Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.54 |
119.67 |
0.13 |
0.1% |
117.50 |
| High |
120.00 |
119.87 |
-0.13 |
-0.1% |
118.80 |
| Low |
119.47 |
119.05 |
-0.42 |
-0.4% |
117.47 |
| Close |
119.86 |
119.28 |
-0.58 |
-0.5% |
118.52 |
| Range |
0.53 |
0.82 |
0.29 |
54.7% |
1.33 |
| ATR |
0.80 |
0.81 |
0.00 |
0.1% |
0.00 |
| Volume |
634,234 |
715,874 |
81,640 |
12.9% |
2,817,217 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.86 |
121.39 |
119.73 |
|
| R3 |
121.04 |
120.57 |
119.51 |
|
| R2 |
120.22 |
120.22 |
119.43 |
|
| R1 |
119.75 |
119.75 |
119.36 |
119.58 |
| PP |
119.40 |
119.40 |
119.40 |
119.31 |
| S1 |
118.93 |
118.93 |
119.20 |
118.76 |
| S2 |
118.58 |
118.58 |
119.13 |
|
| S3 |
117.76 |
118.11 |
119.05 |
|
| S4 |
116.94 |
117.29 |
118.83 |
|
|
| 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 |
120.00 |
118.32 |
1.68 |
1.4% |
0.65 |
0.5% |
57% |
False |
False |
610,047 |
| 10 |
120.00 |
117.47 |
2.53 |
2.1% |
0.74 |
0.6% |
72% |
False |
False |
618,335 |
| 20 |
120.00 |
117.47 |
2.53 |
2.1% |
0.75 |
0.6% |
72% |
False |
False |
393,155 |
| 40 |
122.77 |
117.47 |
5.30 |
4.4% |
0.69 |
0.6% |
34% |
False |
False |
197,769 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.63 |
0.5% |
28% |
False |
False |
132,025 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.54 |
0.5% |
25% |
False |
False |
99,312 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.43 |
0.4% |
24% |
False |
False |
79,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.36 |
|
2.618 |
122.02 |
|
1.618 |
121.20 |
|
1.000 |
120.69 |
|
0.618 |
120.38 |
|
HIGH |
119.87 |
|
0.618 |
119.56 |
|
0.500 |
119.46 |
|
0.382 |
119.36 |
|
LOW |
119.05 |
|
0.618 |
118.54 |
|
1.000 |
118.23 |
|
1.618 |
117.72 |
|
2.618 |
116.90 |
|
4.250 |
115.57 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.46 |
119.53 |
| PP |
119.40 |
119.44 |
| S1 |
119.34 |
119.36 |
|