Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
118.22 |
118.32 |
0.10 |
0.1% |
116.90 |
High |
118.37 |
118.51 |
0.14 |
0.1% |
117.40 |
Low |
118.01 |
118.32 |
0.31 |
0.3% |
116.44 |
Close |
118.08 |
118.54 |
0.46 |
0.4% |
117.22 |
Range |
0.36 |
0.19 |
-0.17 |
-47.2% |
0.96 |
ATR |
0.52 |
0.51 |
-0.01 |
-1.2% |
0.00 |
Volume |
60 |
11 |
-49 |
-81.7% |
377 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.03 |
118.97 |
118.64 |
|
R3 |
118.84 |
118.78 |
118.59 |
|
R2 |
118.65 |
118.65 |
118.57 |
|
R1 |
118.59 |
118.59 |
118.56 |
118.62 |
PP |
118.46 |
118.46 |
118.46 |
118.47 |
S1 |
118.40 |
118.40 |
118.52 |
118.43 |
S2 |
118.27 |
118.27 |
118.51 |
|
S3 |
118.08 |
118.21 |
118.49 |
|
S4 |
117.89 |
118.02 |
118.44 |
|
|
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 |
119.32 |
2.618 |
119.01 |
1.618 |
118.82 |
1.000 |
118.70 |
0.618 |
118.63 |
HIGH |
118.51 |
0.618 |
118.44 |
0.500 |
118.42 |
0.382 |
118.39 |
LOW |
118.32 |
0.618 |
118.20 |
1.000 |
118.13 |
1.618 |
118.01 |
2.618 |
117.82 |
4.250 |
117.51 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
118.50 |
118.37 |
PP |
118.46 |
118.19 |
S1 |
118.42 |
118.02 |
|