Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.02 |
118.34 |
0.32 |
0.3% |
117.50 |
| High |
118.38 |
118.80 |
0.42 |
0.4% |
118.80 |
| Low |
117.52 |
118.32 |
0.80 |
0.7% |
117.47 |
| Close |
117.93 |
118.52 |
0.59 |
0.5% |
118.52 |
| Range |
0.86 |
0.48 |
-0.38 |
-44.2% |
1.33 |
| ATR |
0.83 |
0.83 |
0.00 |
0.4% |
0.00 |
| Volume |
585,138 |
492,506 |
-92,632 |
-15.8% |
2,817,217 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.99 |
119.73 |
118.78 |
|
| R3 |
119.51 |
119.25 |
118.65 |
|
| R2 |
119.03 |
119.03 |
118.61 |
|
| R1 |
118.77 |
118.77 |
118.56 |
118.90 |
| PP |
118.55 |
118.55 |
118.55 |
118.61 |
| S1 |
118.29 |
118.29 |
118.48 |
118.42 |
| S2 |
118.07 |
118.07 |
118.43 |
|
| S3 |
117.59 |
117.81 |
118.39 |
|
| S4 |
117.11 |
117.33 |
118.26 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.25 |
121.72 |
119.25 |
|
| R3 |
120.92 |
120.39 |
118.89 |
|
| R2 |
119.59 |
119.59 |
118.76 |
|
| R1 |
119.06 |
119.06 |
118.64 |
119.33 |
| PP |
118.26 |
118.26 |
118.26 |
118.40 |
| S1 |
117.73 |
117.73 |
118.40 |
118.00 |
| S2 |
116.93 |
116.93 |
118.28 |
|
| S3 |
115.60 |
116.40 |
118.15 |
|
| S4 |
114.27 |
115.07 |
117.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.80 |
117.47 |
1.33 |
1.1% |
0.70 |
0.6% |
79% |
True |
False |
563,443 |
| 10 |
119.31 |
117.47 |
1.84 |
1.6% |
0.83 |
0.7% |
57% |
False |
False |
510,801 |
| 20 |
120.89 |
117.47 |
3.42 |
2.9% |
0.75 |
0.6% |
31% |
False |
False |
266,256 |
| 40 |
122.88 |
117.47 |
5.41 |
4.6% |
0.68 |
0.6% |
19% |
False |
False |
133,936 |
| 60 |
124.05 |
117.47 |
6.58 |
5.6% |
0.65 |
0.5% |
16% |
False |
False |
89,435 |
| 80 |
124.80 |
117.47 |
7.33 |
6.2% |
0.51 |
0.4% |
14% |
False |
False |
67,345 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.40 |
0.3% |
14% |
False |
False |
53,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.84 |
|
2.618 |
120.06 |
|
1.618 |
119.58 |
|
1.000 |
119.28 |
|
0.618 |
119.10 |
|
HIGH |
118.80 |
|
0.618 |
118.62 |
|
0.500 |
118.56 |
|
0.382 |
118.50 |
|
LOW |
118.32 |
|
0.618 |
118.02 |
|
1.000 |
117.84 |
|
1.618 |
117.54 |
|
2.618 |
117.06 |
|
4.250 |
116.28 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.56 |
118.40 |
| PP |
118.55 |
118.28 |
| S1 |
118.53 |
118.16 |
|