Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.56 |
119.54 |
-0.02 |
0.0% |
117.50 |
| High |
119.68 |
120.00 |
0.32 |
0.3% |
118.80 |
| Low |
119.26 |
119.47 |
0.21 |
0.2% |
117.47 |
| Close |
119.38 |
119.86 |
0.48 |
0.4% |
118.52 |
| Range |
0.42 |
0.53 |
0.11 |
26.2% |
1.33 |
| ATR |
0.82 |
0.80 |
-0.01 |
-1.7% |
0.00 |
| Volume |
642,709 |
634,234 |
-8,475 |
-1.3% |
2,817,217 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.37 |
121.14 |
120.15 |
|
| R3 |
120.84 |
120.61 |
120.01 |
|
| R2 |
120.31 |
120.31 |
119.96 |
|
| R1 |
120.08 |
120.08 |
119.91 |
120.20 |
| PP |
119.78 |
119.78 |
119.78 |
119.83 |
| S1 |
119.55 |
119.55 |
119.81 |
119.67 |
| S2 |
119.25 |
119.25 |
119.76 |
|
| S3 |
118.72 |
119.02 |
119.71 |
|
| S4 |
118.19 |
118.49 |
119.57 |
|
|
| 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 |
120.00 |
117.52 |
2.48 |
2.1% |
0.66 |
0.5% |
94% |
True |
False |
583,900 |
| 10 |
120.00 |
117.47 |
2.53 |
2.1% |
0.75 |
0.6% |
94% |
True |
False |
622,715 |
| 20 |
120.88 |
117.47 |
3.41 |
2.8% |
0.77 |
0.6% |
70% |
False |
False |
357,623 |
| 40 |
122.77 |
117.47 |
5.30 |
4.4% |
0.69 |
0.6% |
45% |
False |
False |
179,878 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.62 |
0.5% |
36% |
False |
False |
120,109 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.53 |
0.4% |
33% |
False |
False |
90,364 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.42 |
0.4% |
32% |
False |
False |
72,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.25 |
|
2.618 |
121.39 |
|
1.618 |
120.86 |
|
1.000 |
120.53 |
|
0.618 |
120.33 |
|
HIGH |
120.00 |
|
0.618 |
119.80 |
|
0.500 |
119.74 |
|
0.382 |
119.67 |
|
LOW |
119.47 |
|
0.618 |
119.14 |
|
1.000 |
118.94 |
|
1.618 |
118.61 |
|
2.618 |
118.08 |
|
4.250 |
117.22 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.82 |
119.68 |
| PP |
119.78 |
119.49 |
| S1 |
119.74 |
119.31 |
|