Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
118.20 |
118.30 |
0.10 |
0.1% |
118.90 |
High |
118.69 |
118.41 |
-0.28 |
-0.2% |
119.31 |
Low |
118.05 |
117.78 |
-0.27 |
-0.2% |
117.56 |
Close |
118.59 |
118.20 |
-0.39 |
-0.3% |
117.66 |
Range |
0.64 |
0.63 |
-0.01 |
-1.6% |
1.75 |
ATR |
0.83 |
0.83 |
0.00 |
-0.2% |
0.00 |
Volume |
600,590 |
631,649 |
31,059 |
5.2% |
2,290,802 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.02 |
119.74 |
118.55 |
|
R3 |
119.39 |
119.11 |
118.37 |
|
R2 |
118.76 |
118.76 |
118.32 |
|
R1 |
118.48 |
118.48 |
118.26 |
118.31 |
PP |
118.13 |
118.13 |
118.13 |
118.04 |
S1 |
117.85 |
117.85 |
118.14 |
117.68 |
S2 |
117.50 |
117.50 |
118.08 |
|
S3 |
116.87 |
117.22 |
118.03 |
|
S4 |
116.24 |
116.59 |
117.85 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.43 |
122.29 |
118.62 |
|
R3 |
121.68 |
120.54 |
118.14 |
|
R2 |
119.93 |
119.93 |
117.98 |
|
R1 |
118.79 |
118.79 |
117.82 |
118.49 |
PP |
118.18 |
118.18 |
118.18 |
118.02 |
S1 |
117.04 |
117.04 |
117.50 |
116.74 |
S2 |
116.43 |
116.43 |
117.34 |
|
S3 |
114.68 |
115.29 |
117.18 |
|
S4 |
112.93 |
113.54 |
116.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119.30 |
117.47 |
1.83 |
1.5% |
0.84 |
0.7% |
40% |
False |
False |
661,529 |
10 |
119.31 |
117.47 |
1.84 |
1.6% |
0.82 |
0.7% |
40% |
False |
False |
413,378 |
20 |
121.42 |
117.47 |
3.95 |
3.3% |
0.76 |
0.6% |
18% |
False |
False |
212,603 |
40 |
122.88 |
117.47 |
5.41 |
4.6% |
0.66 |
0.6% |
13% |
False |
False |
106,998 |
60 |
124.05 |
117.47 |
6.58 |
5.6% |
0.63 |
0.5% |
11% |
False |
False |
71,559 |
80 |
124.80 |
117.47 |
7.33 |
6.2% |
0.49 |
0.4% |
10% |
False |
False |
53,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.09 |
2.618 |
120.06 |
1.618 |
119.43 |
1.000 |
119.04 |
0.618 |
118.80 |
HIGH |
118.41 |
0.618 |
118.17 |
0.500 |
118.10 |
0.382 |
118.02 |
LOW |
117.78 |
0.618 |
117.39 |
1.000 |
117.15 |
1.618 |
116.76 |
2.618 |
116.13 |
4.250 |
115.10 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
118.17 |
118.16 |
PP |
118.13 |
118.12 |
S1 |
118.10 |
118.08 |
|