Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.98 |
122.72 |
-0.26 |
-0.2% |
122.67 |
| High |
123.00 |
123.13 |
0.13 |
0.1% |
123.72 |
| Low |
122.55 |
122.61 |
0.06 |
0.0% |
122.55 |
| Close |
122.69 |
122.97 |
0.28 |
0.2% |
122.69 |
| Range |
0.45 |
0.52 |
0.07 |
15.6% |
1.17 |
| ATR |
0.57 |
0.57 |
0.00 |
-0.7% |
0.00 |
| Volume |
574,614 |
465,806 |
-108,808 |
-18.9% |
3,170,869 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.46 |
124.24 |
123.26 |
|
| R3 |
123.94 |
123.72 |
123.11 |
|
| R2 |
123.42 |
123.42 |
123.07 |
|
| R1 |
123.20 |
123.20 |
123.02 |
123.31 |
| PP |
122.90 |
122.90 |
122.90 |
122.96 |
| S1 |
122.68 |
122.68 |
122.92 |
122.79 |
| S2 |
122.38 |
122.38 |
122.87 |
|
| S3 |
121.86 |
122.16 |
122.83 |
|
| S4 |
121.34 |
121.64 |
122.68 |
|
|
| 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% |
0.56 |
0.5% |
36% |
False |
False |
580,066 |
| 10 |
123.72 |
122.34 |
1.38 |
1.1% |
0.54 |
0.4% |
46% |
False |
False |
558,496 |
| 20 |
123.76 |
121.45 |
2.31 |
1.9% |
0.51 |
0.4% |
66% |
False |
False |
293,688 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
78% |
False |
False |
147,631 |
| 60 |
123.76 |
119.83 |
3.93 |
3.2% |
0.51 |
0.4% |
80% |
False |
False |
98,612 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.43 |
0.4% |
80% |
False |
False |
73,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.34 |
|
2.618 |
124.49 |
|
1.618 |
123.97 |
|
1.000 |
123.65 |
|
0.618 |
123.45 |
|
HIGH |
123.13 |
|
0.618 |
122.93 |
|
0.500 |
122.87 |
|
0.382 |
122.81 |
|
LOW |
122.61 |
|
0.618 |
122.29 |
|
1.000 |
122.09 |
|
1.618 |
121.77 |
|
2.618 |
121.25 |
|
4.250 |
120.40 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.94 |
123.00 |
| PP |
122.90 |
122.99 |
| S1 |
122.87 |
122.98 |
|