Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
123.03 |
122.96 |
-0.07 |
-0.1% |
122.20 |
| High |
123.32 |
123.16 |
-0.16 |
-0.1% |
123.76 |
| Low |
122.94 |
122.63 |
-0.31 |
-0.3% |
121.88 |
| Close |
123.27 |
123.08 |
-0.19 |
-0.2% |
123.15 |
| Range |
0.38 |
0.53 |
0.15 |
39.5% |
1.88 |
| ATR |
0.54 |
0.54 |
0.01 |
1.4% |
0.00 |
| Volume |
385,265 |
491,833 |
106,568 |
27.7% |
148,968 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.55 |
124.34 |
123.37 |
|
| R3 |
124.02 |
123.81 |
123.23 |
|
| R2 |
123.49 |
123.49 |
123.18 |
|
| R1 |
123.28 |
123.28 |
123.13 |
123.39 |
| PP |
122.96 |
122.96 |
122.96 |
123.01 |
| S1 |
122.75 |
122.75 |
123.03 |
122.86 |
| S2 |
122.43 |
122.43 |
122.98 |
|
| S3 |
121.90 |
122.22 |
122.93 |
|
| S4 |
121.37 |
121.69 |
122.79 |
|
|
| 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 |
122.63 |
1.13 |
0.9% |
0.48 |
0.4% |
40% |
False |
True |
243,719 |
| 10 |
123.76 |
121.76 |
2.00 |
1.6% |
0.49 |
0.4% |
66% |
False |
False |
132,862 |
| 20 |
123.76 |
120.41 |
3.35 |
2.7% |
0.50 |
0.4% |
80% |
False |
False |
67,520 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
81% |
False |
False |
34,377 |
| 60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
83% |
False |
False |
23,046 |
| 80 |
123.76 |
119.63 |
4.13 |
3.4% |
0.38 |
0.3% |
84% |
False |
False |
17,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.41 |
|
2.618 |
124.55 |
|
1.618 |
124.02 |
|
1.000 |
123.69 |
|
0.618 |
123.49 |
|
HIGH |
123.16 |
|
0.618 |
122.96 |
|
0.500 |
122.90 |
|
0.382 |
122.83 |
|
LOW |
122.63 |
|
0.618 |
122.30 |
|
1.000 |
122.10 |
|
1.618 |
121.77 |
|
2.618 |
121.24 |
|
4.250 |
120.38 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.02 |
123.07 |
| PP |
122.96 |
123.06 |
| S1 |
122.90 |
123.05 |
|