Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
122.67 |
123.02 |
0.35 |
0.3% |
123.25 |
High |
123.06 |
123.72 |
0.66 |
0.5% |
123.47 |
Low |
122.61 |
122.91 |
0.30 |
0.2% |
122.34 |
Close |
122.96 |
123.40 |
0.44 |
0.4% |
122.53 |
Range |
0.45 |
0.81 |
0.36 |
80.0% |
1.13 |
ATR |
0.56 |
0.58 |
0.02 |
3.1% |
0.00 |
Volume |
736,344 |
685,948 |
-50,396 |
-6.8% |
2,070,979 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.77 |
125.40 |
123.85 |
|
R3 |
124.96 |
124.59 |
123.62 |
|
R2 |
124.15 |
124.15 |
123.55 |
|
R1 |
123.78 |
123.78 |
123.47 |
123.97 |
PP |
123.34 |
123.34 |
123.34 |
123.44 |
S1 |
122.97 |
122.97 |
123.33 |
123.16 |
S2 |
122.53 |
122.53 |
123.25 |
|
S3 |
121.72 |
122.16 |
123.18 |
|
S4 |
120.91 |
121.35 |
122.95 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.17 |
125.48 |
123.15 |
|
R3 |
125.04 |
124.35 |
122.84 |
|
R2 |
123.91 |
123.91 |
122.74 |
|
R1 |
123.22 |
123.22 |
122.63 |
123.00 |
PP |
122.78 |
122.78 |
122.78 |
122.67 |
S1 |
122.09 |
122.09 |
122.43 |
121.87 |
S2 |
121.65 |
121.65 |
122.32 |
|
S3 |
120.52 |
120.96 |
122.22 |
|
S4 |
119.39 |
119.83 |
121.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.72 |
122.34 |
1.38 |
1.1% |
0.61 |
0.5% |
77% |
True |
False |
639,403 |
10 |
123.76 |
122.16 |
1.60 |
1.3% |
0.58 |
0.5% |
78% |
False |
False |
361,179 |
20 |
123.76 |
120.78 |
2.98 |
2.4% |
0.54 |
0.4% |
88% |
False |
False |
183,315 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
90% |
False |
False |
92,337 |
60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.50 |
0.4% |
91% |
False |
False |
61,711 |
80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.41 |
0.3% |
91% |
False |
False |
46,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.16 |
2.618 |
125.84 |
1.618 |
125.03 |
1.000 |
124.53 |
0.618 |
124.22 |
HIGH |
123.72 |
0.618 |
123.41 |
0.500 |
123.32 |
0.382 |
123.22 |
LOW |
122.91 |
0.618 |
122.41 |
1.000 |
122.10 |
1.618 |
121.60 |
2.618 |
120.79 |
4.250 |
119.47 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.37 |
123.28 |
PP |
123.34 |
123.15 |
S1 |
123.32 |
123.03 |
|