Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.45 |
119.02 |
0.57 |
0.5% |
119.18 |
| High |
119.31 |
119.30 |
-0.01 |
0.0% |
119.37 |
| Low |
118.20 |
118.33 |
0.13 |
0.1% |
118.15 |
| Close |
119.16 |
118.54 |
-0.62 |
-0.5% |
118.88 |
| Range |
1.11 |
0.97 |
-0.14 |
-12.6% |
1.22 |
| ATR |
0.81 |
0.82 |
0.01 |
1.4% |
0.00 |
| Volume |
480,892 |
759,671 |
278,779 |
58.0% |
187,918 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.63 |
121.06 |
119.07 |
|
| R3 |
120.66 |
120.09 |
118.81 |
|
| R2 |
119.69 |
119.69 |
118.72 |
|
| R1 |
119.12 |
119.12 |
118.63 |
118.92 |
| PP |
118.72 |
118.72 |
118.72 |
118.63 |
| S1 |
118.15 |
118.15 |
118.45 |
117.95 |
| S2 |
117.75 |
117.75 |
118.36 |
|
| S3 |
116.78 |
117.18 |
118.27 |
|
| S4 |
115.81 |
116.21 |
118.01 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.46 |
121.89 |
119.55 |
|
| R3 |
121.24 |
120.67 |
119.22 |
|
| R2 |
120.02 |
120.02 |
119.10 |
|
| R1 |
119.45 |
119.45 |
118.99 |
119.13 |
| PP |
118.80 |
118.80 |
118.80 |
118.64 |
| S1 |
118.23 |
118.23 |
118.77 |
117.91 |
| S2 |
117.58 |
117.58 |
118.66 |
|
| S3 |
116.36 |
117.01 |
118.54 |
|
| S4 |
115.14 |
115.79 |
118.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.31 |
117.94 |
1.37 |
1.2% |
0.89 |
0.8% |
44% |
False |
False |
307,662 |
| 10 |
119.91 |
117.94 |
1.97 |
1.7% |
0.76 |
0.6% |
30% |
False |
False |
167,975 |
| 20 |
121.42 |
117.94 |
3.48 |
2.9% |
0.72 |
0.6% |
17% |
False |
False |
86,181 |
| 40 |
122.88 |
117.94 |
4.94 |
4.2% |
0.61 |
0.5% |
12% |
False |
False |
43,365 |
| 60 |
124.05 |
117.94 |
6.11 |
5.2% |
0.60 |
0.5% |
10% |
False |
False |
29,157 |
| 80 |
124.80 |
117.94 |
6.86 |
5.8% |
0.45 |
0.4% |
9% |
False |
False |
22,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.42 |
|
2.618 |
121.84 |
|
1.618 |
120.87 |
|
1.000 |
120.27 |
|
0.618 |
119.90 |
|
HIGH |
119.30 |
|
0.618 |
118.93 |
|
0.500 |
118.82 |
|
0.382 |
118.70 |
|
LOW |
118.33 |
|
0.618 |
117.73 |
|
1.000 |
117.36 |
|
1.618 |
116.76 |
|
2.618 |
115.79 |
|
4.250 |
114.21 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.82 |
118.70 |
| PP |
118.72 |
118.64 |
| S1 |
118.63 |
118.59 |
|