Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.56 |
120.31 |
-0.25 |
-0.2% |
122.60 |
| High |
120.77 |
121.00 |
0.23 |
0.2% |
122.68 |
| Low |
120.11 |
120.30 |
0.19 |
0.2% |
120.11 |
| Close |
120.31 |
120.87 |
0.56 |
0.5% |
120.31 |
| Range |
0.66 |
0.70 |
0.04 |
6.1% |
2.57 |
| ATR |
0.91 |
0.89 |
-0.01 |
-1.6% |
0.00 |
| Volume |
600,281 |
610,872 |
10,591 |
1.8% |
3,357,562 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.82 |
122.55 |
121.26 |
|
| R3 |
122.12 |
121.85 |
121.06 |
|
| R2 |
121.42 |
121.42 |
121.00 |
|
| R1 |
121.15 |
121.15 |
120.93 |
121.29 |
| PP |
120.72 |
120.72 |
120.72 |
120.79 |
| S1 |
120.45 |
120.45 |
120.81 |
120.59 |
| S2 |
120.02 |
120.02 |
120.74 |
|
| S3 |
119.32 |
119.75 |
120.68 |
|
| S4 |
118.62 |
119.05 |
120.49 |
|
|
| 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 |
122.65 |
120.11 |
2.54 |
2.1% |
0.88 |
0.7% |
30% |
False |
False |
725,071 |
| 10 |
123.37 |
120.11 |
3.26 |
2.7% |
0.81 |
0.7% |
23% |
False |
False |
677,206 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.78 |
0.6% |
23% |
False |
False |
644,542 |
| 40 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
14% |
False |
False |
494,948 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
14% |
False |
False |
375,011 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.83 |
0.7% |
14% |
False |
False |
281,413 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.77 |
0.6% |
14% |
False |
False |
225,185 |
| 120 |
125.63 |
118.64 |
6.99 |
5.8% |
0.66 |
0.5% |
32% |
False |
False |
187,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.98 |
|
2.618 |
122.83 |
|
1.618 |
122.13 |
|
1.000 |
121.70 |
|
0.618 |
121.43 |
|
HIGH |
121.00 |
|
0.618 |
120.73 |
|
0.500 |
120.65 |
|
0.382 |
120.57 |
|
LOW |
120.30 |
|
0.618 |
119.87 |
|
1.000 |
119.60 |
|
1.618 |
119.17 |
|
2.618 |
118.47 |
|
4.250 |
117.33 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.80 |
121.07 |
| PP |
120.72 |
121.00 |
| S1 |
120.65 |
120.94 |
|