Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
121.06 |
121.22 |
0.16 |
0.1% |
119.82 |
| High |
121.29 |
121.24 |
-0.05 |
0.0% |
121.09 |
| Low |
120.90 |
120.77 |
-0.13 |
-0.1% |
119.63 |
| Close |
121.15 |
121.08 |
-0.07 |
-0.1% |
120.96 |
| Range |
0.39 |
0.47 |
0.08 |
20.5% |
1.46 |
| ATR |
0.73 |
0.72 |
-0.02 |
-2.6% |
0.00 |
| Volume |
411,058 |
659,386 |
248,328 |
60.4% |
3,050,962 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.44 |
122.23 |
121.34 |
|
| R3 |
121.97 |
121.76 |
121.21 |
|
| R2 |
121.50 |
121.50 |
121.17 |
|
| R1 |
121.29 |
121.29 |
121.12 |
121.16 |
| PP |
121.03 |
121.03 |
121.03 |
120.97 |
| S1 |
120.82 |
120.82 |
121.04 |
120.69 |
| S2 |
120.56 |
120.56 |
120.99 |
|
| S3 |
120.09 |
120.35 |
120.95 |
|
| S4 |
119.62 |
119.88 |
120.82 |
|
|
| 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 |
119.95 |
1.34 |
1.1% |
0.56 |
0.5% |
84% |
False |
False |
576,174 |
| 10 |
121.29 |
118.78 |
2.51 |
2.1% |
0.63 |
0.5% |
92% |
False |
False |
608,844 |
| 20 |
121.29 |
117.47 |
3.82 |
3.2% |
0.72 |
0.6% |
95% |
False |
False |
608,112 |
| 40 |
121.99 |
117.47 |
4.52 |
3.7% |
0.71 |
0.6% |
80% |
False |
False |
316,176 |
| 60 |
122.88 |
117.47 |
5.41 |
4.5% |
0.63 |
0.5% |
67% |
False |
False |
210,953 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.60 |
0.5% |
49% |
False |
False |
158,532 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.48 |
0.4% |
49% |
False |
False |
126,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.24 |
|
2.618 |
122.47 |
|
1.618 |
122.00 |
|
1.000 |
121.71 |
|
0.618 |
121.53 |
|
HIGH |
121.24 |
|
0.618 |
121.06 |
|
0.500 |
121.01 |
|
0.382 |
120.95 |
|
LOW |
120.77 |
|
0.618 |
120.48 |
|
1.000 |
120.30 |
|
1.618 |
120.01 |
|
2.618 |
119.54 |
|
4.250 |
118.77 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.06 |
121.01 |
| PP |
121.03 |
120.94 |
| S1 |
121.01 |
120.87 |
|