Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
119.82 |
120.30 |
0.48 |
0.4% |
118.65 |
| High |
120.30 |
120.32 |
0.02 |
0.0% |
120.00 |
| Low |
119.63 |
119.85 |
0.22 |
0.2% |
118.61 |
| Close |
120.18 |
120.23 |
0.05 |
0.0% |
119.69 |
| Range |
0.67 |
0.47 |
-0.20 |
-29.9% |
1.39 |
| ATR |
0.81 |
0.79 |
-0.02 |
-3.0% |
0.00 |
| Volume |
551,917 |
688,619 |
136,702 |
24.8% |
3,174,667 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.54 |
121.36 |
120.49 |
|
| R3 |
121.07 |
120.89 |
120.36 |
|
| R2 |
120.60 |
120.60 |
120.32 |
|
| R1 |
120.42 |
120.42 |
120.27 |
120.28 |
| PP |
120.13 |
120.13 |
120.13 |
120.06 |
| S1 |
119.95 |
119.95 |
120.19 |
119.81 |
| S2 |
119.66 |
119.66 |
120.14 |
|
| S3 |
119.19 |
119.48 |
120.10 |
|
| S4 |
118.72 |
119.01 |
119.97 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.60 |
123.04 |
120.45 |
|
| R3 |
122.21 |
121.65 |
120.07 |
|
| R2 |
120.82 |
120.82 |
119.94 |
|
| R1 |
120.26 |
120.26 |
119.82 |
120.54 |
| PP |
119.43 |
119.43 |
119.43 |
119.58 |
| S1 |
118.87 |
118.87 |
119.56 |
119.15 |
| S2 |
118.04 |
118.04 |
119.44 |
|
| S3 |
116.65 |
117.48 |
119.31 |
|
| S4 |
115.26 |
116.09 |
118.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.32 |
118.78 |
1.54 |
1.3% |
0.71 |
0.6% |
94% |
True |
False |
641,515 |
| 10 |
120.32 |
117.52 |
2.80 |
2.3% |
0.69 |
0.6% |
97% |
True |
False |
612,449 |
| 20 |
120.32 |
117.47 |
2.85 |
2.4% |
0.76 |
0.6% |
97% |
True |
False |
484,028 |
| 40 |
122.77 |
117.47 |
5.30 |
4.4% |
0.72 |
0.6% |
52% |
False |
False |
244,189 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.64 |
0.5% |
42% |
False |
False |
162,967 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.57 |
0.5% |
38% |
False |
False |
122,525 |
| 100 |
124.99 |
117.47 |
7.52 |
6.3% |
0.45 |
0.4% |
37% |
False |
False |
98,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.32 |
|
2.618 |
121.55 |
|
1.618 |
121.08 |
|
1.000 |
120.79 |
|
0.618 |
120.61 |
|
HIGH |
120.32 |
|
0.618 |
120.14 |
|
0.500 |
120.09 |
|
0.382 |
120.03 |
|
LOW |
119.85 |
|
0.618 |
119.56 |
|
1.000 |
119.38 |
|
1.618 |
119.09 |
|
2.618 |
118.62 |
|
4.250 |
117.85 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.18 |
120.00 |
| PP |
120.13 |
119.78 |
| S1 |
120.09 |
119.55 |
|