Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
120.01 |
120.73 |
0.72 |
0.6% |
119.82 |
| High |
120.81 |
121.09 |
0.28 |
0.2% |
121.09 |
| Low |
119.95 |
120.45 |
0.50 |
0.4% |
119.63 |
| Close |
120.63 |
120.96 |
0.33 |
0.3% |
120.96 |
| Range |
0.86 |
0.64 |
-0.22 |
-25.6% |
1.46 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.2% |
0.00 |
| Volume |
682,725 |
498,158 |
-184,567 |
-27.0% |
3,050,962 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.75 |
122.50 |
121.31 |
|
| R3 |
122.11 |
121.86 |
121.14 |
|
| R2 |
121.47 |
121.47 |
121.08 |
|
| R1 |
121.22 |
121.22 |
121.02 |
121.35 |
| PP |
120.83 |
120.83 |
120.83 |
120.90 |
| S1 |
120.58 |
120.58 |
120.90 |
120.71 |
| S2 |
120.19 |
120.19 |
120.84 |
|
| S3 |
119.55 |
119.94 |
120.78 |
|
| S4 |
118.91 |
119.30 |
120.61 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
124.41 |
121.76 |
|
| R3 |
123.48 |
122.95 |
121.36 |
|
| R2 |
122.02 |
122.02 |
121.23 |
|
| R1 |
121.49 |
121.49 |
121.09 |
121.76 |
| PP |
120.56 |
120.56 |
120.56 |
120.69 |
| S1 |
120.03 |
120.03 |
120.83 |
120.30 |
| S2 |
119.10 |
119.10 |
120.69 |
|
| S3 |
117.64 |
118.57 |
120.56 |
|
| S4 |
116.18 |
117.11 |
120.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.09 |
119.63 |
1.46 |
1.2% |
0.61 |
0.5% |
91% |
True |
False |
610,192 |
| 10 |
121.09 |
118.61 |
2.48 |
2.1% |
0.69 |
0.6% |
95% |
True |
False |
622,562 |
| 20 |
121.09 |
117.47 |
3.62 |
3.0% |
0.76 |
0.6% |
96% |
True |
False |
566,682 |
| 40 |
122.22 |
117.47 |
4.75 |
3.9% |
0.72 |
0.6% |
73% |
False |
False |
289,440 |
| 60 |
124.05 |
117.47 |
6.58 |
5.4% |
0.65 |
0.5% |
53% |
False |
False |
193,114 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.59 |
0.5% |
48% |
False |
False |
145,153 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.47 |
0.4% |
48% |
False |
False |
116,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.81 |
|
2.618 |
122.77 |
|
1.618 |
122.13 |
|
1.000 |
121.73 |
|
0.618 |
121.49 |
|
HIGH |
121.09 |
|
0.618 |
120.85 |
|
0.500 |
120.77 |
|
0.382 |
120.69 |
|
LOW |
120.45 |
|
0.618 |
120.05 |
|
1.000 |
119.81 |
|
1.618 |
119.41 |
|
2.618 |
118.77 |
|
4.250 |
117.73 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.90 |
120.81 |
| PP |
120.83 |
120.67 |
| S1 |
120.77 |
120.52 |
|