Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122.68 |
122.60 |
-0.08 |
-0.1% |
122.73 |
| High |
122.82 |
122.68 |
-0.14 |
-0.1% |
123.37 |
| Low |
122.20 |
121.84 |
-0.36 |
-0.3% |
122.20 |
| Close |
122.53 |
122.02 |
-0.51 |
-0.4% |
122.53 |
| Range |
0.62 |
0.84 |
0.22 |
35.5% |
1.17 |
| ATR |
0.88 |
0.88 |
0.00 |
-0.3% |
0.00 |
| Volume |
731,558 |
343,077 |
-388,481 |
-53.1% |
2,803,632 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.70 |
124.20 |
122.48 |
|
| R3 |
123.86 |
123.36 |
122.25 |
|
| R2 |
123.02 |
123.02 |
122.17 |
|
| R1 |
122.52 |
122.52 |
122.10 |
122.35 |
| PP |
122.18 |
122.18 |
122.18 |
122.10 |
| S1 |
121.68 |
121.68 |
121.94 |
121.51 |
| S2 |
121.34 |
121.34 |
121.87 |
|
| S3 |
120.50 |
120.84 |
121.79 |
|
| S4 |
119.66 |
120.00 |
121.56 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.21 |
125.54 |
123.17 |
|
| R3 |
125.04 |
124.37 |
122.85 |
|
| R2 |
123.87 |
123.87 |
122.74 |
|
| R1 |
123.20 |
123.20 |
122.64 |
122.95 |
| PP |
122.70 |
122.70 |
122.70 |
122.58 |
| S1 |
122.03 |
122.03 |
122.42 |
121.78 |
| S2 |
121.53 |
121.53 |
122.32 |
|
| S3 |
120.36 |
120.86 |
122.21 |
|
| S4 |
119.19 |
119.69 |
121.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.37 |
121.84 |
1.53 |
1.3% |
0.75 |
0.6% |
12% |
False |
True |
629,341 |
| 10 |
123.47 |
121.72 |
1.75 |
1.4% |
0.80 |
0.7% |
17% |
False |
False |
674,378 |
| 20 |
124.41 |
121.61 |
2.80 |
2.3% |
0.80 |
0.7% |
15% |
False |
False |
619,946 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.87 |
0.7% |
10% |
False |
False |
467,792 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.83 |
0.7% |
31% |
False |
False |
314,669 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.82 |
0.7% |
31% |
False |
False |
236,159 |
| 100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.75 |
0.6% |
31% |
False |
False |
188,937 |
| 120 |
125.63 |
116.83 |
8.80 |
7.2% |
0.62 |
0.5% |
59% |
False |
False |
157,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.25 |
|
2.618 |
124.88 |
|
1.618 |
124.04 |
|
1.000 |
123.52 |
|
0.618 |
123.20 |
|
HIGH |
122.68 |
|
0.618 |
122.36 |
|
0.500 |
122.26 |
|
0.382 |
122.16 |
|
LOW |
121.84 |
|
0.618 |
121.32 |
|
1.000 |
121.00 |
|
1.618 |
120.48 |
|
2.618 |
119.64 |
|
4.250 |
118.27 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.26 |
122.51 |
| PP |
122.18 |
122.34 |
| S1 |
122.10 |
122.18 |
|