Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.94 |
122.55 |
-0.39 |
-0.3% |
122.67 |
| High |
123.09 |
122.99 |
-0.10 |
-0.1% |
123.72 |
| Low |
122.37 |
122.11 |
-0.26 |
-0.2% |
122.55 |
| Close |
122.48 |
122.78 |
0.30 |
0.2% |
122.69 |
| Range |
0.72 |
0.88 |
0.16 |
22.2% |
1.17 |
| ATR |
0.58 |
0.60 |
0.02 |
3.7% |
0.00 |
| Volume |
704,569 |
655,847 |
-48,722 |
-6.9% |
3,170,869 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.27 |
124.90 |
123.26 |
|
| R3 |
124.39 |
124.02 |
123.02 |
|
| R2 |
123.51 |
123.51 |
122.94 |
|
| R1 |
123.14 |
123.14 |
122.86 |
123.33 |
| PP |
122.63 |
122.63 |
122.63 |
122.72 |
| S1 |
122.26 |
122.26 |
122.70 |
122.45 |
| S2 |
121.75 |
121.75 |
122.62 |
|
| S3 |
120.87 |
121.38 |
122.54 |
|
| S4 |
119.99 |
120.50 |
122.30 |
|
|
| 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 |
123.45 |
122.11 |
1.34 |
1.1% |
0.62 |
0.5% |
50% |
False |
True |
601,975 |
| 10 |
123.72 |
122.11 |
1.61 |
1.3% |
0.62 |
0.5% |
42% |
False |
True |
638,655 |
| 20 |
123.76 |
121.67 |
2.09 |
1.7% |
0.55 |
0.4% |
53% |
False |
False |
361,459 |
| 40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
72% |
False |
False |
181,592 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
72% |
False |
False |
121,264 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.45 |
0.4% |
75% |
False |
False |
90,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.73 |
|
2.618 |
125.29 |
|
1.618 |
124.41 |
|
1.000 |
123.87 |
|
0.618 |
123.53 |
|
HIGH |
122.99 |
|
0.618 |
122.65 |
|
0.500 |
122.55 |
|
0.382 |
122.45 |
|
LOW |
122.11 |
|
0.618 |
121.57 |
|
1.000 |
121.23 |
|
1.618 |
120.69 |
|
2.618 |
119.81 |
|
4.250 |
118.37 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.70 |
122.73 |
| PP |
122.63 |
122.67 |
| S1 |
122.55 |
122.62 |
|