Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118.15 |
118.60 |
0.45 |
0.4% |
119.18 |
| High |
118.66 |
119.16 |
0.50 |
0.4% |
119.37 |
| Low |
118.15 |
118.46 |
0.31 |
0.3% |
118.15 |
| Close |
118.54 |
118.88 |
0.34 |
0.3% |
118.88 |
| Range |
0.51 |
0.70 |
0.19 |
37.3% |
1.22 |
| ATR |
0.78 |
0.78 |
-0.01 |
-0.8% |
0.00 |
| Volume |
47,497 |
55,912 |
8,415 |
17.7% |
187,918 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.93 |
120.61 |
119.27 |
|
| R3 |
120.23 |
119.91 |
119.07 |
|
| R2 |
119.53 |
119.53 |
119.01 |
|
| R1 |
119.21 |
119.21 |
118.94 |
119.37 |
| PP |
118.83 |
118.83 |
118.83 |
118.92 |
| S1 |
118.51 |
118.51 |
118.82 |
118.67 |
| S2 |
118.13 |
118.13 |
118.75 |
|
| S3 |
117.43 |
117.81 |
118.69 |
|
| S4 |
116.73 |
117.11 |
118.50 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.46 |
121.89 |
119.55 |
|
| R3 |
121.24 |
120.67 |
119.22 |
|
| R2 |
120.02 |
120.02 |
119.10 |
|
| R1 |
119.45 |
119.45 |
118.99 |
119.13 |
| PP |
118.80 |
118.80 |
118.80 |
118.64 |
| S1 |
118.23 |
118.23 |
118.77 |
117.91 |
| S2 |
117.58 |
117.58 |
118.66 |
|
| S3 |
116.36 |
117.01 |
118.54 |
|
| S4 |
115.14 |
115.79 |
118.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.37 |
118.15 |
1.22 |
1.0% |
0.61 |
0.5% |
60% |
False |
False |
37,583 |
| 10 |
120.89 |
118.15 |
2.74 |
2.3% |
0.66 |
0.6% |
27% |
False |
False |
21,710 |
| 20 |
122.22 |
118.15 |
4.07 |
3.4% |
0.68 |
0.6% |
18% |
False |
False |
12,199 |
| 40 |
124.05 |
118.15 |
5.90 |
5.0% |
0.59 |
0.5% |
12% |
False |
False |
6,330 |
| 60 |
124.80 |
118.15 |
6.65 |
5.6% |
0.54 |
0.5% |
11% |
False |
False |
4,643 |
| 80 |
124.80 |
118.15 |
6.65 |
5.6% |
0.40 |
0.3% |
11% |
False |
False |
3,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.14 |
|
2.618 |
120.99 |
|
1.618 |
120.29 |
|
1.000 |
119.86 |
|
0.618 |
119.59 |
|
HIGH |
119.16 |
|
0.618 |
118.89 |
|
0.500 |
118.81 |
|
0.382 |
118.73 |
|
LOW |
118.46 |
|
0.618 |
118.03 |
|
1.000 |
117.76 |
|
1.618 |
117.33 |
|
2.618 |
116.63 |
|
4.250 |
115.49 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.86 |
118.81 |
| PP |
118.83 |
118.73 |
| S1 |
118.81 |
118.66 |
|