Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122.60 |
122.03 |
-0.57 |
-0.5% |
122.73 |
| High |
122.68 |
122.45 |
-0.23 |
-0.2% |
123.37 |
| Low |
121.84 |
121.83 |
-0.01 |
0.0% |
122.20 |
| Close |
122.02 |
122.35 |
0.33 |
0.3% |
122.53 |
| Range |
0.84 |
0.62 |
-0.22 |
-26.2% |
1.17 |
| ATR |
0.88 |
0.86 |
-0.02 |
-2.1% |
0.00 |
| Volume |
343,077 |
545,802 |
202,725 |
59.1% |
2,803,632 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.07 |
123.83 |
122.69 |
|
| R3 |
123.45 |
123.21 |
122.52 |
|
| R2 |
122.83 |
122.83 |
122.46 |
|
| R1 |
122.59 |
122.59 |
122.41 |
122.71 |
| PP |
122.21 |
122.21 |
122.21 |
122.27 |
| S1 |
121.97 |
121.97 |
122.29 |
122.09 |
| S2 |
121.59 |
121.59 |
122.24 |
|
| S3 |
120.97 |
121.35 |
122.18 |
|
| S4 |
120.35 |
120.73 |
122.01 |
|
|
| 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 |
123.33 |
121.83 |
1.50 |
1.2% |
0.73 |
0.6% |
35% |
False |
True |
613,033 |
| 10 |
123.47 |
121.83 |
1.64 |
1.3% |
0.73 |
0.6% |
32% |
False |
True |
667,930 |
| 20 |
123.47 |
121.61 |
1.86 |
1.5% |
0.75 |
0.6% |
40% |
False |
False |
596,194 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.86 |
0.7% |
18% |
False |
False |
480,325 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.83 |
0.7% |
38% |
False |
False |
323,726 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.82 |
0.7% |
38% |
False |
False |
242,927 |
| 100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.75 |
0.6% |
38% |
False |
False |
194,395 |
| 120 |
125.63 |
117.47 |
8.16 |
6.7% |
0.63 |
0.5% |
60% |
False |
False |
162,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.09 |
|
2.618 |
124.07 |
|
1.618 |
123.45 |
|
1.000 |
123.07 |
|
0.618 |
122.83 |
|
HIGH |
122.45 |
|
0.618 |
122.21 |
|
0.500 |
122.14 |
|
0.382 |
122.07 |
|
LOW |
121.83 |
|
0.618 |
121.45 |
|
1.000 |
121.21 |
|
1.618 |
120.83 |
|
2.618 |
120.21 |
|
4.250 |
119.20 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.28 |
122.34 |
| PP |
122.21 |
122.33 |
| S1 |
122.14 |
122.33 |
|