Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.72 |
119.09 |
-0.63 |
-0.5% |
119.60 |
| High |
119.97 |
119.32 |
-0.65 |
-0.5% |
119.99 |
| Low |
119.04 |
118.21 |
-0.83 |
-0.7% |
118.21 |
| Close |
119.24 |
118.34 |
-0.90 |
-0.8% |
118.34 |
| Range |
0.93 |
1.11 |
0.18 |
19.4% |
1.78 |
| ATR |
0.88 |
0.89 |
0.02 |
1.9% |
0.00 |
| Volume |
1,241,057 |
416,747 |
-824,310 |
-66.4% |
4,242,873 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.95 |
121.26 |
118.95 |
|
| R3 |
120.84 |
120.15 |
118.65 |
|
| R2 |
119.73 |
119.73 |
118.54 |
|
| R1 |
119.04 |
119.04 |
118.44 |
118.83 |
| PP |
118.62 |
118.62 |
118.62 |
118.52 |
| S1 |
117.93 |
117.93 |
118.24 |
117.72 |
| S2 |
117.51 |
117.51 |
118.14 |
|
| S3 |
116.40 |
116.82 |
118.03 |
|
| S4 |
115.29 |
115.71 |
117.73 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.19 |
123.04 |
119.32 |
|
| R3 |
122.41 |
121.26 |
118.83 |
|
| R2 |
120.63 |
120.63 |
118.67 |
|
| R1 |
119.48 |
119.48 |
118.50 |
119.17 |
| PP |
118.85 |
118.85 |
118.85 |
118.69 |
| S1 |
117.70 |
117.70 |
118.18 |
117.39 |
| S2 |
117.07 |
117.07 |
118.01 |
|
| S3 |
115.29 |
115.92 |
117.85 |
|
| S4 |
113.51 |
114.14 |
117.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.99 |
118.21 |
1.78 |
1.5% |
0.96 |
0.8% |
7% |
False |
True |
848,574 |
| 10 |
120.53 |
118.21 |
2.32 |
2.0% |
0.79 |
0.7% |
6% |
False |
True |
704,072 |
| 20 |
122.07 |
118.21 |
3.86 |
3.3% |
0.78 |
0.7% |
3% |
False |
True |
679,585 |
| 40 |
123.47 |
118.21 |
5.26 |
4.4% |
0.78 |
0.7% |
2% |
False |
True |
654,884 |
| 60 |
125.63 |
118.21 |
7.42 |
6.3% |
0.85 |
0.7% |
2% |
False |
True |
567,399 |
| 80 |
125.63 |
118.21 |
7.42 |
6.3% |
0.83 |
0.7% |
2% |
False |
True |
436,037 |
| 100 |
125.63 |
118.21 |
7.42 |
6.3% |
0.82 |
0.7% |
2% |
False |
True |
348,940 |
| 120 |
125.63 |
118.21 |
7.42 |
6.3% |
0.78 |
0.7% |
2% |
False |
True |
290,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.04 |
|
2.618 |
122.23 |
|
1.618 |
121.12 |
|
1.000 |
120.43 |
|
0.618 |
120.01 |
|
HIGH |
119.32 |
|
0.618 |
118.90 |
|
0.500 |
118.77 |
|
0.382 |
118.63 |
|
LOW |
118.21 |
|
0.618 |
117.52 |
|
1.000 |
117.10 |
|
1.618 |
116.41 |
|
2.618 |
115.30 |
|
4.250 |
113.49 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.77 |
119.10 |
| PP |
118.62 |
118.85 |
| S1 |
118.48 |
118.59 |
|