Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122.66 |
122.13 |
-0.53 |
-0.4% |
122.72 |
| High |
122.71 |
122.34 |
-0.37 |
-0.3% |
123.66 |
| Low |
122.22 |
121.68 |
-0.54 |
-0.4% |
122.11 |
| Close |
122.36 |
121.89 |
-0.47 |
-0.4% |
123.54 |
| Range |
0.49 |
0.66 |
0.17 |
34.7% |
1.55 |
| ATR |
0.65 |
0.65 |
0.00 |
0.3% |
0.00 |
| Volume |
424,446 |
311,002 |
-113,444 |
-26.7% |
2,776,207 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.95 |
123.58 |
122.25 |
|
| R3 |
123.29 |
122.92 |
122.07 |
|
| R2 |
122.63 |
122.63 |
122.01 |
|
| R1 |
122.26 |
122.26 |
121.95 |
122.12 |
| PP |
121.97 |
121.97 |
121.97 |
121.90 |
| S1 |
121.60 |
121.60 |
121.83 |
121.46 |
| S2 |
121.31 |
121.31 |
121.77 |
|
| S3 |
120.65 |
120.94 |
121.71 |
|
| S4 |
119.99 |
120.28 |
121.53 |
|
|
| 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 |
121.68 |
1.98 |
1.6% |
0.65 |
0.5% |
11% |
False |
True |
468,256 |
| 10 |
123.72 |
121.68 |
2.04 |
1.7% |
0.60 |
0.5% |
10% |
False |
True |
526,023 |
| 20 |
123.76 |
121.68 |
2.08 |
1.7% |
0.59 |
0.5% |
10% |
False |
True |
443,601 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.56 |
0.5% |
45% |
False |
False |
223,670 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
47% |
False |
False |
149,343 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.48 |
0.4% |
52% |
False |
False |
112,041 |
| 100 |
123.76 |
118.50 |
5.26 |
4.3% |
0.40 |
0.3% |
64% |
False |
False |
89,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.15 |
|
2.618 |
124.07 |
|
1.618 |
123.41 |
|
1.000 |
123.00 |
|
0.618 |
122.75 |
|
HIGH |
122.34 |
|
0.618 |
122.09 |
|
0.500 |
122.01 |
|
0.382 |
121.93 |
|
LOW |
121.68 |
|
0.618 |
121.27 |
|
1.000 |
121.02 |
|
1.618 |
120.61 |
|
2.618 |
119.95 |
|
4.250 |
118.88 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.01 |
122.67 |
| PP |
121.97 |
122.41 |
| S1 |
121.93 |
122.15 |
|