Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
119.85 |
119.61 |
-0.24 |
-0.2% |
118.48 |
High |
119.85 |
119.61 |
-0.24 |
-0.2% |
119.66 |
Low |
119.50 |
119.55 |
0.05 |
0.0% |
118.48 |
Close |
119.76 |
119.60 |
-0.16 |
-0.1% |
119.64 |
Range |
0.35 |
0.06 |
-0.29 |
-82.9% |
1.18 |
ATR |
0.48 |
0.46 |
-0.02 |
-4.0% |
0.00 |
Volume |
17 |
59 |
42 |
247.1% |
379 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.77 |
119.74 |
119.63 |
|
R3 |
119.71 |
119.68 |
119.62 |
|
R2 |
119.65 |
119.65 |
119.61 |
|
R1 |
119.62 |
119.62 |
119.61 |
119.61 |
PP |
119.59 |
119.59 |
119.59 |
119.58 |
S1 |
119.56 |
119.56 |
119.59 |
119.55 |
S2 |
119.53 |
119.53 |
119.59 |
|
S3 |
119.47 |
119.50 |
119.58 |
|
S4 |
119.41 |
119.44 |
119.57 |
|
|
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 |
119.87 |
2.618 |
119.77 |
1.618 |
119.71 |
1.000 |
119.67 |
0.618 |
119.65 |
HIGH |
119.61 |
0.618 |
119.59 |
0.500 |
119.58 |
0.382 |
119.57 |
LOW |
119.55 |
0.618 |
119.51 |
1.000 |
119.49 |
1.618 |
119.45 |
2.618 |
119.39 |
4.250 |
119.30 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
119.59 |
119.70 |
PP |
119.59 |
119.67 |
S1 |
119.58 |
119.63 |
|