Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120.28 |
120.44 |
0.16 |
0.1% |
119.66 |
| High |
120.28 |
120.65 |
0.37 |
0.3% |
120.28 |
| Low |
120.16 |
120.44 |
0.28 |
0.2% |
119.50 |
| Close |
120.25 |
120.64 |
0.39 |
0.3% |
120.25 |
| Range |
0.12 |
0.21 |
0.09 |
75.0% |
0.78 |
| ATR |
0.45 |
0.45 |
0.00 |
-0.9% |
0.00 |
| Volume |
2 |
91 |
89 |
4,450.0% |
96 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.21 |
121.13 |
120.76 |
|
| R3 |
121.00 |
120.92 |
120.70 |
|
| R2 |
120.79 |
120.79 |
120.68 |
|
| R1 |
120.71 |
120.71 |
120.66 |
120.75 |
| PP |
120.58 |
120.58 |
120.58 |
120.60 |
| S1 |
120.50 |
120.50 |
120.62 |
120.54 |
| S2 |
120.37 |
120.37 |
120.60 |
|
| S3 |
120.16 |
120.29 |
120.58 |
|
| S4 |
119.95 |
120.08 |
120.52 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.35 |
122.08 |
120.68 |
|
| R3 |
121.57 |
121.30 |
120.46 |
|
| R2 |
120.79 |
120.79 |
120.39 |
|
| R1 |
120.52 |
120.52 |
120.32 |
120.66 |
| PP |
120.01 |
120.01 |
120.01 |
120.08 |
| S1 |
119.74 |
119.74 |
120.18 |
119.88 |
| S2 |
119.23 |
119.23 |
120.11 |
|
| S3 |
118.45 |
118.96 |
120.04 |
|
| S4 |
117.67 |
118.18 |
119.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.54 |
|
2.618 |
121.20 |
|
1.618 |
120.99 |
|
1.000 |
120.86 |
|
0.618 |
120.78 |
|
HIGH |
120.65 |
|
0.618 |
120.57 |
|
0.500 |
120.55 |
|
0.382 |
120.52 |
|
LOW |
120.44 |
|
0.618 |
120.31 |
|
1.000 |
120.23 |
|
1.618 |
120.10 |
|
2.618 |
119.89 |
|
4.250 |
119.55 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.61 |
120.50 |
| PP |
120.58 |
120.37 |
| S1 |
120.55 |
120.23 |
|