Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
123.02 |
123.32 |
0.30 |
0.2% |
123.25 |
High |
123.72 |
123.72 |
0.00 |
0.0% |
123.47 |
Low |
122.91 |
123.22 |
0.31 |
0.3% |
122.34 |
Close |
123.40 |
123.51 |
0.11 |
0.1% |
122.53 |
Range |
0.81 |
0.50 |
-0.31 |
-38.3% |
1.13 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.0% |
0.00 |
Volume |
685,948 |
564,924 |
-121,024 |
-17.6% |
2,070,979 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.98 |
124.75 |
123.79 |
|
R3 |
124.48 |
124.25 |
123.65 |
|
R2 |
123.98 |
123.98 |
123.60 |
|
R1 |
123.75 |
123.75 |
123.56 |
123.87 |
PP |
123.48 |
123.48 |
123.48 |
123.54 |
S1 |
123.25 |
123.25 |
123.46 |
123.37 |
S2 |
122.98 |
122.98 |
123.42 |
|
S3 |
122.48 |
122.75 |
123.37 |
|
S4 |
121.98 |
122.25 |
123.24 |
|
|
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% |
0.63 |
0.5% |
85% |
True |
False |
675,335 |
10 |
123.76 |
122.34 |
1.42 |
1.1% |
0.60 |
0.5% |
82% |
False |
False |
413,862 |
20 |
123.76 |
120.78 |
2.98 |
2.4% |
0.54 |
0.4% |
92% |
False |
False |
211,523 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
93% |
False |
False |
106,407 |
60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.50 |
0.4% |
94% |
False |
False |
71,124 |
80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.41 |
0.3% |
94% |
False |
False |
53,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.85 |
2.618 |
125.03 |
1.618 |
124.53 |
1.000 |
124.22 |
0.618 |
124.03 |
HIGH |
123.72 |
0.618 |
123.53 |
0.500 |
123.47 |
0.382 |
123.41 |
LOW |
123.22 |
0.618 |
122.91 |
1.000 |
122.72 |
1.618 |
122.41 |
2.618 |
121.91 |
4.250 |
121.10 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.50 |
123.40 |
PP |
123.48 |
123.28 |
S1 |
123.47 |
123.17 |
|