Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119.31 |
118.83 |
-0.48 |
-0.4% |
121.30 |
| High |
119.52 |
119.33 |
-0.19 |
-0.2% |
121.55 |
| Low |
118.77 |
118.82 |
0.05 |
0.0% |
119.77 |
| Close |
119.40 |
119.18 |
-0.22 |
-0.2% |
120.25 |
| Range |
0.75 |
0.51 |
-0.24 |
-32.0% |
1.78 |
| ATR |
0.90 |
0.87 |
-0.02 |
-2.5% |
0.00 |
| Volume |
695,105 |
723,289 |
28,184 |
4.1% |
3,115,735 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.64 |
120.42 |
119.46 |
|
| R3 |
120.13 |
119.91 |
119.32 |
|
| R2 |
119.62 |
119.62 |
119.27 |
|
| R1 |
119.40 |
119.40 |
119.23 |
119.51 |
| PP |
119.11 |
119.11 |
119.11 |
119.17 |
| S1 |
118.89 |
118.89 |
119.13 |
119.00 |
| S2 |
118.60 |
118.60 |
119.09 |
|
| S3 |
118.09 |
118.38 |
119.04 |
|
| S4 |
117.58 |
117.87 |
118.90 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.86 |
124.84 |
121.23 |
|
| R3 |
124.08 |
123.06 |
120.74 |
|
| R2 |
122.30 |
122.30 |
120.58 |
|
| R1 |
121.28 |
121.28 |
120.41 |
120.90 |
| PP |
120.52 |
120.52 |
120.52 |
120.34 |
| S1 |
119.50 |
119.50 |
120.09 |
119.12 |
| S2 |
118.74 |
118.74 |
119.92 |
|
| S3 |
116.96 |
117.72 |
119.76 |
|
| S4 |
115.18 |
115.94 |
119.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.52 |
118.77 |
2.75 |
2.3% |
0.73 |
0.6% |
15% |
False |
False |
551,508 |
| 10 |
122.07 |
118.77 |
3.30 |
2.8% |
0.72 |
0.6% |
12% |
False |
False |
608,061 |
| 20 |
123.17 |
118.77 |
4.40 |
3.7% |
0.77 |
0.6% |
9% |
False |
False |
649,906 |
| 40 |
124.66 |
118.77 |
5.89 |
4.9% |
0.78 |
0.7% |
7% |
False |
False |
627,797 |
| 60 |
125.63 |
118.77 |
6.86 |
5.8% |
0.84 |
0.7% |
6% |
False |
False |
497,707 |
| 80 |
125.63 |
118.77 |
6.86 |
5.8% |
0.82 |
0.7% |
6% |
False |
False |
374,348 |
| 100 |
125.63 |
118.77 |
6.86 |
5.8% |
0.79 |
0.7% |
6% |
False |
False |
299,558 |
| 120 |
125.63 |
118.77 |
6.86 |
5.8% |
0.73 |
0.6% |
6% |
False |
False |
249,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.50 |
|
2.618 |
120.67 |
|
1.618 |
120.16 |
|
1.000 |
119.84 |
|
0.618 |
119.65 |
|
HIGH |
119.33 |
|
0.618 |
119.14 |
|
0.500 |
119.08 |
|
0.382 |
119.01 |
|
LOW |
118.82 |
|
0.618 |
118.50 |
|
1.000 |
118.31 |
|
1.618 |
117.99 |
|
2.618 |
117.48 |
|
4.250 |
116.65 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.15 |
119.34 |
| PP |
119.11 |
119.29 |
| S1 |
119.08 |
119.23 |
|