Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.52 |
121.36 |
0.84 |
0.7% |
122.60 |
| High |
121.51 |
121.94 |
0.43 |
0.4% |
122.68 |
| Low |
120.47 |
121.16 |
0.69 |
0.6% |
120.11 |
| Close |
121.32 |
121.70 |
0.38 |
0.3% |
120.31 |
| Range |
1.04 |
0.78 |
-0.26 |
-25.0% |
2.57 |
| ATR |
0.87 |
0.87 |
-0.01 |
-0.8% |
0.00 |
| Volume |
725,036 |
759,391 |
34,355 |
4.7% |
3,357,562 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.94 |
123.60 |
122.13 |
|
| R3 |
123.16 |
122.82 |
121.91 |
|
| R2 |
122.38 |
122.38 |
121.84 |
|
| R1 |
122.04 |
122.04 |
121.77 |
122.21 |
| PP |
121.60 |
121.60 |
121.60 |
121.69 |
| S1 |
121.26 |
121.26 |
121.63 |
121.43 |
| S2 |
120.82 |
120.82 |
121.56 |
|
| S3 |
120.04 |
120.48 |
121.49 |
|
| S4 |
119.26 |
119.70 |
121.27 |
|
|
| 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 |
121.94 |
120.11 |
1.83 |
1.5% |
0.73 |
0.6% |
87% |
True |
False |
665,546 |
| 10 |
122.82 |
120.11 |
2.71 |
2.2% |
0.81 |
0.7% |
59% |
False |
False |
681,657 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.81 |
0.7% |
47% |
False |
False |
675,851 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.85 |
0.7% |
35% |
False |
False |
494,767 |
| 60 |
125.63 |
120.11 |
5.52 |
4.5% |
0.86 |
0.7% |
29% |
False |
False |
410,198 |
| 80 |
125.63 |
120.11 |
5.52 |
4.5% |
0.84 |
0.7% |
29% |
False |
False |
307,857 |
| 100 |
125.63 |
120.11 |
5.52 |
4.5% |
0.77 |
0.6% |
29% |
False |
False |
246,350 |
| 120 |
125.63 |
119.23 |
6.40 |
5.3% |
0.68 |
0.6% |
39% |
False |
False |
205,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.26 |
|
2.618 |
123.98 |
|
1.618 |
123.20 |
|
1.000 |
122.72 |
|
0.618 |
122.42 |
|
HIGH |
121.94 |
|
0.618 |
121.64 |
|
0.500 |
121.55 |
|
0.382 |
121.46 |
|
LOW |
121.16 |
|
0.618 |
120.68 |
|
1.000 |
120.38 |
|
1.618 |
119.90 |
|
2.618 |
119.12 |
|
4.250 |
117.85 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.65 |
121.54 |
| PP |
121.60 |
121.37 |
| S1 |
121.55 |
121.21 |
|