Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.25 |
119.60 |
0.35 |
0.3% |
119.88 |
| High |
119.84 |
119.75 |
-0.09 |
-0.1% |
119.91 |
| Low |
119.15 |
118.63 |
-0.52 |
-0.4% |
118.77 |
| Close |
119.53 |
118.99 |
-0.54 |
-0.5% |
119.53 |
| Range |
0.69 |
1.12 |
0.43 |
62.3% |
1.14 |
| ATR |
0.86 |
0.88 |
0.02 |
2.2% |
0.00 |
| Volume |
699,881 |
460,814 |
-239,067 |
-34.2% |
2,284,522 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.48 |
121.86 |
119.61 |
|
| R3 |
121.36 |
120.74 |
119.30 |
|
| R2 |
120.24 |
120.24 |
119.20 |
|
| R1 |
119.62 |
119.62 |
119.09 |
119.37 |
| PP |
119.12 |
119.12 |
119.12 |
119.00 |
| S1 |
118.50 |
118.50 |
118.89 |
118.25 |
| S2 |
118.00 |
118.00 |
118.78 |
|
| S3 |
116.88 |
117.38 |
118.68 |
|
| S4 |
115.76 |
116.26 |
118.37 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.82 |
122.32 |
120.16 |
|
| R3 |
121.68 |
121.18 |
119.84 |
|
| R2 |
120.54 |
120.54 |
119.74 |
|
| R1 |
120.04 |
120.04 |
119.63 |
119.72 |
| PP |
119.40 |
119.40 |
119.40 |
119.25 |
| S1 |
118.90 |
118.90 |
119.43 |
118.58 |
| S2 |
118.26 |
118.26 |
119.32 |
|
| S3 |
117.12 |
117.76 |
119.22 |
|
| S4 |
115.98 |
116.62 |
118.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.91 |
118.63 |
1.28 |
1.1% |
0.70 |
0.6% |
28% |
False |
True |
549,067 |
| 10 |
121.55 |
118.63 |
2.92 |
2.5% |
0.72 |
0.6% |
12% |
False |
True |
586,107 |
| 20 |
122.68 |
118.63 |
4.05 |
3.4% |
0.79 |
0.7% |
9% |
False |
True |
628,346 |
| 40 |
124.66 |
118.63 |
6.03 |
5.1% |
0.79 |
0.7% |
6% |
False |
True |
629,881 |
| 60 |
125.63 |
118.63 |
7.00 |
5.9% |
0.85 |
0.7% |
5% |
False |
True |
516,229 |
| 80 |
125.63 |
118.63 |
7.00 |
5.9% |
0.82 |
0.7% |
5% |
False |
True |
388,814 |
| 100 |
125.63 |
118.63 |
7.00 |
5.9% |
0.81 |
0.7% |
5% |
False |
True |
311,165 |
| 120 |
125.63 |
118.63 |
7.00 |
5.9% |
0.75 |
0.6% |
5% |
False |
True |
259,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.51 |
|
2.618 |
122.68 |
|
1.618 |
121.56 |
|
1.000 |
120.87 |
|
0.618 |
120.44 |
|
HIGH |
119.75 |
|
0.618 |
119.32 |
|
0.500 |
119.19 |
|
0.382 |
119.06 |
|
LOW |
118.63 |
|
0.618 |
117.94 |
|
1.000 |
117.51 |
|
1.618 |
116.82 |
|
2.618 |
115.70 |
|
4.250 |
113.87 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.19 |
119.24 |
| PP |
119.12 |
119.15 |
| S1 |
119.06 |
119.07 |
|