Euro Bund Future September 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 |
118.60 |
118.90 |
0.30 |
0.3% |
119.18 |
| High |
119.16 |
119.10 |
-0.06 |
-0.1% |
119.37 |
| Low |
118.46 |
117.94 |
-0.52 |
-0.4% |
118.15 |
| Close |
118.88 |
118.32 |
-0.56 |
-0.5% |
118.88 |
| Range |
0.70 |
1.16 |
0.46 |
65.7% |
1.22 |
| ATR |
0.78 |
0.81 |
0.03 |
3.5% |
0.00 |
| Volume |
55,912 |
53,219 |
-2,693 |
-4.8% |
187,918 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.93 |
121.29 |
118.96 |
|
| R3 |
120.77 |
120.13 |
118.64 |
|
| R2 |
119.61 |
119.61 |
118.53 |
|
| R1 |
118.97 |
118.97 |
118.43 |
118.71 |
| PP |
118.45 |
118.45 |
118.45 |
118.33 |
| S1 |
117.81 |
117.81 |
118.21 |
117.55 |
| S2 |
117.29 |
117.29 |
118.11 |
|
| S3 |
116.13 |
116.65 |
118.00 |
|
| S4 |
114.97 |
115.49 |
117.68 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.46 |
121.89 |
119.55 |
|
| R3 |
121.24 |
120.67 |
119.22 |
|
| R2 |
120.02 |
120.02 |
119.10 |
|
| R1 |
119.45 |
119.45 |
118.99 |
119.13 |
| PP |
118.80 |
118.80 |
118.80 |
118.64 |
| S1 |
118.23 |
118.23 |
118.77 |
117.91 |
| S2 |
117.58 |
117.58 |
118.66 |
|
| S3 |
116.36 |
117.01 |
118.54 |
|
| S4 |
115.14 |
115.79 |
118.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.37 |
117.94 |
1.43 |
1.2% |
0.77 |
0.7% |
27% |
False |
True |
47,440 |
| 10 |
120.88 |
117.94 |
2.94 |
2.5% |
0.73 |
0.6% |
13% |
False |
True |
26,879 |
| 20 |
121.99 |
117.94 |
4.05 |
3.4% |
0.70 |
0.6% |
9% |
False |
True |
14,845 |
| 40 |
123.65 |
117.94 |
5.71 |
4.8% |
0.62 |
0.5% |
7% |
False |
True |
7,658 |
| 60 |
124.80 |
117.94 |
6.86 |
5.8% |
0.56 |
0.5% |
6% |
False |
True |
5,529 |
| 80 |
124.80 |
117.94 |
6.86 |
5.8% |
0.42 |
0.4% |
6% |
False |
True |
4,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.03 |
|
2.618 |
122.14 |
|
1.618 |
120.98 |
|
1.000 |
120.26 |
|
0.618 |
119.82 |
|
HIGH |
119.10 |
|
0.618 |
118.66 |
|
0.500 |
118.52 |
|
0.382 |
118.38 |
|
LOW |
117.94 |
|
0.618 |
117.22 |
|
1.000 |
116.78 |
|
1.618 |
116.06 |
|
2.618 |
114.90 |
|
4.250 |
113.01 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.52 |
118.55 |
| PP |
118.45 |
118.47 |
| S1 |
118.39 |
118.40 |
|