Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.34 |
118.65 |
0.31 |
0.3% |
117.50 |
| High |
118.80 |
119.60 |
0.80 |
0.7% |
118.80 |
| Low |
118.32 |
118.61 |
0.29 |
0.2% |
117.47 |
| Close |
118.52 |
119.48 |
0.96 |
0.8% |
118.52 |
| Range |
0.48 |
0.99 |
0.51 |
106.3% |
1.33 |
| ATR |
0.83 |
0.85 |
0.02 |
2.1% |
0.00 |
| Volume |
492,506 |
564,916 |
72,410 |
14.7% |
2,817,217 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.20 |
121.83 |
120.02 |
|
| R3 |
121.21 |
120.84 |
119.75 |
|
| R2 |
120.22 |
120.22 |
119.66 |
|
| R1 |
119.85 |
119.85 |
119.57 |
120.04 |
| PP |
119.23 |
119.23 |
119.23 |
119.32 |
| S1 |
118.86 |
118.86 |
119.39 |
119.05 |
| S2 |
118.24 |
118.24 |
119.30 |
|
| S3 |
117.25 |
117.87 |
119.21 |
|
| S4 |
116.26 |
116.88 |
118.94 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.25 |
121.72 |
119.25 |
|
| R3 |
120.92 |
120.39 |
118.89 |
|
| R2 |
119.59 |
119.59 |
118.76 |
|
| R1 |
119.06 |
119.06 |
118.64 |
119.33 |
| PP |
118.26 |
118.26 |
118.26 |
118.40 |
| S1 |
117.73 |
117.73 |
118.40 |
118.00 |
| S2 |
116.93 |
116.93 |
118.28 |
|
| S3 |
115.60 |
116.40 |
118.15 |
|
| S4 |
114.27 |
115.07 |
117.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.60 |
117.52 |
2.08 |
1.7% |
0.72 |
0.6% |
94% |
True |
False |
574,959 |
| 10 |
119.60 |
117.47 |
2.13 |
1.8% |
0.82 |
0.7% |
94% |
True |
False |
561,971 |
| 20 |
120.88 |
117.47 |
3.41 |
2.9% |
0.77 |
0.6% |
59% |
False |
False |
294,425 |
| 40 |
122.88 |
117.47 |
5.41 |
4.5% |
0.69 |
0.6% |
37% |
False |
False |
148,059 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.63 |
0.5% |
31% |
False |
False |
98,828 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.52 |
0.4% |
27% |
False |
False |
74,405 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.41 |
0.3% |
27% |
False |
False |
59,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.81 |
|
2.618 |
122.19 |
|
1.618 |
121.20 |
|
1.000 |
120.59 |
|
0.618 |
120.21 |
|
HIGH |
119.60 |
|
0.618 |
119.22 |
|
0.500 |
119.11 |
|
0.382 |
118.99 |
|
LOW |
118.61 |
|
0.618 |
118.00 |
|
1.000 |
117.62 |
|
1.618 |
117.01 |
|
2.618 |
116.02 |
|
4.250 |
114.40 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.36 |
119.17 |
| PP |
119.23 |
118.87 |
| S1 |
119.11 |
118.56 |
|