Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121.40 |
121.28 |
-0.12 |
-0.1% |
122.66 |
| High |
121.70 |
121.63 |
-0.07 |
-0.1% |
122.71 |
| Low |
121.28 |
121.26 |
-0.02 |
0.0% |
121.68 |
| Close |
121.42 |
121.49 |
0.07 |
0.1% |
121.89 |
| Range |
0.42 |
0.37 |
-0.05 |
-11.9% |
1.03 |
| ATR |
0.65 |
0.63 |
-0.02 |
-3.1% |
0.00 |
| Volume |
109,855 |
215,251 |
105,396 |
95.9% |
735,448 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
122.40 |
121.69 |
|
| R3 |
122.20 |
122.03 |
121.59 |
|
| R2 |
121.83 |
121.83 |
121.56 |
|
| R1 |
121.66 |
121.66 |
121.52 |
121.75 |
| PP |
121.46 |
121.46 |
121.46 |
121.50 |
| S1 |
121.29 |
121.29 |
121.46 |
121.38 |
| S2 |
121.09 |
121.09 |
121.42 |
|
| S3 |
120.72 |
120.92 |
121.39 |
|
| S4 |
120.35 |
120.55 |
121.29 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.18 |
124.57 |
122.46 |
|
| R3 |
124.15 |
123.54 |
122.17 |
|
| R2 |
123.12 |
123.12 |
122.08 |
|
| R1 |
122.51 |
122.51 |
121.98 |
122.30 |
| PP |
122.09 |
122.09 |
122.09 |
121.99 |
| S1 |
121.48 |
121.48 |
121.80 |
121.27 |
| S2 |
121.06 |
121.06 |
121.70 |
|
| S3 |
120.03 |
120.45 |
121.61 |
|
| S4 |
119.00 |
119.42 |
121.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.66 |
121.26 |
2.40 |
2.0% |
0.46 |
0.4% |
10% |
False |
True |
283,657 |
| 10 |
123.66 |
121.26 |
2.40 |
2.0% |
0.57 |
0.5% |
10% |
False |
True |
441,137 |
| 20 |
123.76 |
121.26 |
2.50 |
2.1% |
0.56 |
0.5% |
9% |
False |
True |
456,192 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.55 |
0.5% |
33% |
False |
False |
231,650 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
36% |
False |
False |
154,758 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.48 |
0.4% |
42% |
False |
False |
116,103 |
| 100 |
123.76 |
118.50 |
5.26 |
4.3% |
0.39 |
0.3% |
57% |
False |
False |
92,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.20 |
|
2.618 |
122.60 |
|
1.618 |
122.23 |
|
1.000 |
122.00 |
|
0.618 |
121.86 |
|
HIGH |
121.63 |
|
0.618 |
121.49 |
|
0.500 |
121.45 |
|
0.382 |
121.40 |
|
LOW |
121.26 |
|
0.618 |
121.03 |
|
1.000 |
120.89 |
|
1.618 |
120.66 |
|
2.618 |
120.29 |
|
4.250 |
119.69 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.48 |
121.80 |
| PP |
121.46 |
121.70 |
| S1 |
121.45 |
121.59 |
|