Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.32 |
118.31 |
-0.01 |
0.0% |
116.90 |
| High |
118.51 |
118.31 |
-0.20 |
-0.2% |
117.40 |
| Low |
118.32 |
117.89 |
-0.43 |
-0.4% |
116.44 |
| Close |
118.54 |
117.97 |
-0.57 |
-0.5% |
117.22 |
| Range |
0.19 |
0.42 |
0.23 |
121.1% |
0.96 |
| ATR |
0.51 |
0.52 |
0.01 |
2.0% |
0.00 |
| Volume |
11 |
431 |
420 |
3,818.2% |
377 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.32 |
119.06 |
118.20 |
|
| R3 |
118.90 |
118.64 |
118.09 |
|
| R2 |
118.48 |
118.48 |
118.05 |
|
| R1 |
118.22 |
118.22 |
118.01 |
118.14 |
| PP |
118.06 |
118.06 |
118.06 |
118.02 |
| S1 |
117.80 |
117.80 |
117.93 |
117.72 |
| S2 |
117.64 |
117.64 |
117.89 |
|
| S3 |
117.22 |
117.38 |
117.85 |
|
| S4 |
116.80 |
116.96 |
117.74 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.90 |
119.52 |
117.75 |
|
| R3 |
118.94 |
118.56 |
117.48 |
|
| R2 |
117.98 |
117.98 |
117.40 |
|
| R1 |
117.60 |
117.60 |
117.31 |
117.79 |
| PP |
117.02 |
117.02 |
117.02 |
117.12 |
| S1 |
116.64 |
116.64 |
117.13 |
116.83 |
| S2 |
116.06 |
116.06 |
117.04 |
|
| S3 |
115.10 |
115.68 |
116.96 |
|
| S4 |
114.14 |
114.72 |
116.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.10 |
|
2.618 |
119.41 |
|
1.618 |
118.99 |
|
1.000 |
118.73 |
|
0.618 |
118.57 |
|
HIGH |
118.31 |
|
0.618 |
118.15 |
|
0.500 |
118.10 |
|
0.382 |
118.05 |
|
LOW |
117.89 |
|
0.618 |
117.63 |
|
1.000 |
117.47 |
|
1.618 |
117.21 |
|
2.618 |
116.79 |
|
4.250 |
116.11 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.10 |
118.20 |
| PP |
118.06 |
118.12 |
| S1 |
118.01 |
118.05 |
|