Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.64 |
122.10 |
0.46 |
0.4% |
121.06 |
| High |
121.66 |
122.49 |
0.83 |
0.7% |
121.74 |
| Low |
121.44 |
121.89 |
0.45 |
0.4% |
120.76 |
| Close |
121.57 |
122.16 |
0.59 |
0.5% |
121.57 |
| Range |
0.22 |
0.60 |
0.38 |
172.7% |
0.98 |
| ATR |
0.67 |
0.69 |
0.02 |
2.7% |
0.00 |
| Volume |
206,608 |
595,826 |
389,218 |
188.4% |
2,692,210 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.98 |
123.67 |
122.49 |
|
| R3 |
123.38 |
123.07 |
122.33 |
|
| R2 |
122.78 |
122.78 |
122.27 |
|
| R1 |
122.47 |
122.47 |
122.22 |
122.63 |
| PP |
122.18 |
122.18 |
122.18 |
122.26 |
| S1 |
121.87 |
121.87 |
122.11 |
122.03 |
| S2 |
121.58 |
121.58 |
122.05 |
|
| S3 |
120.98 |
121.27 |
122.00 |
|
| S4 |
120.38 |
120.67 |
121.83 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.30 |
123.91 |
122.11 |
|
| R3 |
123.32 |
122.93 |
121.84 |
|
| R2 |
122.34 |
122.34 |
121.75 |
|
| R1 |
121.95 |
121.95 |
121.66 |
122.15 |
| PP |
121.36 |
121.36 |
121.36 |
121.45 |
| S1 |
120.97 |
120.97 |
121.48 |
121.17 |
| S2 |
120.38 |
120.38 |
121.39 |
|
| S3 |
119.40 |
119.99 |
121.30 |
|
| S4 |
118.42 |
119.01 |
121.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.49 |
120.76 |
1.73 |
1.4% |
0.51 |
0.4% |
81% |
True |
False |
575,395 |
| 10 |
122.49 |
119.85 |
2.64 |
2.2% |
0.53 |
0.4% |
88% |
True |
False |
578,708 |
| 20 |
122.49 |
117.52 |
4.97 |
4.1% |
0.62 |
0.5% |
93% |
True |
False |
591,177 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.69 |
0.6% |
93% |
True |
False |
371,484 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.64 |
0.5% |
87% |
False |
False |
247,884 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.62 |
0.5% |
71% |
False |
False |
186,092 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.50 |
0.4% |
64% |
False |
False |
149,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.04 |
|
2.618 |
124.06 |
|
1.618 |
123.46 |
|
1.000 |
123.09 |
|
0.618 |
122.86 |
|
HIGH |
122.49 |
|
0.618 |
122.26 |
|
0.500 |
122.19 |
|
0.382 |
122.12 |
|
LOW |
121.89 |
|
0.618 |
121.52 |
|
1.000 |
121.29 |
|
1.618 |
120.92 |
|
2.618 |
120.32 |
|
4.250 |
119.34 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.19 |
122.00 |
| PP |
122.18 |
121.84 |
| S1 |
122.17 |
121.69 |
|