Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
121.22 |
121.11 |
-0.11 |
-0.1% |
119.82 |
| High |
121.24 |
121.15 |
-0.09 |
-0.1% |
121.09 |
| Low |
120.77 |
120.76 |
-0.01 |
0.0% |
119.63 |
| Close |
121.08 |
120.92 |
-0.16 |
-0.1% |
120.96 |
| Range |
0.47 |
0.39 |
-0.08 |
-17.0% |
1.46 |
| ATR |
0.72 |
0.69 |
-0.02 |
-3.2% |
0.00 |
| Volume |
659,386 |
631,966 |
-27,420 |
-4.2% |
3,050,962 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.11 |
121.91 |
121.13 |
|
| R3 |
121.72 |
121.52 |
121.03 |
|
| R2 |
121.33 |
121.33 |
120.99 |
|
| R1 |
121.13 |
121.13 |
120.96 |
121.04 |
| PP |
120.94 |
120.94 |
120.94 |
120.90 |
| S1 |
120.74 |
120.74 |
120.88 |
120.65 |
| S2 |
120.55 |
120.55 |
120.85 |
|
| S3 |
120.16 |
120.35 |
120.81 |
|
| S4 |
119.77 |
119.96 |
120.71 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
124.41 |
121.76 |
|
| R3 |
123.48 |
122.95 |
121.36 |
|
| R2 |
122.02 |
122.02 |
121.23 |
|
| R1 |
121.49 |
121.49 |
121.09 |
121.76 |
| PP |
120.56 |
120.56 |
120.56 |
120.69 |
| S1 |
120.03 |
120.03 |
120.83 |
120.30 |
| S2 |
119.10 |
119.10 |
120.69 |
|
| S3 |
117.64 |
118.57 |
120.56 |
|
| S4 |
116.18 |
117.11 |
120.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.29 |
119.95 |
1.34 |
1.1% |
0.55 |
0.5% |
72% |
False |
False |
576,658 |
| 10 |
121.29 |
118.78 |
2.51 |
2.1% |
0.62 |
0.5% |
85% |
False |
False |
608,618 |
| 20 |
121.29 |
117.47 |
3.82 |
3.2% |
0.69 |
0.6% |
90% |
False |
False |
615,666 |
| 40 |
121.42 |
117.47 |
3.95 |
3.3% |
0.71 |
0.6% |
87% |
False |
False |
331,944 |
| 60 |
122.88 |
117.47 |
5.41 |
4.5% |
0.62 |
0.5% |
64% |
False |
False |
221,471 |
| 80 |
124.73 |
117.47 |
7.26 |
6.0% |
0.61 |
0.5% |
48% |
False |
False |
166,355 |
| 100 |
124.80 |
117.47 |
7.33 |
6.1% |
0.49 |
0.4% |
47% |
False |
False |
133,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.81 |
|
2.618 |
122.17 |
|
1.618 |
121.78 |
|
1.000 |
121.54 |
|
0.618 |
121.39 |
|
HIGH |
121.15 |
|
0.618 |
121.00 |
|
0.500 |
120.96 |
|
0.382 |
120.91 |
|
LOW |
120.76 |
|
0.618 |
120.52 |
|
1.000 |
120.37 |
|
1.618 |
120.13 |
|
2.618 |
119.74 |
|
4.250 |
119.10 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.96 |
121.03 |
| PP |
120.94 |
120.99 |
| S1 |
120.93 |
120.96 |
|