Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
123.41 |
122.98 |
-0.43 |
-0.3% |
122.67 |
| High |
123.45 |
123.00 |
-0.45 |
-0.4% |
123.72 |
| Low |
122.93 |
122.55 |
-0.38 |
-0.3% |
122.55 |
| Close |
123.11 |
122.69 |
-0.42 |
-0.3% |
122.69 |
| Range |
0.52 |
0.45 |
-0.07 |
-13.5% |
1.17 |
| ATR |
0.58 |
0.57 |
0.00 |
-0.2% |
0.00 |
| Volume |
609,039 |
574,614 |
-34,425 |
-5.7% |
3,170,869 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.10 |
123.84 |
122.94 |
|
| R3 |
123.65 |
123.39 |
122.81 |
|
| R2 |
123.20 |
123.20 |
122.77 |
|
| R1 |
122.94 |
122.94 |
122.73 |
122.85 |
| PP |
122.75 |
122.75 |
122.75 |
122.70 |
| S1 |
122.49 |
122.49 |
122.65 |
122.40 |
| S2 |
122.30 |
122.30 |
122.61 |
|
| S3 |
121.85 |
122.04 |
122.57 |
|
| S4 |
121.40 |
121.59 |
122.44 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.50 |
125.76 |
123.33 |
|
| R3 |
125.33 |
124.59 |
123.01 |
|
| R2 |
124.16 |
124.16 |
122.90 |
|
| R1 |
123.42 |
123.42 |
122.80 |
123.79 |
| PP |
122.99 |
122.99 |
122.99 |
123.17 |
| S1 |
122.25 |
122.25 |
122.58 |
122.62 |
| S2 |
121.82 |
121.82 |
122.48 |
|
| S3 |
120.65 |
121.08 |
122.37 |
|
| S4 |
119.48 |
119.91 |
122.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.72 |
122.55 |
1.17 |
1.0% |
0.55 |
0.4% |
12% |
False |
True |
634,173 |
| 10 |
123.72 |
122.34 |
1.38 |
1.1% |
0.52 |
0.4% |
25% |
False |
False |
524,184 |
| 20 |
123.76 |
120.92 |
2.84 |
2.3% |
0.52 |
0.4% |
62% |
False |
False |
270,575 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
70% |
False |
False |
135,988 |
| 60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.50 |
0.4% |
73% |
False |
False |
90,850 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.42 |
0.3% |
73% |
False |
False |
68,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.91 |
|
2.618 |
124.18 |
|
1.618 |
123.73 |
|
1.000 |
123.45 |
|
0.618 |
123.28 |
|
HIGH |
123.00 |
|
0.618 |
122.83 |
|
0.500 |
122.78 |
|
0.382 |
122.72 |
|
LOW |
122.55 |
|
0.618 |
122.27 |
|
1.000 |
122.10 |
|
1.618 |
121.82 |
|
2.618 |
121.37 |
|
4.250 |
120.64 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.78 |
123.14 |
| PP |
122.75 |
122.99 |
| S1 |
122.72 |
122.84 |
|