Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
118.70 |
119.19 |
0.49 |
0.4% |
118.48 |
High |
119.34 |
119.66 |
0.32 |
0.3% |
119.66 |
Low |
118.70 |
119.19 |
0.49 |
0.4% |
118.48 |
Close |
119.30 |
119.64 |
0.34 |
0.3% |
119.64 |
Range |
0.64 |
0.47 |
-0.17 |
-26.6% |
1.18 |
ATR |
0.52 |
0.51 |
0.00 |
-0.6% |
0.00 |
Volume |
94 |
210 |
116 |
123.4% |
379 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.91 |
120.74 |
119.90 |
|
R3 |
120.44 |
120.27 |
119.77 |
|
R2 |
119.97 |
119.97 |
119.73 |
|
R1 |
119.80 |
119.80 |
119.68 |
119.89 |
PP |
119.50 |
119.50 |
119.50 |
119.54 |
S1 |
119.33 |
119.33 |
119.60 |
119.42 |
S2 |
119.03 |
119.03 |
119.55 |
|
S3 |
118.56 |
118.86 |
119.51 |
|
S4 |
118.09 |
118.39 |
119.38 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.80 |
122.40 |
120.29 |
|
R3 |
121.62 |
121.22 |
119.96 |
|
R2 |
120.44 |
120.44 |
119.86 |
|
R1 |
120.04 |
120.04 |
119.75 |
120.24 |
PP |
119.26 |
119.26 |
119.26 |
119.36 |
S1 |
118.86 |
118.86 |
119.53 |
119.06 |
S2 |
118.08 |
118.08 |
119.42 |
|
S3 |
116.90 |
117.68 |
119.32 |
|
S4 |
115.72 |
116.50 |
118.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.66 |
2.618 |
120.89 |
1.618 |
120.42 |
1.000 |
120.13 |
0.618 |
119.95 |
HIGH |
119.66 |
0.618 |
119.48 |
0.500 |
119.43 |
0.382 |
119.37 |
LOW |
119.19 |
0.618 |
118.90 |
1.000 |
118.72 |
1.618 |
118.43 |
2.618 |
117.96 |
4.250 |
117.19 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
119.57 |
119.49 |
PP |
119.50 |
119.33 |
S1 |
119.43 |
119.18 |
|