Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
118.80 |
119.07 |
0.27 |
0.2% |
117.52 |
High |
118.89 |
119.09 |
0.20 |
0.2% |
118.56 |
Low |
118.75 |
118.83 |
0.08 |
0.1% |
117.52 |
Close |
118.93 |
119.03 |
0.10 |
0.1% |
118.39 |
Range |
0.14 |
0.26 |
0.12 |
85.7% |
1.04 |
ATR |
0.52 |
0.51 |
-0.02 |
-3.6% |
0.00 |
Volume |
43 |
26 |
-17 |
-39.5% |
602 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.76 |
119.66 |
119.17 |
|
R3 |
119.50 |
119.40 |
119.10 |
|
R2 |
119.24 |
119.24 |
119.08 |
|
R1 |
119.14 |
119.14 |
119.05 |
119.06 |
PP |
118.98 |
118.98 |
118.98 |
118.95 |
S1 |
118.88 |
118.88 |
119.01 |
118.80 |
S2 |
118.72 |
118.72 |
118.98 |
|
S3 |
118.46 |
118.62 |
118.96 |
|
S4 |
118.20 |
118.36 |
118.89 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.28 |
120.87 |
118.96 |
|
R3 |
120.24 |
119.83 |
118.68 |
|
R2 |
119.20 |
119.20 |
118.58 |
|
R1 |
118.79 |
118.79 |
118.49 |
119.00 |
PP |
118.16 |
118.16 |
118.16 |
118.26 |
S1 |
117.75 |
117.75 |
118.29 |
117.96 |
S2 |
117.12 |
117.12 |
118.20 |
|
S3 |
116.08 |
116.71 |
118.10 |
|
S4 |
115.04 |
115.67 |
117.82 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.20 |
2.618 |
119.77 |
1.618 |
119.51 |
1.000 |
119.35 |
0.618 |
119.25 |
HIGH |
119.09 |
0.618 |
118.99 |
0.500 |
118.96 |
0.382 |
118.93 |
LOW |
118.83 |
0.618 |
118.67 |
1.000 |
118.57 |
1.618 |
118.41 |
2.618 |
118.15 |
4.250 |
117.73 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
119.01 |
118.95 |
PP |
118.98 |
118.87 |
S1 |
118.96 |
118.79 |
|