Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119.95 |
119.70 |
-0.25 |
-0.2% |
120.77 |
| High |
120.88 |
119.91 |
-0.97 |
-0.8% |
120.89 |
| Low |
119.70 |
119.11 |
-0.59 |
-0.5% |
119.11 |
| Close |
120.57 |
119.62 |
-0.95 |
-0.8% |
119.62 |
| Range |
1.18 |
0.80 |
-0.38 |
-32.2% |
1.78 |
| ATR |
0.75 |
0.80 |
0.05 |
6.8% |
0.00 |
| Volume |
5,245 |
9,435 |
4,190 |
79.9% |
29,185 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.95 |
121.58 |
120.06 |
|
| R3 |
121.15 |
120.78 |
119.84 |
|
| R2 |
120.35 |
120.35 |
119.77 |
|
| R1 |
119.98 |
119.98 |
119.69 |
119.77 |
| PP |
119.55 |
119.55 |
119.55 |
119.44 |
| S1 |
119.18 |
119.18 |
119.55 |
118.97 |
| S2 |
118.75 |
118.75 |
119.47 |
|
| S3 |
117.95 |
118.38 |
119.40 |
|
| S4 |
117.15 |
117.58 |
119.18 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.21 |
124.20 |
120.60 |
|
| R3 |
123.43 |
122.42 |
120.11 |
|
| R2 |
121.65 |
121.65 |
119.95 |
|
| R1 |
120.64 |
120.64 |
119.78 |
120.26 |
| PP |
119.87 |
119.87 |
119.87 |
119.68 |
| S1 |
118.86 |
118.86 |
119.46 |
118.48 |
| S2 |
118.09 |
118.09 |
119.29 |
|
| S3 |
116.31 |
117.08 |
119.13 |
|
| S4 |
114.53 |
115.30 |
118.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.89 |
119.11 |
1.78 |
1.5% |
0.72 |
0.6% |
29% |
False |
True |
5,837 |
| 10 |
121.42 |
119.11 |
2.31 |
1.9% |
0.71 |
0.6% |
22% |
False |
True |
5,099 |
| 20 |
122.77 |
119.11 |
3.66 |
3.1% |
0.65 |
0.5% |
14% |
False |
True |
2,848 |
| 40 |
124.05 |
119.11 |
4.94 |
4.1% |
0.57 |
0.5% |
10% |
False |
True |
1,693 |
| 60 |
124.80 |
119.11 |
5.69 |
4.8% |
0.48 |
0.4% |
9% |
False |
True |
1,521 |
| 80 |
124.99 |
119.11 |
5.88 |
4.9% |
0.36 |
0.3% |
9% |
False |
True |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.31 |
|
2.618 |
122.00 |
|
1.618 |
121.20 |
|
1.000 |
120.71 |
|
0.618 |
120.40 |
|
HIGH |
119.91 |
|
0.618 |
119.60 |
|
0.500 |
119.51 |
|
0.382 |
119.42 |
|
LOW |
119.11 |
|
0.618 |
118.62 |
|
1.000 |
118.31 |
|
1.618 |
117.82 |
|
2.618 |
117.02 |
|
4.250 |
115.71 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.58 |
120.00 |
| PP |
119.55 |
119.87 |
| S1 |
119.51 |
119.75 |
|