Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119.18 |
118.95 |
-0.23 |
-0.2% |
120.77 |
| High |
119.23 |
119.37 |
0.14 |
0.1% |
120.89 |
| Low |
118.87 |
118.54 |
-0.33 |
-0.3% |
119.11 |
| Close |
118.99 |
118.98 |
-0.01 |
0.0% |
119.62 |
| Range |
0.36 |
0.83 |
0.47 |
130.6% |
1.78 |
| ATR |
0.80 |
0.80 |
0.00 |
0.3% |
0.00 |
| Volume |
3,933 |
26,645 |
22,712 |
577.5% |
29,185 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.45 |
121.05 |
119.44 |
|
| R3 |
120.62 |
120.22 |
119.21 |
|
| R2 |
119.79 |
119.79 |
119.13 |
|
| R1 |
119.39 |
119.39 |
119.06 |
119.59 |
| PP |
118.96 |
118.96 |
118.96 |
119.07 |
| S1 |
118.56 |
118.56 |
118.90 |
118.76 |
| S2 |
118.13 |
118.13 |
118.83 |
|
| S3 |
117.30 |
117.73 |
118.75 |
|
| S4 |
116.47 |
116.90 |
118.52 |
|
|
| 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 |
120.88 |
118.54 |
2.34 |
2.0% |
0.74 |
0.6% |
19% |
False |
True |
9,931 |
| 10 |
121.42 |
118.54 |
2.88 |
2.4% |
0.73 |
0.6% |
15% |
False |
True |
7,773 |
| 20 |
122.77 |
118.54 |
4.23 |
3.6% |
0.67 |
0.6% |
10% |
False |
True |
4,351 |
| 40 |
124.05 |
118.54 |
5.51 |
4.6% |
0.58 |
0.5% |
8% |
False |
True |
2,437 |
| 60 |
124.80 |
118.54 |
6.26 |
5.3% |
0.50 |
0.4% |
7% |
False |
True |
2,025 |
| 80 |
124.99 |
118.54 |
6.45 |
5.4% |
0.38 |
0.3% |
7% |
False |
True |
1,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.90 |
|
2.618 |
121.54 |
|
1.618 |
120.71 |
|
1.000 |
120.20 |
|
0.618 |
119.88 |
|
HIGH |
119.37 |
|
0.618 |
119.05 |
|
0.500 |
118.96 |
|
0.382 |
118.86 |
|
LOW |
118.54 |
|
0.618 |
118.03 |
|
1.000 |
117.71 |
|
1.618 |
117.20 |
|
2.618 |
116.37 |
|
4.250 |
115.01 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.97 |
119.23 |
| PP |
118.96 |
119.14 |
| S1 |
118.96 |
119.06 |
|