Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
117.26 |
118.08 |
0.82 |
0.7% |
117.84 |
High |
117.26 |
118.08 |
0.82 |
0.7% |
117.84 |
Low |
117.26 |
118.08 |
0.82 |
0.7% |
117.26 |
Close |
117.26 |
118.08 |
0.82 |
0.7% |
117.73 |
Range |
|
|
|
|
|
ATR |
0.38 |
0.42 |
0.03 |
8.1% |
0.00 |
Volume |
394 |
159 |
-235 |
-59.6% |
508 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.08 |
118.08 |
118.08 |
|
R3 |
118.08 |
118.08 |
118.08 |
|
R2 |
118.08 |
118.08 |
118.08 |
|
R1 |
118.08 |
118.08 |
118.08 |
118.08 |
PP |
118.08 |
118.08 |
118.08 |
118.08 |
S1 |
118.08 |
118.08 |
118.08 |
118.08 |
S2 |
118.08 |
118.08 |
118.08 |
|
S3 |
118.08 |
118.08 |
118.08 |
|
S4 |
118.08 |
118.08 |
118.08 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.35 |
119.12 |
118.05 |
|
R3 |
118.77 |
118.54 |
117.89 |
|
R2 |
118.19 |
118.19 |
117.84 |
|
R1 |
117.96 |
117.96 |
117.78 |
117.79 |
PP |
117.61 |
117.61 |
117.61 |
117.52 |
S1 |
117.38 |
117.38 |
117.68 |
117.21 |
S2 |
117.03 |
117.03 |
117.62 |
|
S3 |
116.45 |
116.80 |
117.57 |
|
S4 |
115.87 |
116.22 |
117.41 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.08 |
2.618 |
118.08 |
1.618 |
118.08 |
1.000 |
118.08 |
0.618 |
118.08 |
HIGH |
118.08 |
0.618 |
118.08 |
0.500 |
118.08 |
0.382 |
118.08 |
LOW |
118.08 |
0.618 |
118.08 |
1.000 |
118.08 |
1.618 |
118.08 |
2.618 |
118.08 |
4.250 |
118.08 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
118.08 |
117.93 |
PP |
118.08 |
117.78 |
S1 |
118.08 |
117.64 |
|