Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.24 |
119.82 |
0.58 |
0.5% |
118.65 |
| High |
119.85 |
120.30 |
0.45 |
0.4% |
120.00 |
| Low |
118.78 |
119.63 |
0.85 |
0.7% |
118.61 |
| Close |
119.69 |
120.18 |
0.49 |
0.4% |
119.69 |
| Range |
1.07 |
0.67 |
-0.40 |
-37.4% |
1.39 |
| ATR |
0.82 |
0.81 |
-0.01 |
-1.3% |
0.00 |
| Volume |
616,934 |
551,917 |
-65,017 |
-10.5% |
3,174,667 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.05 |
121.78 |
120.55 |
|
| R3 |
121.38 |
121.11 |
120.36 |
|
| R2 |
120.71 |
120.71 |
120.30 |
|
| R1 |
120.44 |
120.44 |
120.24 |
120.58 |
| PP |
120.04 |
120.04 |
120.04 |
120.10 |
| S1 |
119.77 |
119.77 |
120.12 |
119.91 |
| S2 |
119.37 |
119.37 |
120.06 |
|
| S3 |
118.70 |
119.10 |
120.00 |
|
| S4 |
118.03 |
118.43 |
119.81 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.60 |
123.04 |
120.45 |
|
| R3 |
122.21 |
121.65 |
120.07 |
|
| R2 |
120.82 |
120.82 |
119.94 |
|
| R1 |
120.26 |
120.26 |
119.82 |
120.54 |
| PP |
119.43 |
119.43 |
119.43 |
119.58 |
| S1 |
118.87 |
118.87 |
119.56 |
119.15 |
| S2 |
118.04 |
118.04 |
119.44 |
|
| S3 |
116.65 |
117.48 |
119.31 |
|
| S4 |
115.26 |
116.09 |
118.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.30 |
118.78 |
1.52 |
1.3% |
0.70 |
0.6% |
92% |
True |
False |
632,333 |
| 10 |
120.30 |
117.52 |
2.78 |
2.3% |
0.71 |
0.6% |
96% |
True |
False |
603,646 |
| 20 |
120.30 |
117.47 |
2.83 |
2.4% |
0.78 |
0.6% |
96% |
True |
False |
450,929 |
| 40 |
122.77 |
117.47 |
5.30 |
4.4% |
0.72 |
0.6% |
51% |
False |
False |
226,981 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.64 |
0.5% |
41% |
False |
False |
151,490 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.56 |
0.5% |
37% |
False |
False |
113,920 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.45 |
0.4% |
36% |
False |
False |
91,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.15 |
|
2.618 |
122.05 |
|
1.618 |
121.38 |
|
1.000 |
120.97 |
|
0.618 |
120.71 |
|
HIGH |
120.30 |
|
0.618 |
120.04 |
|
0.500 |
119.97 |
|
0.382 |
119.89 |
|
LOW |
119.63 |
|
0.618 |
119.22 |
|
1.000 |
118.96 |
|
1.618 |
118.55 |
|
2.618 |
117.88 |
|
4.250 |
116.78 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.11 |
119.97 |
| PP |
120.04 |
119.75 |
| S1 |
119.97 |
119.54 |
|