Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116.44 |
117.09 |
0.65 |
0.6% |
116.90 |
| High |
117.08 |
117.40 |
0.32 |
0.3% |
117.40 |
| Low |
116.44 |
117.09 |
0.65 |
0.6% |
116.44 |
| Close |
116.68 |
117.22 |
0.54 |
0.5% |
117.22 |
| Range |
0.64 |
0.31 |
-0.33 |
-51.6% |
0.96 |
| ATR |
0.48 |
0.50 |
0.02 |
3.6% |
0.00 |
| Volume |
6 |
156 |
150 |
2,500.0% |
377 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.17 |
118.00 |
117.39 |
|
| R3 |
117.86 |
117.69 |
117.31 |
|
| R2 |
117.55 |
117.55 |
117.28 |
|
| R1 |
117.38 |
117.38 |
117.25 |
117.47 |
| PP |
117.24 |
117.24 |
117.24 |
117.28 |
| S1 |
117.07 |
117.07 |
117.19 |
117.16 |
| S2 |
116.93 |
116.93 |
117.16 |
|
| S3 |
116.62 |
116.76 |
117.13 |
|
| S4 |
116.31 |
116.45 |
117.05 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.90 |
119.52 |
117.75 |
|
| R3 |
118.94 |
118.56 |
117.48 |
|
| R2 |
117.98 |
117.98 |
117.40 |
|
| R1 |
117.60 |
117.60 |
117.31 |
117.79 |
| PP |
117.02 |
117.02 |
117.02 |
117.12 |
| S1 |
116.64 |
116.64 |
117.13 |
116.83 |
| S2 |
116.06 |
116.06 |
117.04 |
|
| S3 |
115.10 |
115.68 |
116.96 |
|
| S4 |
114.14 |
114.72 |
116.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.72 |
|
2.618 |
118.21 |
|
1.618 |
117.90 |
|
1.000 |
117.71 |
|
0.618 |
117.59 |
|
HIGH |
117.40 |
|
0.618 |
117.28 |
|
0.500 |
117.25 |
|
0.382 |
117.21 |
|
LOW |
117.09 |
|
0.618 |
116.90 |
|
1.000 |
116.78 |
|
1.618 |
116.59 |
|
2.618 |
116.28 |
|
4.250 |
115.77 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117.25 |
117.12 |
| PP |
117.24 |
117.02 |
| S1 |
117.23 |
116.92 |
|