Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
123.32 |
123.41 |
0.09 |
0.1% |
123.25 |
High |
123.72 |
123.45 |
-0.27 |
-0.2% |
123.47 |
Low |
123.22 |
122.93 |
-0.29 |
-0.2% |
122.34 |
Close |
123.51 |
123.11 |
-0.40 |
-0.3% |
122.53 |
Range |
0.50 |
0.52 |
0.02 |
4.0% |
1.13 |
ATR |
0.57 |
0.58 |
0.00 |
0.1% |
0.00 |
Volume |
564,924 |
609,039 |
44,115 |
7.8% |
2,070,979 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.72 |
124.44 |
123.40 |
|
R3 |
124.20 |
123.92 |
123.25 |
|
R2 |
123.68 |
123.68 |
123.21 |
|
R1 |
123.40 |
123.40 |
123.16 |
123.28 |
PP |
123.16 |
123.16 |
123.16 |
123.11 |
S1 |
122.88 |
122.88 |
123.06 |
122.76 |
S2 |
122.64 |
122.64 |
123.01 |
|
S3 |
122.12 |
122.36 |
122.97 |
|
S4 |
121.60 |
121.84 |
122.82 |
|
|
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% |
56% |
False |
False |
698,776 |
10 |
123.76 |
122.34 |
1.42 |
1.2% |
0.56 |
0.5% |
54% |
False |
False |
471,247 |
20 |
123.76 |
120.78 |
2.98 |
2.4% |
0.53 |
0.4% |
78% |
False |
False |
241,893 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
82% |
False |
False |
121,629 |
60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.50 |
0.4% |
83% |
False |
False |
81,273 |
80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.42 |
0.3% |
83% |
False |
False |
60,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.66 |
2.618 |
124.81 |
1.618 |
124.29 |
1.000 |
123.97 |
0.618 |
123.77 |
HIGH |
123.45 |
0.618 |
123.25 |
0.500 |
123.19 |
0.382 |
123.13 |
LOW |
122.93 |
0.618 |
122.61 |
1.000 |
122.41 |
1.618 |
122.09 |
2.618 |
121.57 |
4.250 |
120.72 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.19 |
123.32 |
PP |
123.16 |
123.25 |
S1 |
123.14 |
123.18 |
|