Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.60 |
118.89 |
-0.71 |
-0.6% |
119.88 |
| High |
119.75 |
119.27 |
-0.48 |
-0.4% |
119.91 |
| Low |
118.63 |
118.76 |
0.13 |
0.1% |
118.77 |
| Close |
118.99 |
119.01 |
0.02 |
0.0% |
119.53 |
| Range |
1.12 |
0.51 |
-0.61 |
-54.5% |
1.14 |
| ATR |
0.88 |
0.85 |
-0.03 |
-3.0% |
0.00 |
| Volume |
460,814 |
831,470 |
370,656 |
80.4% |
2,284,522 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.54 |
120.29 |
119.29 |
|
| R3 |
120.03 |
119.78 |
119.15 |
|
| R2 |
119.52 |
119.52 |
119.10 |
|
| R1 |
119.27 |
119.27 |
119.06 |
119.40 |
| PP |
119.01 |
119.01 |
119.01 |
119.08 |
| S1 |
118.76 |
118.76 |
118.96 |
118.89 |
| S2 |
118.50 |
118.50 |
118.92 |
|
| S3 |
117.99 |
118.25 |
118.87 |
|
| S4 |
117.48 |
117.74 |
118.73 |
|
|
| 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 |
119.84 |
118.63 |
1.21 |
1.0% |
0.72 |
0.6% |
31% |
False |
False |
682,111 |
| 10 |
121.52 |
118.63 |
2.89 |
2.4% |
0.72 |
0.6% |
13% |
False |
False |
624,296 |
| 20 |
122.65 |
118.63 |
4.02 |
3.4% |
0.77 |
0.6% |
9% |
False |
False |
652,766 |
| 40 |
124.41 |
118.63 |
5.78 |
4.9% |
0.79 |
0.7% |
7% |
False |
False |
636,356 |
| 60 |
125.63 |
118.63 |
7.00 |
5.9% |
0.84 |
0.7% |
5% |
False |
False |
529,450 |
| 80 |
125.63 |
118.63 |
7.00 |
5.9% |
0.82 |
0.7% |
5% |
False |
False |
399,193 |
| 100 |
125.63 |
118.63 |
7.00 |
5.9% |
0.81 |
0.7% |
5% |
False |
False |
319,480 |
| 120 |
125.63 |
118.63 |
7.00 |
5.9% |
0.75 |
0.6% |
5% |
False |
False |
266,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.44 |
|
2.618 |
120.61 |
|
1.618 |
120.10 |
|
1.000 |
119.78 |
|
0.618 |
119.59 |
|
HIGH |
119.27 |
|
0.618 |
119.08 |
|
0.500 |
119.02 |
|
0.382 |
118.95 |
|
LOW |
118.76 |
|
0.618 |
118.44 |
|
1.000 |
118.25 |
|
1.618 |
117.93 |
|
2.618 |
117.42 |
|
4.250 |
116.59 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.02 |
119.24 |
| PP |
119.01 |
119.16 |
| S1 |
119.01 |
119.09 |
|