Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121.30 |
120.96 |
-0.34 |
-0.3% |
120.31 |
| High |
121.55 |
120.96 |
-0.59 |
-0.5% |
122.07 |
| Low |
120.97 |
120.34 |
-0.63 |
-0.5% |
120.30 |
| Close |
121.33 |
120.51 |
-0.82 |
-0.7% |
121.14 |
| Range |
0.58 |
0.62 |
0.04 |
6.9% |
1.77 |
| ATR |
0.86 |
0.87 |
0.01 |
1.1% |
0.00 |
| Volume |
449,577 |
763,983 |
314,406 |
69.9% |
3,348,295 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.46 |
122.11 |
120.85 |
|
| R3 |
121.84 |
121.49 |
120.68 |
|
| R2 |
121.22 |
121.22 |
120.62 |
|
| R1 |
120.87 |
120.87 |
120.57 |
120.74 |
| PP |
120.60 |
120.60 |
120.60 |
120.54 |
| S1 |
120.25 |
120.25 |
120.45 |
120.12 |
| S2 |
119.98 |
119.98 |
120.40 |
|
| S3 |
119.36 |
119.63 |
120.34 |
|
| S4 |
118.74 |
119.01 |
120.17 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.48 |
125.58 |
122.11 |
|
| R3 |
124.71 |
123.81 |
121.63 |
|
| R2 |
122.94 |
122.94 |
121.46 |
|
| R1 |
122.04 |
122.04 |
121.30 |
122.49 |
| PP |
121.17 |
121.17 |
121.17 |
121.40 |
| S1 |
120.27 |
120.27 |
120.98 |
120.72 |
| S2 |
119.40 |
119.40 |
120.82 |
|
| S3 |
117.63 |
118.50 |
120.65 |
|
| S4 |
115.86 |
116.73 |
120.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.07 |
120.34 |
1.73 |
1.4% |
0.80 |
0.7% |
10% |
False |
True |
663,766 |
| 10 |
122.65 |
120.11 |
2.54 |
2.1% |
0.83 |
0.7% |
16% |
False |
False |
703,053 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.78 |
0.6% |
12% |
False |
False |
685,491 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.81 |
0.7% |
9% |
False |
False |
540,627 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
7% |
False |
False |
440,572 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.84 |
0.7% |
7% |
False |
False |
330,778 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.78 |
0.6% |
7% |
False |
False |
264,694 |
| 120 |
125.63 |
119.64 |
5.99 |
5.0% |
0.70 |
0.6% |
15% |
False |
False |
220,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.60 |
|
2.618 |
122.58 |
|
1.618 |
121.96 |
|
1.000 |
121.58 |
|
0.618 |
121.34 |
|
HIGH |
120.96 |
|
0.618 |
120.72 |
|
0.500 |
120.65 |
|
0.382 |
120.58 |
|
LOW |
120.34 |
|
0.618 |
119.96 |
|
1.000 |
119.72 |
|
1.618 |
119.34 |
|
2.618 |
118.72 |
|
4.250 |
117.71 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.65 |
121.21 |
| PP |
120.60 |
120.97 |
| S1 |
120.56 |
120.74 |
|