Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
123.25 |
123.46 |
0.21 |
0.2% |
122.20 |
High |
123.45 |
123.47 |
0.02 |
0.0% |
123.76 |
Low |
123.15 |
123.05 |
-0.10 |
-0.1% |
121.88 |
Close |
123.35 |
123.34 |
-0.01 |
0.0% |
123.15 |
Range |
0.30 |
0.42 |
0.12 |
40.0% |
1.88 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.7% |
0.00 |
Volume |
122,688 |
173,567 |
50,879 |
41.5% |
148,968 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.55 |
124.36 |
123.57 |
|
R3 |
124.13 |
123.94 |
123.46 |
|
R2 |
123.71 |
123.71 |
123.42 |
|
R1 |
123.52 |
123.52 |
123.38 |
123.41 |
PP |
123.29 |
123.29 |
123.29 |
123.23 |
S1 |
123.10 |
123.10 |
123.30 |
122.99 |
S2 |
122.87 |
122.87 |
123.26 |
|
S3 |
122.45 |
122.68 |
123.22 |
|
S4 |
122.03 |
122.26 |
123.11 |
|
|
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 |
122.16 |
1.60 |
1.3% |
0.56 |
0.5% |
74% |
False |
False |
82,956 |
10 |
123.76 |
121.52 |
2.24 |
1.8% |
0.47 |
0.4% |
81% |
False |
False |
45,846 |
20 |
123.76 |
120.36 |
3.40 |
2.8% |
0.52 |
0.4% |
88% |
False |
False |
24,064 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
88% |
False |
False |
12,569 |
60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
89% |
False |
False |
8,431 |
80 |
123.76 |
118.91 |
4.85 |
3.9% |
0.37 |
0.3% |
91% |
False |
False |
6,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.26 |
2.618 |
124.57 |
1.618 |
124.15 |
1.000 |
123.89 |
0.618 |
123.73 |
HIGH |
123.47 |
0.618 |
123.31 |
0.500 |
123.26 |
0.382 |
123.21 |
LOW |
123.05 |
0.618 |
122.79 |
1.000 |
122.63 |
1.618 |
122.37 |
2.618 |
121.95 |
4.250 |
121.27 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.31 |
123.37 |
PP |
123.29 |
123.36 |
S1 |
123.26 |
123.35 |
|