Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.65 |
119.56 |
0.91 |
0.8% |
117.50 |
| High |
119.60 |
119.68 |
0.08 |
0.1% |
118.80 |
| Low |
118.61 |
119.26 |
0.65 |
0.5% |
117.47 |
| Close |
119.48 |
119.38 |
-0.10 |
-0.1% |
118.52 |
| Range |
0.99 |
0.42 |
-0.57 |
-57.6% |
1.33 |
| ATR |
0.85 |
0.82 |
-0.03 |
-3.6% |
0.00 |
| Volume |
564,916 |
642,709 |
77,793 |
13.8% |
2,817,217 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.70 |
120.46 |
119.61 |
|
| R3 |
120.28 |
120.04 |
119.50 |
|
| R2 |
119.86 |
119.86 |
119.46 |
|
| R1 |
119.62 |
119.62 |
119.42 |
119.53 |
| PP |
119.44 |
119.44 |
119.44 |
119.40 |
| S1 |
119.20 |
119.20 |
119.34 |
119.11 |
| S2 |
119.02 |
119.02 |
119.30 |
|
| S3 |
118.60 |
118.78 |
119.26 |
|
| S4 |
118.18 |
118.36 |
119.15 |
|
|
| 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 |
119.68 |
117.52 |
2.16 |
1.8% |
0.68 |
0.6% |
86% |
True |
False |
583,383 |
| 10 |
119.68 |
117.47 |
2.21 |
1.9% |
0.81 |
0.7% |
86% |
True |
False |
607,380 |
| 20 |
120.88 |
117.47 |
3.41 |
2.9% |
0.76 |
0.6% |
56% |
False |
False |
326,131 |
| 40 |
122.88 |
117.47 |
5.41 |
4.5% |
0.69 |
0.6% |
35% |
False |
False |
164,077 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.62 |
0.5% |
29% |
False |
False |
109,539 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.52 |
0.4% |
26% |
False |
False |
82,437 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.42 |
0.4% |
25% |
False |
False |
65,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.47 |
|
2.618 |
120.78 |
|
1.618 |
120.36 |
|
1.000 |
120.10 |
|
0.618 |
119.94 |
|
HIGH |
119.68 |
|
0.618 |
119.52 |
|
0.500 |
119.47 |
|
0.382 |
119.42 |
|
LOW |
119.26 |
|
0.618 |
119.00 |
|
1.000 |
118.84 |
|
1.618 |
118.58 |
|
2.618 |
118.16 |
|
4.250 |
117.48 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.47 |
119.25 |
| PP |
119.44 |
119.13 |
| S1 |
119.41 |
119.00 |
|