Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.24 |
118.45 |
0.21 |
0.2% |
119.18 |
| High |
118.59 |
119.31 |
0.72 |
0.6% |
119.37 |
| Low |
118.08 |
118.20 |
0.12 |
0.1% |
118.15 |
| Close |
118.35 |
119.16 |
0.81 |
0.7% |
118.88 |
| Range |
0.51 |
1.11 |
0.60 |
117.6% |
1.22 |
| ATR |
0.78 |
0.81 |
0.02 |
3.0% |
0.00 |
| Volume |
188,616 |
480,892 |
292,276 |
155.0% |
187,918 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.22 |
121.80 |
119.77 |
|
| R3 |
121.11 |
120.69 |
119.47 |
|
| R2 |
120.00 |
120.00 |
119.36 |
|
| R1 |
119.58 |
119.58 |
119.26 |
119.79 |
| PP |
118.89 |
118.89 |
118.89 |
119.00 |
| S1 |
118.47 |
118.47 |
119.06 |
118.68 |
| S2 |
117.78 |
117.78 |
118.96 |
|
| S3 |
116.67 |
117.36 |
118.85 |
|
| S4 |
115.56 |
116.25 |
118.55 |
|
|
| 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 |
119.31 |
117.94 |
1.37 |
1.1% |
0.80 |
0.7% |
89% |
True |
False |
165,227 |
| 10 |
120.88 |
117.94 |
2.94 |
2.5% |
0.78 |
0.7% |
41% |
False |
False |
92,532 |
| 20 |
121.42 |
117.94 |
3.48 |
2.9% |
0.73 |
0.6% |
35% |
False |
False |
48,221 |
| 40 |
122.88 |
117.94 |
4.94 |
4.1% |
0.59 |
0.5% |
25% |
False |
False |
24,373 |
| 60 |
124.73 |
117.94 |
6.79 |
5.7% |
0.58 |
0.5% |
18% |
False |
False |
16,584 |
| 80 |
124.80 |
117.94 |
6.86 |
5.8% |
0.44 |
0.4% |
18% |
False |
False |
12,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.03 |
|
2.618 |
122.22 |
|
1.618 |
121.11 |
|
1.000 |
120.42 |
|
0.618 |
120.00 |
|
HIGH |
119.31 |
|
0.618 |
118.89 |
|
0.500 |
118.76 |
|
0.382 |
118.62 |
|
LOW |
118.20 |
|
0.618 |
117.51 |
|
1.000 |
117.09 |
|
1.618 |
116.40 |
|
2.618 |
115.29 |
|
4.250 |
113.48 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.03 |
118.98 |
| PP |
118.89 |
118.80 |
| S1 |
118.76 |
118.63 |
|