Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 26-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
26-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
122.41 |
122.49 |
0.08 |
0.1% |
121.00 |
High |
122.52 |
123.41 |
0.89 |
0.7% |
122.27 |
Low |
122.16 |
122.48 |
0.32 |
0.3% |
120.92 |
Close |
122.28 |
123.21 |
0.93 |
0.8% |
122.12 |
Range |
0.36 |
0.93 |
0.57 |
158.3% |
1.35 |
ATR |
0.51 |
0.56 |
0.04 |
8.6% |
0.00 |
Volume |
38,092 |
35,188 |
-2,904 |
-7.6% |
20,695 |
|
Daily Pivots for day following 26-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.82 |
125.45 |
123.72 |
|
R3 |
124.89 |
124.52 |
123.47 |
|
R2 |
123.96 |
123.96 |
123.38 |
|
R1 |
123.59 |
123.59 |
123.30 |
123.78 |
PP |
123.03 |
123.03 |
123.03 |
123.13 |
S1 |
122.66 |
122.66 |
123.12 |
122.85 |
S2 |
122.10 |
122.10 |
123.04 |
|
S3 |
121.17 |
121.73 |
122.95 |
|
S4 |
120.24 |
120.80 |
122.70 |
|
|
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 |
123.41 |
121.76 |
1.65 |
1.3% |
0.49 |
0.4% |
88% |
True |
False |
22,005 |
10 |
123.41 |
120.78 |
2.63 |
2.1% |
0.50 |
0.4% |
92% |
True |
False |
12,539 |
20 |
123.41 |
120.36 |
3.05 |
2.5% |
0.55 |
0.4% |
93% |
True |
False |
7,108 |
40 |
123.41 |
120.20 |
3.21 |
2.6% |
0.51 |
0.4% |
94% |
True |
False |
4,041 |
60 |
123.41 |
119.83 |
3.58 |
2.9% |
0.46 |
0.4% |
94% |
True |
False |
2,740 |
80 |
123.41 |
118.50 |
4.91 |
4.0% |
0.35 |
0.3% |
96% |
True |
False |
2,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.36 |
2.618 |
125.84 |
1.618 |
124.91 |
1.000 |
124.34 |
0.618 |
123.98 |
HIGH |
123.41 |
0.618 |
123.05 |
0.500 |
122.95 |
0.382 |
122.84 |
LOW |
122.48 |
0.618 |
121.91 |
1.000 |
121.55 |
1.618 |
120.98 |
2.618 |
120.05 |
4.250 |
118.53 |
|
|
Fisher Pivots for day following 26-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
123.12 |
123.06 |
PP |
123.03 |
122.90 |
S1 |
122.95 |
122.75 |
|