Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
122.55 |
122.03 |
-0.52 |
-0.4% |
122.73 |
High |
122.65 |
122.03 |
-0.62 |
-0.5% |
123.37 |
Low |
121.70 |
120.58 |
-1.12 |
-0.9% |
122.20 |
Close |
122.09 |
120.93 |
-1.16 |
-1.0% |
122.53 |
Range |
0.95 |
1.45 |
0.50 |
52.6% |
1.17 |
ATR |
0.87 |
0.91 |
0.05 |
5.3% |
0.00 |
Volume |
708,447 |
1,159,955 |
451,508 |
63.7% |
2,803,632 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.53 |
124.68 |
121.73 |
|
R3 |
124.08 |
123.23 |
121.33 |
|
R2 |
122.63 |
122.63 |
121.20 |
|
R1 |
121.78 |
121.78 |
121.06 |
121.48 |
PP |
121.18 |
121.18 |
121.18 |
121.03 |
S1 |
120.33 |
120.33 |
120.80 |
120.03 |
S2 |
119.73 |
119.73 |
120.66 |
|
S3 |
118.28 |
118.88 |
120.53 |
|
S4 |
116.83 |
117.43 |
120.13 |
|
|
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 |
122.82 |
120.58 |
2.24 |
1.9% |
0.90 |
0.7% |
16% |
False |
True |
697,767 |
10 |
123.37 |
120.58 |
2.79 |
2.3% |
0.79 |
0.7% |
13% |
False |
True |
681,798 |
20 |
123.47 |
120.58 |
2.89 |
2.4% |
0.78 |
0.6% |
12% |
False |
True |
630,183 |
40 |
125.63 |
120.58 |
5.05 |
4.2% |
0.89 |
0.7% |
7% |
False |
True |
511,306 |
60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.85 |
0.7% |
11% |
False |
False |
354,855 |
80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.83 |
0.7% |
11% |
False |
False |
266,278 |
100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.78 |
0.6% |
11% |
False |
False |
213,078 |
120 |
125.63 |
117.97 |
7.66 |
6.3% |
0.65 |
0.5% |
39% |
False |
False |
177,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.19 |
2.618 |
125.83 |
1.618 |
124.38 |
1.000 |
123.48 |
0.618 |
122.93 |
HIGH |
122.03 |
0.618 |
121.48 |
0.500 |
121.31 |
0.382 |
121.13 |
LOW |
120.58 |
0.618 |
119.68 |
1.000 |
119.13 |
1.618 |
118.23 |
2.618 |
116.78 |
4.250 |
114.42 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121.31 |
121.62 |
PP |
121.18 |
121.39 |
S1 |
121.06 |
121.16 |
|