Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116.96 |
116.44 |
-0.52 |
-0.4% |
117.19 |
| High |
117.10 |
117.08 |
-0.02 |
0.0% |
118.08 |
| Low |
116.96 |
116.44 |
-0.52 |
-0.4% |
116.37 |
| Close |
116.96 |
116.68 |
-0.28 |
-0.2% |
116.37 |
| Range |
0.14 |
0.64 |
0.50 |
357.1% |
1.71 |
| ATR |
0.47 |
0.48 |
0.01 |
2.6% |
0.00 |
| Volume |
130 |
6 |
-124 |
-95.4% |
1,259 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.65 |
118.31 |
117.03 |
|
| R3 |
118.01 |
117.67 |
116.86 |
|
| R2 |
117.37 |
117.37 |
116.80 |
|
| R1 |
117.03 |
117.03 |
116.74 |
117.20 |
| PP |
116.73 |
116.73 |
116.73 |
116.82 |
| S1 |
116.39 |
116.39 |
116.62 |
116.56 |
| S2 |
116.09 |
116.09 |
116.56 |
|
| S3 |
115.45 |
115.75 |
116.50 |
|
| S4 |
114.81 |
115.11 |
116.33 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.07 |
120.93 |
117.31 |
|
| R3 |
120.36 |
119.22 |
116.84 |
|
| R2 |
118.65 |
118.65 |
116.68 |
|
| R1 |
117.51 |
117.51 |
116.53 |
117.23 |
| PP |
116.94 |
116.94 |
116.94 |
116.80 |
| S1 |
115.80 |
115.80 |
116.21 |
115.52 |
| S2 |
115.23 |
115.23 |
116.06 |
|
| S3 |
113.52 |
114.09 |
115.90 |
|
| S4 |
111.81 |
112.38 |
115.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.80 |
|
2.618 |
118.76 |
|
1.618 |
118.12 |
|
1.000 |
117.72 |
|
0.618 |
117.48 |
|
HIGH |
117.08 |
|
0.618 |
116.84 |
|
0.500 |
116.76 |
|
0.382 |
116.68 |
|
LOW |
116.44 |
|
0.618 |
116.04 |
|
1.000 |
115.80 |
|
1.618 |
115.40 |
|
2.618 |
114.76 |
|
4.250 |
113.72 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116.76 |
116.90 |
| PP |
116.73 |
116.82 |
| S1 |
116.71 |
116.75 |
|