Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
122.70 |
123.41 |
0.71 |
0.6% |
122.72 |
High |
123.54 |
123.66 |
0.12 |
0.1% |
123.66 |
Low |
122.69 |
123.30 |
0.61 |
0.5% |
122.11 |
Close |
123.40 |
123.54 |
0.14 |
0.1% |
123.54 |
Range |
0.85 |
0.36 |
-0.49 |
-57.6% |
1.55 |
ATR |
0.62 |
0.60 |
-0.02 |
-3.0% |
0.00 |
Volume |
592,253 |
357,732 |
-234,521 |
-39.6% |
2,776,207 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.58 |
124.42 |
123.74 |
|
R3 |
124.22 |
124.06 |
123.64 |
|
R2 |
123.86 |
123.86 |
123.61 |
|
R1 |
123.70 |
123.70 |
123.57 |
123.78 |
PP |
123.50 |
123.50 |
123.50 |
123.54 |
S1 |
123.34 |
123.34 |
123.51 |
123.42 |
S2 |
123.14 |
123.14 |
123.47 |
|
S3 |
122.78 |
122.98 |
123.44 |
|
S4 |
122.42 |
122.62 |
123.34 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.75 |
127.20 |
124.39 |
|
R3 |
126.20 |
125.65 |
123.97 |
|
R2 |
124.65 |
124.65 |
123.82 |
|
R1 |
124.10 |
124.10 |
123.68 |
124.38 |
PP |
123.10 |
123.10 |
123.10 |
123.24 |
S1 |
122.55 |
122.55 |
123.40 |
122.83 |
S2 |
121.55 |
121.55 |
123.26 |
|
S3 |
120.00 |
121.00 |
123.11 |
|
S4 |
118.45 |
119.45 |
122.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.66 |
122.11 |
1.55 |
1.3% |
0.67 |
0.5% |
92% |
True |
False |
555,241 |
10 |
123.72 |
122.11 |
1.61 |
1.3% |
0.61 |
0.5% |
89% |
False |
False |
594,707 |
20 |
123.76 |
121.88 |
1.88 |
1.5% |
0.56 |
0.5% |
88% |
False |
False |
408,351 |
40 |
123.76 |
120.20 |
3.56 |
2.9% |
0.56 |
0.5% |
94% |
False |
False |
205,307 |
60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
94% |
False |
False |
137,096 |
80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
94% |
False |
False |
102,848 |
100 |
123.76 |
118.50 |
5.26 |
4.3% |
0.38 |
0.3% |
96% |
False |
False |
82,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.19 |
2.618 |
124.60 |
1.618 |
124.24 |
1.000 |
124.02 |
0.618 |
123.88 |
HIGH |
123.66 |
0.618 |
123.52 |
0.500 |
123.48 |
0.382 |
123.44 |
LOW |
123.30 |
0.618 |
123.08 |
1.000 |
122.94 |
1.618 |
122.72 |
2.618 |
122.36 |
4.250 |
121.77 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
123.52 |
123.32 |
PP |
123.50 |
123.10 |
S1 |
123.48 |
122.89 |
|