Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118.48 |
118.80 |
0.32 |
0.3% |
117.52 |
| High |
118.92 |
118.89 |
-0.03 |
0.0% |
118.56 |
| Low |
118.48 |
118.75 |
0.27 |
0.2% |
117.52 |
| Close |
118.88 |
118.93 |
0.05 |
0.0% |
118.39 |
| Range |
0.44 |
0.14 |
-0.30 |
-68.2% |
1.04 |
| ATR |
0.55 |
0.52 |
-0.03 |
-5.3% |
0.00 |
| Volume |
6 |
43 |
37 |
616.7% |
602 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.28 |
119.24 |
119.01 |
|
| R3 |
119.14 |
119.10 |
118.97 |
|
| R2 |
119.00 |
119.00 |
118.96 |
|
| R1 |
118.96 |
118.96 |
118.94 |
118.98 |
| PP |
118.86 |
118.86 |
118.86 |
118.87 |
| S1 |
118.82 |
118.82 |
118.92 |
118.84 |
| S2 |
118.72 |
118.72 |
118.90 |
|
| S3 |
118.58 |
118.68 |
118.89 |
|
| S4 |
118.44 |
118.54 |
118.85 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.92 |
117.54 |
1.38 |
1.2% |
0.44 |
0.4% |
101% |
False |
False |
100 |
| 10 |
118.92 |
116.44 |
2.48 |
2.1% |
0.43 |
0.4% |
100% |
False |
False |
94 |
| 20 |
118.92 |
116.37 |
2.55 |
2.1% |
0.28 |
0.2% |
100% |
False |
False |
135 |
| 40 |
122.08 |
116.37 |
5.71 |
4.8% |
0.14 |
0.1% |
45% |
False |
False |
132 |
| 60 |
123.48 |
116.37 |
7.11 |
6.0% |
0.09 |
0.1% |
36% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.49 |
|
2.618 |
119.26 |
|
1.618 |
119.12 |
|
1.000 |
119.03 |
|
0.618 |
118.98 |
|
HIGH |
118.89 |
|
0.618 |
118.84 |
|
0.500 |
118.82 |
|
0.382 |
118.80 |
|
LOW |
118.75 |
|
0.618 |
118.66 |
|
1.000 |
118.61 |
|
1.618 |
118.52 |
|
2.618 |
118.38 |
|
4.250 |
118.16 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.89 |
118.70 |
| PP |
118.86 |
118.46 |
| S1 |
118.82 |
118.23 |
|