Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
123.50 |
123.25 |
-0.25 |
-0.2% |
122.20 |
High |
123.76 |
123.45 |
-0.31 |
-0.3% |
123.76 |
Low |
122.97 |
123.15 |
0.18 |
0.1% |
121.88 |
Close |
123.15 |
123.35 |
0.20 |
0.2% |
123.15 |
Range |
0.79 |
0.30 |
-0.49 |
-62.0% |
1.88 |
ATR |
0.57 |
0.56 |
-0.02 |
-3.4% |
0.00 |
Volume |
45,245 |
122,688 |
77,443 |
171.2% |
148,968 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.22 |
124.08 |
123.52 |
|
R3 |
123.92 |
123.78 |
123.43 |
|
R2 |
123.62 |
123.62 |
123.41 |
|
R1 |
123.48 |
123.48 |
123.38 |
123.55 |
PP |
123.32 |
123.32 |
123.32 |
123.35 |
S1 |
123.18 |
123.18 |
123.32 |
123.25 |
S2 |
123.02 |
123.02 |
123.30 |
|
S3 |
122.72 |
122.88 |
123.27 |
|
S4 |
122.42 |
122.58 |
123.19 |
|
|
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 |
122.08 |
1.68 |
1.4% |
0.54 |
0.4% |
76% |
False |
False |
51,863 |
10 |
123.76 |
121.45 |
2.31 |
1.9% |
0.48 |
0.4% |
82% |
False |
False |
28,879 |
20 |
123.76 |
120.36 |
3.40 |
2.8% |
0.54 |
0.4% |
88% |
False |
False |
15,466 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
88% |
False |
False |
8,231 |
60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
90% |
False |
False |
5,539 |
80 |
123.76 |
118.73 |
5.03 |
4.1% |
0.36 |
0.3% |
92% |
False |
False |
4,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.73 |
2.618 |
124.24 |
1.618 |
123.94 |
1.000 |
123.75 |
0.618 |
123.64 |
HIGH |
123.45 |
0.618 |
123.34 |
0.500 |
123.30 |
0.382 |
123.26 |
LOW |
123.15 |
0.618 |
122.96 |
1.000 |
122.85 |
1.618 |
122.66 |
2.618 |
122.36 |
4.250 |
121.88 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
123.33 |
123.27 |
PP |
123.32 |
123.20 |
S1 |
123.30 |
123.12 |
|