Euro Bund Future September 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 |
119.71 |
120.32 |
0.61 |
0.5% |
122.10 |
| High |
120.41 |
120.32 |
-0.09 |
-0.1% |
122.22 |
| Low |
119.71 |
120.03 |
0.32 |
0.3% |
119.57 |
| Close |
120.30 |
120.02 |
-0.28 |
-0.2% |
119.72 |
| Range |
0.70 |
0.29 |
-0.41 |
-58.6% |
2.65 |
| ATR |
0.73 |
0.70 |
-0.03 |
-4.3% |
0.00 |
| Volume |
1,217 |
2,625 |
1,408 |
115.7% |
5,075 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.99 |
120.80 |
120.18 |
|
| R3 |
120.70 |
120.51 |
120.10 |
|
| R2 |
120.41 |
120.41 |
120.07 |
|
| R1 |
120.22 |
120.22 |
120.05 |
120.17 |
| PP |
120.12 |
120.12 |
120.12 |
120.10 |
| S1 |
119.93 |
119.93 |
119.99 |
119.88 |
| S2 |
119.83 |
119.83 |
119.97 |
|
| S3 |
119.54 |
119.64 |
119.94 |
|
| S4 |
119.25 |
119.35 |
119.86 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.45 |
126.74 |
121.18 |
|
| R3 |
125.80 |
124.09 |
120.45 |
|
| R2 |
123.15 |
123.15 |
120.21 |
|
| R1 |
121.44 |
121.44 |
119.96 |
120.97 |
| PP |
120.50 |
120.50 |
120.50 |
120.27 |
| S1 |
118.79 |
118.79 |
119.48 |
118.32 |
| S2 |
117.85 |
117.85 |
119.23 |
|
| S3 |
115.20 |
116.14 |
118.99 |
|
| S4 |
112.55 |
113.49 |
118.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.99 |
119.57 |
2.42 |
2.0% |
0.64 |
0.5% |
19% |
False |
False |
1,575 |
| 10 |
122.77 |
119.57 |
3.20 |
2.7% |
0.62 |
0.5% |
14% |
False |
False |
930 |
| 20 |
122.88 |
119.57 |
3.31 |
2.8% |
0.52 |
0.4% |
14% |
False |
False |
772 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.56 |
0.5% |
10% |
False |
False |
757 |
| 60 |
124.80 |
119.57 |
5.23 |
4.4% |
0.38 |
0.3% |
9% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.55 |
|
2.618 |
121.08 |
|
1.618 |
120.79 |
|
1.000 |
120.61 |
|
0.618 |
120.50 |
|
HIGH |
120.32 |
|
0.618 |
120.21 |
|
0.500 |
120.18 |
|
0.382 |
120.14 |
|
LOW |
120.03 |
|
0.618 |
119.85 |
|
1.000 |
119.74 |
|
1.618 |
119.56 |
|
2.618 |
119.27 |
|
4.250 |
118.80 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.18 |
120.01 |
| PP |
120.12 |
120.00 |
| S1 |
120.07 |
119.99 |
|