Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.02 |
118.40 |
-0.62 |
-0.5% |
118.90 |
| High |
119.30 |
118.65 |
-0.65 |
-0.5% |
119.31 |
| Low |
118.33 |
117.56 |
-0.77 |
-0.7% |
117.56 |
| Close |
118.54 |
117.66 |
-0.88 |
-0.7% |
117.66 |
| Range |
0.97 |
1.09 |
0.12 |
12.4% |
1.75 |
| ATR |
0.82 |
0.84 |
0.02 |
2.4% |
0.00 |
| Volume |
759,671 |
808,404 |
48,733 |
6.4% |
2,290,802 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.23 |
120.53 |
118.26 |
|
| R3 |
120.14 |
119.44 |
117.96 |
|
| R2 |
119.05 |
119.05 |
117.86 |
|
| R1 |
118.35 |
118.35 |
117.76 |
118.16 |
| PP |
117.96 |
117.96 |
117.96 |
117.86 |
| S1 |
117.26 |
117.26 |
117.56 |
117.07 |
| S2 |
116.87 |
116.87 |
117.46 |
|
| S3 |
115.78 |
116.17 |
117.36 |
|
| S4 |
114.69 |
115.08 |
117.06 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.43 |
122.29 |
118.62 |
|
| R3 |
121.68 |
120.54 |
118.14 |
|
| R2 |
119.93 |
119.93 |
117.98 |
|
| R1 |
118.79 |
118.79 |
117.82 |
118.49 |
| PP |
118.18 |
118.18 |
118.18 |
118.02 |
| S1 |
117.04 |
117.04 |
117.50 |
116.74 |
| S2 |
116.43 |
116.43 |
117.34 |
|
| S3 |
114.68 |
115.29 |
117.18 |
|
| S4 |
112.93 |
113.54 |
116.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.31 |
117.56 |
1.75 |
1.5% |
0.97 |
0.8% |
6% |
False |
True |
458,160 |
| 10 |
119.37 |
117.56 |
1.81 |
1.5% |
0.79 |
0.7% |
6% |
False |
True |
247,872 |
| 20 |
121.42 |
117.56 |
3.86 |
3.3% |
0.75 |
0.6% |
3% |
False |
True |
126,485 |
| 40 |
122.88 |
117.56 |
5.32 |
4.5% |
0.63 |
0.5% |
2% |
False |
True |
63,556 |
| 60 |
124.05 |
117.56 |
6.49 |
5.5% |
0.61 |
0.5% |
2% |
False |
True |
42,626 |
| 80 |
124.80 |
117.56 |
7.24 |
6.2% |
0.46 |
0.4% |
1% |
False |
True |
32,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.28 |
|
2.618 |
121.50 |
|
1.618 |
120.41 |
|
1.000 |
119.74 |
|
0.618 |
119.32 |
|
HIGH |
118.65 |
|
0.618 |
118.23 |
|
0.500 |
118.11 |
|
0.382 |
117.98 |
|
LOW |
117.56 |
|
0.618 |
116.89 |
|
1.000 |
116.47 |
|
1.618 |
115.80 |
|
2.618 |
114.71 |
|
4.250 |
112.93 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.11 |
118.44 |
| PP |
117.96 |
118.18 |
| S1 |
117.81 |
117.92 |
|