Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.30 |
118.02 |
-0.28 |
-0.2% |
118.90 |
| High |
118.41 |
118.38 |
-0.03 |
0.0% |
119.31 |
| Low |
117.78 |
117.52 |
-0.26 |
-0.2% |
117.56 |
| Close |
118.20 |
117.93 |
-0.27 |
-0.2% |
117.66 |
| Range |
0.63 |
0.86 |
0.23 |
36.5% |
1.75 |
| ATR |
0.83 |
0.83 |
0.00 |
0.3% |
0.00 |
| Volume |
631,649 |
585,138 |
-46,511 |
-7.4% |
2,290,802 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.52 |
120.09 |
118.40 |
|
| R3 |
119.66 |
119.23 |
118.17 |
|
| R2 |
118.80 |
118.80 |
118.09 |
|
| R1 |
118.37 |
118.37 |
118.01 |
118.16 |
| PP |
117.94 |
117.94 |
117.94 |
117.84 |
| S1 |
117.51 |
117.51 |
117.85 |
117.30 |
| S2 |
117.08 |
117.08 |
117.77 |
|
| S3 |
116.22 |
116.65 |
117.69 |
|
| S4 |
115.36 |
115.79 |
117.46 |
|
|
| 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 |
118.69 |
117.47 |
1.22 |
1.0% |
0.82 |
0.7% |
38% |
False |
False |
626,623 |
| 10 |
119.31 |
117.47 |
1.84 |
1.6% |
0.86 |
0.7% |
25% |
False |
False |
467,142 |
| 20 |
121.42 |
117.47 |
3.95 |
3.3% |
0.77 |
0.7% |
12% |
False |
False |
241,721 |
| 40 |
122.88 |
117.47 |
5.41 |
4.6% |
0.68 |
0.6% |
9% |
False |
False |
121,624 |
| 60 |
124.05 |
117.47 |
6.58 |
5.6% |
0.65 |
0.5% |
7% |
False |
False |
81,292 |
| 80 |
124.80 |
117.47 |
7.33 |
6.2% |
0.50 |
0.4% |
6% |
False |
False |
61,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.04 |
|
2.618 |
120.63 |
|
1.618 |
119.77 |
|
1.000 |
119.24 |
|
0.618 |
118.91 |
|
HIGH |
118.38 |
|
0.618 |
118.05 |
|
0.500 |
117.95 |
|
0.382 |
117.85 |
|
LOW |
117.52 |
|
0.618 |
116.99 |
|
1.000 |
116.66 |
|
1.618 |
116.13 |
|
2.618 |
115.27 |
|
4.250 |
113.87 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117.95 |
118.11 |
| PP |
117.94 |
118.05 |
| S1 |
117.94 |
117.99 |
|