Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.11 |
120.94 |
-0.17 |
-0.1% |
119.82 |
| High |
121.15 |
121.74 |
0.59 |
0.5% |
121.09 |
| Low |
120.76 |
120.88 |
0.12 |
0.1% |
119.63 |
| Close |
120.92 |
121.65 |
0.73 |
0.6% |
120.96 |
| Range |
0.39 |
0.86 |
0.47 |
120.5% |
1.46 |
| ATR |
0.69 |
0.70 |
0.01 |
1.7% |
0.00 |
| Volume |
631,966 |
783,192 |
151,226 |
23.9% |
3,050,962 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.00 |
123.69 |
122.12 |
|
| R3 |
123.14 |
122.83 |
121.89 |
|
| R2 |
122.28 |
122.28 |
121.81 |
|
| R1 |
121.97 |
121.97 |
121.73 |
122.13 |
| PP |
121.42 |
121.42 |
121.42 |
121.50 |
| S1 |
121.11 |
121.11 |
121.57 |
121.27 |
| S2 |
120.56 |
120.56 |
121.49 |
|
| S3 |
119.70 |
120.25 |
121.41 |
|
| S4 |
118.84 |
119.39 |
121.18 |
|
|
| 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 |
121.74 |
120.45 |
1.29 |
1.1% |
0.55 |
0.5% |
93% |
True |
False |
596,752 |
| 10 |
121.74 |
118.78 |
2.96 |
2.4% |
0.62 |
0.5% |
97% |
True |
False |
615,349 |
| 20 |
121.74 |
117.47 |
4.27 |
3.5% |
0.68 |
0.6% |
98% |
True |
False |
616,842 |
| 40 |
121.74 |
117.47 |
4.27 |
3.5% |
0.70 |
0.6% |
98% |
True |
False |
351,512 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.63 |
0.5% |
77% |
False |
False |
234,524 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.62 |
0.5% |
64% |
False |
False |
176,078 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.49 |
0.4% |
57% |
False |
False |
141,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.40 |
|
2.618 |
123.99 |
|
1.618 |
123.13 |
|
1.000 |
122.60 |
|
0.618 |
122.27 |
|
HIGH |
121.74 |
|
0.618 |
121.41 |
|
0.500 |
121.31 |
|
0.382 |
121.21 |
|
LOW |
120.88 |
|
0.618 |
120.35 |
|
1.000 |
120.02 |
|
1.618 |
119.49 |
|
2.618 |
118.63 |
|
4.250 |
117.23 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.54 |
121.52 |
| PP |
121.42 |
121.38 |
| S1 |
121.31 |
121.25 |
|