Euro Bund Future September 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 |
118.90 |
118.24 |
-0.66 |
-0.6% |
119.18 |
| High |
119.10 |
118.59 |
-0.51 |
-0.4% |
119.37 |
| Low |
117.94 |
118.08 |
0.14 |
0.1% |
118.15 |
| Close |
118.32 |
118.35 |
0.03 |
0.0% |
118.88 |
| Range |
1.16 |
0.51 |
-0.65 |
-56.0% |
1.22 |
| ATR |
0.81 |
0.78 |
-0.02 |
-2.6% |
0.00 |
| Volume |
53,219 |
188,616 |
135,397 |
254.4% |
187,918 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.87 |
119.62 |
118.63 |
|
| R3 |
119.36 |
119.11 |
118.49 |
|
| R2 |
118.85 |
118.85 |
118.44 |
|
| R1 |
118.60 |
118.60 |
118.40 |
118.73 |
| PP |
118.34 |
118.34 |
118.34 |
118.40 |
| S1 |
118.09 |
118.09 |
118.30 |
118.22 |
| S2 |
117.83 |
117.83 |
118.26 |
|
| S3 |
117.32 |
117.58 |
118.21 |
|
| S4 |
116.81 |
117.07 |
118.07 |
|
|
| 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 |
119.16 |
117.94 |
1.22 |
1.0% |
0.71 |
0.6% |
34% |
False |
False |
79,835 |
| 10 |
120.88 |
117.94 |
2.94 |
2.5% |
0.72 |
0.6% |
14% |
False |
False |
44,883 |
| 20 |
121.99 |
117.94 |
4.05 |
3.4% |
0.70 |
0.6% |
10% |
False |
False |
24,239 |
| 40 |
122.88 |
117.94 |
4.94 |
4.2% |
0.59 |
0.5% |
8% |
False |
False |
12,373 |
| 60 |
124.80 |
117.94 |
6.86 |
5.8% |
0.56 |
0.5% |
6% |
False |
False |
8,672 |
| 80 |
124.80 |
117.94 |
6.86 |
5.8% |
0.42 |
0.4% |
6% |
False |
False |
6,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.76 |
|
2.618 |
119.93 |
|
1.618 |
119.42 |
|
1.000 |
119.10 |
|
0.618 |
118.91 |
|
HIGH |
118.59 |
|
0.618 |
118.40 |
|
0.500 |
118.34 |
|
0.382 |
118.27 |
|
LOW |
118.08 |
|
0.618 |
117.76 |
|
1.000 |
117.57 |
|
1.618 |
117.25 |
|
2.618 |
116.74 |
|
4.250 |
115.91 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.35 |
118.55 |
| PP |
118.34 |
118.48 |
| S1 |
118.34 |
118.42 |
|