Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
120.30 |
120.15 |
-0.15 |
-0.1% |
118.65 |
| High |
120.32 |
120.48 |
0.16 |
0.1% |
120.00 |
| Low |
119.85 |
120.06 |
0.21 |
0.2% |
118.61 |
| Close |
120.23 |
120.33 |
0.10 |
0.1% |
119.69 |
| Range |
0.47 |
0.42 |
-0.05 |
-10.6% |
1.39 |
| ATR |
0.79 |
0.76 |
-0.03 |
-3.3% |
0.00 |
| Volume |
688,619 |
629,543 |
-59,076 |
-8.6% |
3,174,667 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.55 |
121.36 |
120.56 |
|
| R3 |
121.13 |
120.94 |
120.45 |
|
| R2 |
120.71 |
120.71 |
120.41 |
|
| R1 |
120.52 |
120.52 |
120.37 |
120.62 |
| PP |
120.29 |
120.29 |
120.29 |
120.34 |
| S1 |
120.10 |
120.10 |
120.29 |
120.20 |
| S2 |
119.87 |
119.87 |
120.25 |
|
| S3 |
119.45 |
119.68 |
120.21 |
|
| S4 |
119.03 |
119.26 |
120.10 |
|
|
| 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 |
120.48 |
118.78 |
1.70 |
1.4% |
0.69 |
0.6% |
91% |
True |
False |
640,577 |
| 10 |
120.48 |
117.52 |
2.96 |
2.5% |
0.67 |
0.6% |
95% |
True |
False |
612,239 |
| 20 |
120.48 |
117.47 |
3.01 |
2.5% |
0.75 |
0.6% |
95% |
True |
False |
512,808 |
| 40 |
122.63 |
117.47 |
5.16 |
4.3% |
0.71 |
0.6% |
55% |
False |
False |
259,925 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.64 |
0.5% |
43% |
False |
False |
173,446 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.57 |
0.5% |
39% |
False |
False |
130,394 |
| 100 |
124.99 |
117.47 |
7.52 |
6.2% |
0.46 |
0.4% |
38% |
False |
False |
104,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.27 |
|
2.618 |
121.58 |
|
1.618 |
121.16 |
|
1.000 |
120.90 |
|
0.618 |
120.74 |
|
HIGH |
120.48 |
|
0.618 |
120.32 |
|
0.500 |
120.27 |
|
0.382 |
120.22 |
|
LOW |
120.06 |
|
0.618 |
119.80 |
|
1.000 |
119.64 |
|
1.618 |
119.38 |
|
2.618 |
118.96 |
|
4.250 |
118.28 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.31 |
120.24 |
| PP |
120.29 |
120.15 |
| S1 |
120.27 |
120.06 |
|