Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
119.07 |
118.70 |
-0.37 |
-0.3% |
117.52 |
High |
119.09 |
119.34 |
0.25 |
0.2% |
118.56 |
Low |
118.83 |
118.70 |
-0.13 |
-0.1% |
117.52 |
Close |
119.03 |
119.30 |
0.27 |
0.2% |
118.39 |
Range |
0.26 |
0.64 |
0.38 |
146.2% |
1.04 |
ATR |
0.51 |
0.52 |
0.01 |
1.9% |
0.00 |
Volume |
26 |
94 |
68 |
261.5% |
602 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.03 |
120.81 |
119.65 |
|
R3 |
120.39 |
120.17 |
119.48 |
|
R2 |
119.75 |
119.75 |
119.42 |
|
R1 |
119.53 |
119.53 |
119.36 |
119.64 |
PP |
119.11 |
119.11 |
119.11 |
119.17 |
S1 |
118.89 |
118.89 |
119.24 |
119.00 |
S2 |
118.47 |
118.47 |
119.18 |
|
S3 |
117.83 |
118.25 |
119.12 |
|
S4 |
117.19 |
117.61 |
118.95 |
|
|
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 |
122.06 |
2.618 |
121.02 |
1.618 |
120.38 |
1.000 |
119.98 |
0.618 |
119.74 |
HIGH |
119.34 |
0.618 |
119.10 |
0.500 |
119.02 |
0.382 |
118.94 |
LOW |
118.70 |
0.618 |
118.30 |
1.000 |
118.06 |
1.618 |
117.66 |
2.618 |
117.02 |
4.250 |
115.98 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
119.21 |
119.21 |
PP |
119.11 |
119.11 |
S1 |
119.02 |
119.02 |
|