Euro Bund Future December 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.90 |
119.50 |
-1.40 |
-1.2% |
121.02 |
| High |
120.90 |
119.50 |
-1.40 |
-1.2% |
121.35 |
| Low |
120.90 |
119.50 |
-1.40 |
-1.2% |
120.90 |
| Close |
120.93 |
119.50 |
-1.43 |
-1.2% |
120.93 |
| Range |
|
|
|
|
|
| ATR |
0.34 |
0.42 |
0.08 |
22.9% |
0.00 |
| Volume |
13 |
8 |
-5 |
-38.5% |
509 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.50 |
119.50 |
119.50 |
|
| R3 |
119.50 |
119.50 |
119.50 |
|
| R2 |
119.50 |
119.50 |
119.50 |
|
| R1 |
119.50 |
119.50 |
119.50 |
119.50 |
| PP |
119.50 |
119.50 |
119.50 |
119.50 |
| S1 |
119.50 |
119.50 |
119.50 |
119.50 |
| S2 |
119.50 |
119.50 |
119.50 |
|
| S3 |
119.50 |
119.50 |
119.50 |
|
| S4 |
119.50 |
119.50 |
119.50 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.41 |
122.12 |
121.18 |
|
| R3 |
121.96 |
121.67 |
121.05 |
|
| R2 |
121.51 |
121.51 |
121.01 |
|
| R1 |
121.22 |
121.22 |
120.97 |
121.14 |
| PP |
121.06 |
121.06 |
121.06 |
121.02 |
| S1 |
120.77 |
120.77 |
120.89 |
120.69 |
| S2 |
120.61 |
120.61 |
120.85 |
|
| S3 |
120.16 |
120.32 |
120.81 |
|
| S4 |
119.71 |
119.87 |
120.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.50 |
|
2.618 |
119.50 |
|
1.618 |
119.50 |
|
1.000 |
119.50 |
|
0.618 |
119.50 |
|
HIGH |
119.50 |
|
0.618 |
119.50 |
|
0.500 |
119.50 |
|
0.382 |
119.50 |
|
LOW |
119.50 |
|
0.618 |
119.50 |
|
1.000 |
119.50 |
|
1.618 |
119.50 |
|
2.618 |
119.50 |
|
4.250 |
119.50 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.50 |
120.22 |
| PP |
119.50 |
119.98 |
| S1 |
119.50 |
119.74 |
|