Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.31 |
117.54 |
-0.77 |
-0.7% |
117.52 |
| High |
118.31 |
118.56 |
0.25 |
0.2% |
118.56 |
| Low |
117.89 |
117.54 |
-0.35 |
-0.3% |
117.52 |
| Close |
117.97 |
118.39 |
0.42 |
0.4% |
118.39 |
| Range |
0.42 |
1.02 |
0.60 |
142.9% |
1.04 |
| ATR |
0.52 |
0.56 |
0.04 |
6.9% |
0.00 |
| Volume |
431 |
9 |
-422 |
-97.9% |
602 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.22 |
120.83 |
118.95 |
|
| R3 |
120.20 |
119.81 |
118.67 |
|
| R2 |
119.18 |
119.18 |
118.58 |
|
| R1 |
118.79 |
118.79 |
118.48 |
118.99 |
| PP |
118.16 |
118.16 |
118.16 |
118.26 |
| S1 |
117.77 |
117.77 |
118.30 |
117.97 |
| S2 |
117.14 |
117.14 |
118.20 |
|
| S3 |
116.12 |
116.75 |
118.11 |
|
| S4 |
115.10 |
115.73 |
117.83 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.28 |
120.87 |
118.96 |
|
| R3 |
120.24 |
119.83 |
118.68 |
|
| R2 |
119.20 |
119.20 |
118.58 |
|
| R1 |
118.79 |
118.79 |
118.49 |
119.00 |
| PP |
118.16 |
118.16 |
118.16 |
118.26 |
| S1 |
117.75 |
117.75 |
118.29 |
117.96 |
| S2 |
117.12 |
117.12 |
118.20 |
|
| S3 |
116.08 |
116.71 |
118.10 |
|
| S4 |
115.04 |
115.67 |
117.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.90 |
|
2.618 |
121.23 |
|
1.618 |
120.21 |
|
1.000 |
119.58 |
|
0.618 |
119.19 |
|
HIGH |
118.56 |
|
0.618 |
118.17 |
|
0.500 |
118.05 |
|
0.382 |
117.93 |
|
LOW |
117.54 |
|
0.618 |
116.91 |
|
1.000 |
116.52 |
|
1.618 |
115.89 |
|
2.618 |
114.87 |
|
4.250 |
113.21 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.28 |
118.28 |
| PP |
118.16 |
118.16 |
| S1 |
118.05 |
118.05 |
|