Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.31 |
121.00 |
0.69 |
0.6% |
122.60 |
| High |
121.00 |
121.00 |
0.00 |
0.0% |
122.68 |
| Low |
120.30 |
120.52 |
0.22 |
0.2% |
120.11 |
| Close |
120.87 |
120.62 |
-0.25 |
-0.2% |
120.31 |
| Range |
0.70 |
0.48 |
-0.22 |
-31.4% |
2.57 |
| ATR |
0.89 |
0.86 |
-0.03 |
-3.3% |
0.00 |
| Volume |
610,872 |
632,151 |
21,279 |
3.5% |
3,357,562 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
121.87 |
120.88 |
|
| R3 |
121.67 |
121.39 |
120.75 |
|
| R2 |
121.19 |
121.19 |
120.71 |
|
| R1 |
120.91 |
120.91 |
120.66 |
120.81 |
| PP |
120.71 |
120.71 |
120.71 |
120.67 |
| S1 |
120.43 |
120.43 |
120.58 |
120.33 |
| S2 |
120.23 |
120.23 |
120.53 |
|
| S3 |
119.75 |
119.95 |
120.49 |
|
| S4 |
119.27 |
119.47 |
120.36 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.74 |
127.10 |
121.72 |
|
| R3 |
126.17 |
124.53 |
121.02 |
|
| R2 |
123.60 |
123.60 |
120.78 |
|
| R1 |
121.96 |
121.96 |
120.55 |
121.50 |
| PP |
121.03 |
121.03 |
121.03 |
120.80 |
| S1 |
119.39 |
119.39 |
120.07 |
118.93 |
| S2 |
118.46 |
118.46 |
119.84 |
|
| S3 |
115.89 |
116.82 |
119.60 |
|
| S4 |
113.32 |
114.25 |
118.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.65 |
120.11 |
2.54 |
2.1% |
0.85 |
0.7% |
20% |
False |
False |
742,341 |
| 10 |
123.33 |
120.11 |
3.22 |
2.7% |
0.79 |
0.7% |
16% |
False |
False |
677,687 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.77 |
0.6% |
15% |
False |
False |
650,243 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.85 |
0.7% |
11% |
False |
False |
496,708 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
9% |
False |
False |
385,509 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.82 |
0.7% |
9% |
False |
False |
289,308 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.77 |
0.6% |
9% |
False |
False |
231,506 |
| 120 |
125.63 |
118.77 |
6.86 |
5.7% |
0.66 |
0.5% |
27% |
False |
False |
192,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.04 |
|
2.618 |
122.26 |
|
1.618 |
121.78 |
|
1.000 |
121.48 |
|
0.618 |
121.30 |
|
HIGH |
121.00 |
|
0.618 |
120.82 |
|
0.500 |
120.76 |
|
0.382 |
120.70 |
|
LOW |
120.52 |
|
0.618 |
120.22 |
|
1.000 |
120.04 |
|
1.618 |
119.74 |
|
2.618 |
119.26 |
|
4.250 |
118.48 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.76 |
120.60 |
| PP |
120.71 |
120.58 |
| S1 |
120.67 |
120.56 |
|