Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119.88 |
119.31 |
-0.57 |
-0.5% |
121.30 |
| High |
119.91 |
119.52 |
-0.39 |
-0.3% |
121.55 |
| Low |
119.49 |
118.77 |
-0.72 |
-0.6% |
119.77 |
| Close |
119.63 |
119.40 |
-0.23 |
-0.2% |
120.25 |
| Range |
0.42 |
0.75 |
0.33 |
78.6% |
1.78 |
| ATR |
0.90 |
0.90 |
0.00 |
-0.3% |
0.00 |
| Volume |
166,247 |
695,105 |
528,858 |
318.1% |
3,115,735 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.48 |
121.19 |
119.81 |
|
| R3 |
120.73 |
120.44 |
119.61 |
|
| R2 |
119.98 |
119.98 |
119.54 |
|
| R1 |
119.69 |
119.69 |
119.47 |
119.84 |
| PP |
119.23 |
119.23 |
119.23 |
119.30 |
| S1 |
118.94 |
118.94 |
119.33 |
119.09 |
| S2 |
118.48 |
118.48 |
119.26 |
|
| S3 |
117.73 |
118.19 |
119.19 |
|
| S4 |
116.98 |
117.44 |
118.99 |
|
|
| 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% |
0.74 |
0.6% |
23% |
False |
True |
552,705 |
| 10 |
122.07 |
118.77 |
3.30 |
2.8% |
0.77 |
0.6% |
19% |
False |
True |
608,235 |
| 20 |
123.33 |
118.77 |
4.56 |
3.8% |
0.78 |
0.7% |
14% |
False |
True |
642,961 |
| 40 |
124.66 |
118.77 |
5.89 |
4.9% |
0.79 |
0.7% |
11% |
False |
True |
609,715 |
| 60 |
125.63 |
118.77 |
6.86 |
5.7% |
0.85 |
0.7% |
9% |
False |
True |
485,988 |
| 80 |
125.63 |
118.77 |
6.86 |
5.7% |
0.82 |
0.7% |
9% |
False |
True |
365,314 |
| 100 |
125.63 |
118.77 |
6.86 |
5.7% |
0.79 |
0.7% |
9% |
False |
True |
292,326 |
| 120 |
125.63 |
118.77 |
6.86 |
5.7% |
0.73 |
0.6% |
9% |
False |
True |
243,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.71 |
|
2.618 |
121.48 |
|
1.618 |
120.73 |
|
1.000 |
120.27 |
|
0.618 |
119.98 |
|
HIGH |
119.52 |
|
0.618 |
119.23 |
|
0.500 |
119.15 |
|
0.382 |
119.06 |
|
LOW |
118.77 |
|
0.618 |
118.31 |
|
1.000 |
118.02 |
|
1.618 |
117.56 |
|
2.618 |
116.81 |
|
4.250 |
115.58 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.32 |
119.65 |
| PP |
119.23 |
119.57 |
| S1 |
119.15 |
119.48 |
|