Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.40 |
117.50 |
-0.90 |
-0.8% |
118.90 |
| High |
118.65 |
118.36 |
-0.29 |
-0.2% |
119.31 |
| Low |
117.56 |
117.47 |
-0.09 |
-0.1% |
117.56 |
| Close |
117.66 |
118.20 |
0.54 |
0.5% |
117.66 |
| Range |
1.09 |
0.89 |
-0.20 |
-18.3% |
1.75 |
| ATR |
0.84 |
0.84 |
0.00 |
0.4% |
0.00 |
| Volume |
808,404 |
507,334 |
-301,070 |
-37.2% |
2,290,802 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.68 |
120.33 |
118.69 |
|
| R3 |
119.79 |
119.44 |
118.44 |
|
| R2 |
118.90 |
118.90 |
118.36 |
|
| R1 |
118.55 |
118.55 |
118.28 |
118.73 |
| PP |
118.01 |
118.01 |
118.01 |
118.10 |
| S1 |
117.66 |
117.66 |
118.12 |
117.84 |
| S2 |
117.12 |
117.12 |
118.04 |
|
| S3 |
116.23 |
116.77 |
117.96 |
|
| S4 |
115.34 |
115.88 |
117.71 |
|
|
| 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 |
117.47 |
1.84 |
1.6% |
0.91 |
0.8% |
40% |
False |
True |
548,983 |
| 10 |
119.37 |
117.47 |
1.90 |
1.6% |
0.84 |
0.7% |
38% |
False |
True |
298,212 |
| 20 |
121.42 |
117.47 |
3.95 |
3.3% |
0.76 |
0.6% |
18% |
False |
True |
151,791 |
| 40 |
122.88 |
117.47 |
5.41 |
4.6% |
0.64 |
0.5% |
13% |
False |
True |
76,237 |
| 60 |
124.05 |
117.47 |
6.58 |
5.6% |
0.62 |
0.5% |
11% |
False |
True |
51,064 |
| 80 |
124.80 |
117.47 |
7.33 |
6.2% |
0.47 |
0.4% |
10% |
False |
True |
38,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.14 |
|
2.618 |
120.69 |
|
1.618 |
119.80 |
|
1.000 |
119.25 |
|
0.618 |
118.91 |
|
HIGH |
118.36 |
|
0.618 |
118.02 |
|
0.500 |
117.92 |
|
0.382 |
117.81 |
|
LOW |
117.47 |
|
0.618 |
116.92 |
|
1.000 |
116.58 |
|
1.618 |
116.03 |
|
2.618 |
115.14 |
|
4.250 |
113.69 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.11 |
118.39 |
| PP |
118.01 |
118.32 |
| S1 |
117.92 |
118.26 |
|