18,106 |
38,092 |
19,986 |
110.4% |
20,695 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.40 |
123.20 |
122.48 |
|
| R3 |
123.04 |
122.84 |
122.38 |
|
| R2 |
122.68 |
122.68 |
122.35 |
|
| R1 |
122.48 |
122.48 |
122.31 |
122.40 |
| PP |
122.32 |
122.32 |
122.32 |
122.28 |
| S1 |
122.12 |
122.12 |
122.25 |
122.04 |
| S2 |
121.96 |
121.96 |
122.21 |
|
| S3 |
121.60 |
121.76 |
122.18 |
|
| S4 |
121.24 |
121.40 |
122.08 |
|
|
| 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 |
122.52 |
121.67 |
0.85 |
0.7% |
0.37 |
0.3% |
72% |
True |
False |
16,138 |
| 10 |
122.52 |
120.78 |
1.74 |
1.4% |
0.48 |
0.4% |
86% |
True |
False |
9,184 |
| 20 |
122.52 |
120.36 |
2.16 |
1.8% |
0.53 |
0.4% |
89% |
True |
False |
5,576 |
| 40 |
122.82 |
120.20 |
2.62 |
2.1% |
0.51 |
0.4% |
79% |
False |
False |
3,162 |
| 60 |
122.82 |
119.83 |
2.99 |
2.4% |
0.44 |
0.4% |
82% |
False |
False |
2,155 |
| 80 |
122.82 |
118.50 |
4.32 |
3.5% |
0.35 |
0.3% |
88% |
False |
False |
1,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.05 |
|
2.618 |
123.46 |
|
1.618 |
123.10 |
|
1.000 |
122.88 |
|
0.618 |
122.74 |
|
HIGH |
122.52 |
|
0.618 |
122.38 |
|
0.500 |
122.34 |
|
0.382 |
122.30 |
|
LOW |
122.16 |
|
0.618 |
121.94 |
|
1.000 |
121.80 |
|
1.618 |
121.58 |
|
2.618 |
121.22 |
|
4.250 |
120.63 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.34 |
122.25 |
| PP |
122.32 |
122.23 |
| S1 |
122.30 |
122.20 |
|