Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122.03 |
120.56 |
-1.47 |
-1.2% |
122.60 |
| High |
122.03 |
120.77 |
-1.26 |
-1.0% |
122.68 |
| Low |
120.58 |
120.11 |
-0.47 |
-0.4% |
120.11 |
| Close |
120.93 |
120.31 |
-0.62 |
-0.5% |
120.31 |
| Range |
1.45 |
0.66 |
-0.79 |
-54.5% |
2.57 |
| ATR |
0.91 |
0.91 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,159,955 |
600,281 |
-559,674 |
-48.2% |
3,357,562 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.38 |
122.00 |
120.67 |
|
| R3 |
121.72 |
121.34 |
120.49 |
|
| R2 |
121.06 |
121.06 |
120.43 |
|
| R1 |
120.68 |
120.68 |
120.37 |
120.54 |
| PP |
120.40 |
120.40 |
120.40 |
120.33 |
| S1 |
120.02 |
120.02 |
120.25 |
119.88 |
| S2 |
119.74 |
119.74 |
120.19 |
|
| S3 |
119.08 |
119.36 |
120.13 |
|
| S4 |
118.42 |
118.70 |
119.95 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.74 |
127.10 |
121.72 |
|
| R3 |
126.17 |
124.53 |
121.02 |
|
| R2 |
123.60 |
123.60 |
120.78 |
|
| R1 |
121.96 |
121.96 |
120.55 |
121.50 |
| PP |
121.03 |
121.03 |
121.03 |
120.80 |
| S1 |
119.39 |
119.39 |
120.07 |
118.93 |
| S2 |
118.46 |
118.46 |
119.84 |
|
| S3 |
115.89 |
116.82 |
119.60 |
|
| S4 |
113.32 |
114.25 |
118.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.68 |
120.11 |
2.57 |
2.1% |
0.90 |
0.8% |
8% |
False |
True |
671,512 |
| 10 |
123.37 |
120.11 |
3.26 |
2.7% |
0.80 |
0.7% |
6% |
False |
True |
673,165 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.79 |
0.7% |
6% |
False |
True |
637,456 |
| 40 |
125.63 |
120.11 |
5.52 |
4.6% |
0.86 |
0.7% |
4% |
False |
True |
498,648 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
4% |
False |
True |
364,844 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.84 |
0.7% |
4% |
False |
True |
273,778 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.78 |
0.6% |
4% |
False |
True |
219,080 |
| 120 |
125.63 |
118.42 |
7.21 |
6.0% |
0.65 |
0.5% |
26% |
False |
False |
182,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.58 |
|
2.618 |
122.50 |
|
1.618 |
121.84 |
|
1.000 |
121.43 |
|
0.618 |
121.18 |
|
HIGH |
120.77 |
|
0.618 |
120.52 |
|
0.500 |
120.44 |
|
0.382 |
120.36 |
|
LOW |
120.11 |
|
0.618 |
119.70 |
|
1.000 |
119.45 |
|
1.618 |
119.04 |
|
2.618 |
118.38 |
|
4.250 |
117.31 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.44 |
121.38 |
| PP |
120.40 |
121.02 |
| S1 |
120.35 |
120.67 |
|