Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
117.52 |
118.22 |
0.70 |
0.6% |
116.90 |
High |
118.17 |
118.37 |
0.20 |
0.2% |
117.40 |
Low |
117.52 |
118.01 |
0.49 |
0.4% |
116.44 |
Close |
118.17 |
118.08 |
-0.09 |
-0.1% |
117.22 |
Range |
0.65 |
0.36 |
-0.29 |
-44.6% |
0.96 |
ATR |
0.53 |
0.52 |
-0.01 |
-2.3% |
0.00 |
Volume |
91 |
60 |
-31 |
-34.1% |
377 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.23 |
119.02 |
118.28 |
|
R3 |
118.87 |
118.66 |
118.18 |
|
R2 |
118.51 |
118.51 |
118.15 |
|
R1 |
118.30 |
118.30 |
118.11 |
118.23 |
PP |
118.15 |
118.15 |
118.15 |
118.12 |
S1 |
117.94 |
117.94 |
118.05 |
117.87 |
S2 |
117.79 |
117.79 |
118.01 |
|
S3 |
117.43 |
117.58 |
117.98 |
|
S4 |
117.07 |
117.22 |
117.88 |
|
|
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 |
119.90 |
2.618 |
119.31 |
1.618 |
118.95 |
1.000 |
118.73 |
0.618 |
118.59 |
HIGH |
118.37 |
0.618 |
118.23 |
0.500 |
118.19 |
0.382 |
118.15 |
LOW |
118.01 |
0.618 |
117.79 |
1.000 |
117.65 |
1.618 |
117.43 |
2.618 |
117.07 |
4.250 |
116.48 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
118.19 |
117.96 |
PP |
118.15 |
117.85 |
S1 |
118.12 |
117.73 |
|