Euro Bund Future September 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 |
119.93 |
120.78 |
0.85 |
0.7% |
122.10 |
| High |
120.82 |
121.29 |
0.47 |
0.4% |
122.22 |
| Low |
119.93 |
120.59 |
0.66 |
0.6% |
119.57 |
| Close |
120.72 |
121.09 |
0.37 |
0.3% |
119.72 |
| Range |
0.89 |
0.70 |
-0.19 |
-21.3% |
2.65 |
| ATR |
0.71 |
0.71 |
0.00 |
-0.1% |
0.00 |
| Volume |
13,375 |
2,790 |
-10,585 |
-79.1% |
5,075 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.09 |
122.79 |
121.48 |
|
| R3 |
122.39 |
122.09 |
121.28 |
|
| R2 |
121.69 |
121.69 |
121.22 |
|
| R1 |
121.39 |
121.39 |
121.15 |
121.54 |
| PP |
120.99 |
120.99 |
120.99 |
121.07 |
| S1 |
120.69 |
120.69 |
121.03 |
120.84 |
| S2 |
120.29 |
120.29 |
120.96 |
|
| S3 |
119.59 |
119.99 |
120.90 |
|
| S4 |
118.89 |
119.29 |
120.71 |
|
|
| 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 |
121.29 |
119.57 |
1.72 |
1.4% |
0.64 |
0.5% |
88% |
True |
False |
4,466 |
| 10 |
122.33 |
119.57 |
2.76 |
2.3% |
0.65 |
0.5% |
55% |
False |
False |
2,524 |
| 20 |
122.88 |
119.57 |
3.31 |
2.7% |
0.58 |
0.5% |
46% |
False |
False |
1,527 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.58 |
0.5% |
34% |
False |
False |
1,078 |
| 60 |
124.80 |
119.57 |
5.23 |
4.3% |
0.41 |
0.3% |
29% |
False |
False |
1,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.27 |
|
2.618 |
123.12 |
|
1.618 |
122.42 |
|
1.000 |
121.99 |
|
0.618 |
121.72 |
|
HIGH |
121.29 |
|
0.618 |
121.02 |
|
0.500 |
120.94 |
|
0.382 |
120.86 |
|
LOW |
120.59 |
|
0.618 |
120.16 |
|
1.000 |
119.89 |
|
1.618 |
119.46 |
|
2.618 |
118.76 |
|
4.250 |
117.62 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.04 |
120.93 |
| PP |
120.99 |
120.77 |
| S1 |
120.94 |
120.61 |
|