Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121.00 |
120.52 |
-0.48 |
-0.4% |
122.60 |
| High |
121.00 |
121.51 |
0.51 |
0.4% |
122.68 |
| Low |
120.52 |
120.47 |
-0.05 |
0.0% |
120.11 |
| Close |
120.62 |
121.32 |
0.70 |
0.6% |
120.31 |
| Range |
0.48 |
1.04 |
0.56 |
116.7% |
2.57 |
| ATR |
0.86 |
0.87 |
0.01 |
1.5% |
0.00 |
| Volume |
632,151 |
725,036 |
92,885 |
14.7% |
3,357,562 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.22 |
123.81 |
121.89 |
|
| R3 |
123.18 |
122.77 |
121.61 |
|
| R2 |
122.14 |
122.14 |
121.51 |
|
| R1 |
121.73 |
121.73 |
121.42 |
121.94 |
| PP |
121.10 |
121.10 |
121.10 |
121.20 |
| S1 |
120.69 |
120.69 |
121.22 |
120.90 |
| S2 |
120.06 |
120.06 |
121.13 |
|
| S3 |
119.02 |
119.65 |
121.03 |
|
| S4 |
117.98 |
118.61 |
120.75 |
|
|
| 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 |
122.03 |
120.11 |
1.92 |
1.6% |
0.87 |
0.7% |
63% |
False |
False |
745,659 |
| 10 |
123.17 |
120.11 |
3.06 |
2.5% |
0.82 |
0.7% |
40% |
False |
False |
691,752 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.80 |
0.7% |
36% |
False |
False |
664,759 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.85 |
0.7% |
26% |
False |
False |
495,636 |
| 60 |
125.63 |
120.11 |
5.52 |
4.5% |
0.86 |
0.7% |
22% |
False |
False |
397,579 |
| 80 |
125.63 |
120.11 |
5.52 |
4.5% |
0.83 |
0.7% |
22% |
False |
False |
298,367 |
| 100 |
125.63 |
120.11 |
5.52 |
4.5% |
0.78 |
0.6% |
22% |
False |
False |
238,757 |
| 120 |
125.63 |
118.94 |
6.69 |
5.5% |
0.67 |
0.6% |
36% |
False |
False |
198,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.93 |
|
2.618 |
124.23 |
|
1.618 |
123.19 |
|
1.000 |
122.55 |
|
0.618 |
122.15 |
|
HIGH |
121.51 |
|
0.618 |
121.11 |
|
0.500 |
120.99 |
|
0.382 |
120.87 |
|
LOW |
120.47 |
|
0.618 |
119.83 |
|
1.000 |
119.43 |
|
1.618 |
118.79 |
|
2.618 |
117.75 |
|
4.250 |
116.05 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.21 |
121.18 |
| PP |
121.10 |
121.04 |
| S1 |
120.99 |
120.91 |
|