Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117.09 |
116.96 |
-0.13 |
-0.1% |
117.19 |
| High |
117.35 |
117.10 |
-0.25 |
-0.2% |
118.08 |
| Low |
117.08 |
116.96 |
-0.12 |
-0.1% |
116.37 |
| Close |
117.33 |
116.96 |
-0.37 |
-0.3% |
116.37 |
| Range |
0.27 |
0.14 |
-0.13 |
-48.1% |
1.71 |
| ATR |
0.47 |
0.47 |
-0.01 |
-1.6% |
0.00 |
| Volume |
83 |
130 |
47 |
56.6% |
1,259 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.43 |
117.33 |
117.04 |
|
| R3 |
117.29 |
117.19 |
117.00 |
|
| R2 |
117.15 |
117.15 |
116.99 |
|
| R1 |
117.05 |
117.05 |
116.97 |
117.03 |
| PP |
117.01 |
117.01 |
117.01 |
117.00 |
| S1 |
116.91 |
116.91 |
116.95 |
116.89 |
| S2 |
116.87 |
116.87 |
116.93 |
|
| S3 |
116.73 |
116.77 |
116.92 |
|
| S4 |
116.59 |
116.63 |
116.88 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.07 |
120.93 |
117.31 |
|
| R3 |
120.36 |
119.22 |
116.84 |
|
| R2 |
118.65 |
118.65 |
116.68 |
|
| R1 |
117.51 |
117.51 |
116.53 |
117.23 |
| PP |
116.94 |
116.94 |
116.94 |
116.80 |
| S1 |
115.80 |
115.80 |
116.21 |
115.52 |
| S2 |
115.23 |
115.23 |
116.06 |
|
| S3 |
113.52 |
114.09 |
115.90 |
|
| S4 |
111.81 |
112.38 |
115.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.70 |
|
2.618 |
117.47 |
|
1.618 |
117.33 |
|
1.000 |
117.24 |
|
0.618 |
117.19 |
|
HIGH |
117.10 |
|
0.618 |
117.05 |
|
0.500 |
117.03 |
|
0.382 |
117.01 |
|
LOW |
116.96 |
|
0.618 |
116.87 |
|
1.000 |
116.82 |
|
1.618 |
116.73 |
|
2.618 |
116.59 |
|
4.250 |
116.37 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117.03 |
117.13 |
| PP |
117.01 |
117.07 |
| S1 |
116.98 |
117.02 |
|