Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122.03 |
122.55 |
0.52 |
0.4% |
122.73 |
| High |
122.45 |
122.65 |
0.20 |
0.2% |
123.37 |
| Low |
121.83 |
121.70 |
-0.13 |
-0.1% |
122.20 |
| Close |
122.35 |
122.09 |
-0.26 |
-0.2% |
122.53 |
| Range |
0.62 |
0.95 |
0.33 |
53.2% |
1.17 |
| ATR |
0.86 |
0.87 |
0.01 |
0.7% |
0.00 |
| Volume |
545,802 |
708,447 |
162,645 |
29.8% |
2,803,632 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.00 |
124.49 |
122.61 |
|
| R3 |
124.05 |
123.54 |
122.35 |
|
| R2 |
123.10 |
123.10 |
122.26 |
|
| R1 |
122.59 |
122.59 |
122.18 |
122.37 |
| PP |
122.15 |
122.15 |
122.15 |
122.04 |
| S1 |
121.64 |
121.64 |
122.00 |
121.42 |
| S2 |
121.20 |
121.20 |
121.92 |
|
| S3 |
120.25 |
120.69 |
121.83 |
|
| S4 |
119.30 |
119.74 |
121.57 |
|
|
| 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 |
123.17 |
121.70 |
1.47 |
1.2% |
0.78 |
0.6% |
27% |
False |
True |
637,846 |
| 10 |
123.37 |
121.70 |
1.67 |
1.4% |
0.75 |
0.6% |
23% |
False |
True |
650,816 |
| 20 |
123.47 |
121.61 |
1.86 |
1.5% |
0.74 |
0.6% |
26% |
False |
False |
598,226 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.87 |
0.7% |
12% |
False |
False |
498,037 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.84 |
0.7% |
33% |
False |
False |
335,524 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.83 |
0.7% |
33% |
False |
False |
251,782 |
| 100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.76 |
0.6% |
33% |
False |
False |
201,480 |
| 120 |
125.63 |
117.58 |
8.05 |
6.6% |
0.63 |
0.5% |
56% |
False |
False |
167,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.69 |
|
2.618 |
125.14 |
|
1.618 |
124.19 |
|
1.000 |
123.60 |
|
0.618 |
123.24 |
|
HIGH |
122.65 |
|
0.618 |
122.29 |
|
0.500 |
122.18 |
|
0.382 |
122.06 |
|
LOW |
121.70 |
|
0.618 |
121.11 |
|
1.000 |
120.75 |
|
1.618 |
120.16 |
|
2.618 |
119.21 |
|
4.250 |
117.66 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.18 |
122.19 |
| PP |
122.15 |
122.16 |
| S1 |
122.12 |
122.12 |
|