Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
122.10 |
122.25 |
0.15 |
0.1% |
121.06 |
| High |
122.49 |
122.32 |
-0.17 |
-0.1% |
121.74 |
| Low |
121.89 |
121.73 |
-0.16 |
-0.1% |
120.76 |
| Close |
122.16 |
121.98 |
-0.18 |
-0.1% |
121.57 |
| Range |
0.60 |
0.59 |
-0.01 |
-1.7% |
0.98 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.0% |
0.00 |
| Volume |
595,826 |
649,841 |
54,015 |
9.1% |
2,692,210 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
123.47 |
122.30 |
|
| R3 |
123.19 |
122.88 |
122.14 |
|
| R2 |
122.60 |
122.60 |
122.09 |
|
| R1 |
122.29 |
122.29 |
122.03 |
122.15 |
| PP |
122.01 |
122.01 |
122.01 |
121.94 |
| S1 |
121.70 |
121.70 |
121.93 |
121.56 |
| S2 |
121.42 |
121.42 |
121.87 |
|
| S3 |
120.83 |
121.11 |
121.82 |
|
| S4 |
120.24 |
120.52 |
121.66 |
|
|
| 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% |
0.53 |
0.4% |
71% |
False |
False |
573,486 |
| 10 |
122.49 |
119.95 |
2.54 |
2.1% |
0.54 |
0.4% |
80% |
False |
False |
574,830 |
| 20 |
122.49 |
117.52 |
4.97 |
4.1% |
0.62 |
0.5% |
90% |
False |
False |
593,639 |
| 40 |
122.49 |
117.47 |
5.02 |
4.1% |
0.70 |
0.6% |
90% |
False |
False |
387,664 |
| 60 |
122.88 |
117.47 |
5.41 |
4.4% |
0.64 |
0.5% |
83% |
False |
False |
258,700 |
| 80 |
124.05 |
117.47 |
6.58 |
5.4% |
0.63 |
0.5% |
69% |
False |
False |
194,211 |
| 100 |
124.80 |
117.47 |
7.33 |
6.0% |
0.51 |
0.4% |
62% |
False |
False |
155,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.83 |
|
2.618 |
123.86 |
|
1.618 |
123.27 |
|
1.000 |
122.91 |
|
0.618 |
122.68 |
|
HIGH |
122.32 |
|
0.618 |
122.09 |
|
0.500 |
122.03 |
|
0.382 |
121.96 |
|
LOW |
121.73 |
|
0.618 |
121.37 |
|
1.000 |
121.14 |
|
1.618 |
120.78 |
|
2.618 |
120.19 |
|
4.250 |
119.22 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.03 |
121.98 |
| PP |
122.01 |
121.97 |
| S1 |
122.00 |
121.97 |
|