Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
120.73 |
121.06 |
0.33 |
0.3% |
119.82 |
| High |
121.09 |
121.29 |
0.20 |
0.2% |
121.09 |
| Low |
120.45 |
120.90 |
0.45 |
0.4% |
119.63 |
| Close |
120.96 |
121.15 |
0.19 |
0.2% |
120.96 |
| Range |
0.64 |
0.39 |
-0.25 |
-39.1% |
1.46 |
| ATR |
0.76 |
0.73 |
-0.03 |
-3.5% |
0.00 |
| Volume |
498,158 |
411,058 |
-87,100 |
-17.5% |
3,050,962 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.28 |
122.11 |
121.36 |
|
| R3 |
121.89 |
121.72 |
121.26 |
|
| R2 |
121.50 |
121.50 |
121.22 |
|
| R1 |
121.33 |
121.33 |
121.19 |
121.42 |
| PP |
121.11 |
121.11 |
121.11 |
121.16 |
| S1 |
120.94 |
120.94 |
121.11 |
121.03 |
| S2 |
120.72 |
120.72 |
121.08 |
|
| S3 |
120.33 |
120.55 |
121.04 |
|
| S4 |
119.94 |
120.16 |
120.94 |
|
|
| 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 |
121.29 |
119.85 |
1.44 |
1.2% |
0.56 |
0.5% |
90% |
True |
False |
582,020 |
| 10 |
121.29 |
118.78 |
2.51 |
2.1% |
0.63 |
0.5% |
94% |
True |
False |
607,177 |
| 20 |
121.29 |
117.47 |
3.82 |
3.2% |
0.72 |
0.6% |
96% |
True |
False |
584,574 |
| 40 |
121.99 |
117.47 |
4.52 |
3.7% |
0.71 |
0.6% |
81% |
False |
False |
299,709 |
| 60 |
123.65 |
117.47 |
6.18 |
5.1% |
0.65 |
0.5% |
60% |
False |
False |
199,964 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.60 |
0.5% |
50% |
False |
False |
150,290 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.48 |
0.4% |
50% |
False |
False |
120,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.95 |
|
2.618 |
122.31 |
|
1.618 |
121.92 |
|
1.000 |
121.68 |
|
0.618 |
121.53 |
|
HIGH |
121.29 |
|
0.618 |
121.14 |
|
0.500 |
121.10 |
|
0.382 |
121.05 |
|
LOW |
120.90 |
|
0.618 |
120.66 |
|
1.000 |
120.51 |
|
1.618 |
120.27 |
|
2.618 |
119.88 |
|
4.250 |
119.24 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.13 |
120.97 |
| PP |
121.11 |
120.80 |
| S1 |
121.10 |
120.62 |
|