Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
122.49 |
123.50 |
1.01 |
0.8% |
122.20 |
| High |
123.41 |
123.76 |
0.35 |
0.3% |
123.76 |
| Low |
122.48 |
122.97 |
0.49 |
0.4% |
121.88 |
| Close |
123.21 |
123.15 |
-0.06 |
0.0% |
123.15 |
| Range |
0.93 |
0.79 |
-0.14 |
-15.1% |
1.88 |
| ATR |
0.56 |
0.57 |
0.02 |
3.0% |
0.00 |
| Volume |
35,188 |
45,245 |
10,057 |
28.6% |
148,968 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.66 |
125.20 |
123.58 |
|
| R3 |
124.87 |
124.41 |
123.37 |
|
| R2 |
124.08 |
124.08 |
123.29 |
|
| R1 |
123.62 |
123.62 |
123.22 |
123.46 |
| PP |
123.29 |
123.29 |
123.29 |
123.21 |
| S1 |
122.83 |
122.83 |
123.08 |
122.67 |
| S2 |
122.50 |
122.50 |
123.01 |
|
| S3 |
121.71 |
122.04 |
122.93 |
|
| S4 |
120.92 |
121.25 |
122.72 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.57 |
127.74 |
124.18 |
|
| R3 |
126.69 |
125.86 |
123.67 |
|
| R2 |
124.81 |
124.81 |
123.49 |
|
| R1 |
123.98 |
123.98 |
123.32 |
124.40 |
| PP |
122.93 |
122.93 |
122.93 |
123.14 |
| S1 |
122.10 |
122.10 |
122.98 |
122.52 |
| S2 |
121.05 |
121.05 |
122.81 |
|
| S3 |
119.17 |
120.22 |
122.63 |
|
| S4 |
117.29 |
118.34 |
122.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.76 |
121.88 |
1.88 |
1.5% |
0.55 |
0.4% |
68% |
True |
False |
29,793 |
| 10 |
123.76 |
120.92 |
2.84 |
2.3% |
0.53 |
0.4% |
79% |
True |
False |
16,966 |
| 20 |
123.76 |
120.36 |
3.40 |
2.8% |
0.54 |
0.4% |
82% |
True |
False |
9,345 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
83% |
True |
False |
5,169 |
| 60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
84% |
True |
False |
3,494 |
| 80 |
123.76 |
118.59 |
5.17 |
4.2% |
0.36 |
0.3% |
88% |
True |
False |
2,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.12 |
|
2.618 |
125.83 |
|
1.618 |
125.04 |
|
1.000 |
124.55 |
|
0.618 |
124.25 |
|
HIGH |
123.76 |
|
0.618 |
123.46 |
|
0.500 |
123.37 |
|
0.382 |
123.27 |
|
LOW |
122.97 |
|
0.618 |
122.48 |
|
1.000 |
122.18 |
|
1.618 |
121.69 |
|
2.618 |
120.90 |
|
4.250 |
119.61 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.37 |
123.09 |
| PP |
123.29 |
123.02 |
| S1 |
123.22 |
122.96 |
|