Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
120.15 |
120.01 |
-0.14 |
-0.1% |
118.65 |
| High |
120.48 |
120.81 |
0.33 |
0.3% |
120.00 |
| Low |
120.06 |
119.95 |
-0.11 |
-0.1% |
118.61 |
| Close |
120.33 |
120.63 |
0.30 |
0.2% |
119.69 |
| Range |
0.42 |
0.86 |
0.44 |
104.8% |
1.39 |
| ATR |
0.76 |
0.77 |
0.01 |
0.9% |
0.00 |
| Volume |
629,543 |
682,725 |
53,182 |
8.4% |
3,174,667 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.04 |
122.70 |
121.10 |
|
| R3 |
122.18 |
121.84 |
120.87 |
|
| R2 |
121.32 |
121.32 |
120.79 |
|
| R1 |
120.98 |
120.98 |
120.71 |
121.15 |
| PP |
120.46 |
120.46 |
120.46 |
120.55 |
| S1 |
120.12 |
120.12 |
120.55 |
120.29 |
| S2 |
119.60 |
119.60 |
120.47 |
|
| S3 |
118.74 |
119.26 |
120.39 |
|
| S4 |
117.88 |
118.40 |
120.16 |
|
|
| 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 |
120.81 |
118.78 |
2.03 |
1.7% |
0.70 |
0.6% |
91% |
True |
False |
633,947 |
| 10 |
120.81 |
118.32 |
2.49 |
2.1% |
0.67 |
0.6% |
93% |
True |
False |
621,997 |
| 20 |
120.81 |
117.47 |
3.34 |
2.8% |
0.76 |
0.6% |
95% |
True |
False |
544,570 |
| 40 |
122.33 |
117.47 |
4.86 |
4.0% |
0.72 |
0.6% |
65% |
False |
False |
276,991 |
| 60 |
124.05 |
117.47 |
6.58 |
5.5% |
0.65 |
0.5% |
48% |
False |
False |
184,824 |
| 80 |
124.80 |
117.47 |
7.33 |
6.1% |
0.58 |
0.5% |
43% |
False |
False |
138,927 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.47 |
0.4% |
43% |
False |
False |
111,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.47 |
|
2.618 |
123.06 |
|
1.618 |
122.20 |
|
1.000 |
121.67 |
|
0.618 |
121.34 |
|
HIGH |
120.81 |
|
0.618 |
120.48 |
|
0.500 |
120.38 |
|
0.382 |
120.28 |
|
LOW |
119.95 |
|
0.618 |
119.42 |
|
1.000 |
119.09 |
|
1.618 |
118.56 |
|
2.618 |
117.70 |
|
4.250 |
116.30 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.55 |
120.53 |
| PP |
120.46 |
120.43 |
| S1 |
120.38 |
120.33 |
|