Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121.64 |
121.30 |
-0.34 |
-0.3% |
120.31 |
| High |
122.07 |
121.55 |
-0.52 |
-0.4% |
122.07 |
| Low |
121.07 |
120.97 |
-0.10 |
-0.1% |
120.30 |
| Close |
121.14 |
121.33 |
0.19 |
0.2% |
121.14 |
| Range |
1.00 |
0.58 |
-0.42 |
-42.0% |
1.77 |
| ATR |
0.88 |
0.86 |
-0.02 |
-2.4% |
0.00 |
| Volume |
620,845 |
449,577 |
-171,268 |
-27.6% |
3,348,295 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
122.76 |
121.65 |
|
| R3 |
122.44 |
122.18 |
121.49 |
|
| R2 |
121.86 |
121.86 |
121.44 |
|
| R1 |
121.60 |
121.60 |
121.38 |
121.73 |
| PP |
121.28 |
121.28 |
121.28 |
121.35 |
| S1 |
121.02 |
121.02 |
121.28 |
121.15 |
| S2 |
120.70 |
120.70 |
121.22 |
|
| S3 |
120.12 |
120.44 |
121.17 |
|
| S4 |
119.54 |
119.86 |
121.01 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.48 |
125.58 |
122.11 |
|
| R3 |
124.71 |
123.81 |
121.63 |
|
| R2 |
122.94 |
122.94 |
121.46 |
|
| R1 |
122.04 |
122.04 |
121.30 |
122.49 |
| PP |
121.17 |
121.17 |
121.17 |
121.40 |
| S1 |
120.27 |
120.27 |
120.98 |
120.72 |
| S2 |
119.40 |
119.40 |
120.82 |
|
| S3 |
117.63 |
118.50 |
120.65 |
|
| S4 |
115.86 |
116.73 |
120.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.07 |
120.47 |
1.60 |
1.3% |
0.78 |
0.6% |
54% |
False |
False |
637,400 |
| 10 |
122.65 |
120.11 |
2.54 |
2.1% |
0.83 |
0.7% |
48% |
False |
False |
681,235 |
| 20 |
123.47 |
120.11 |
3.36 |
2.8% |
0.82 |
0.7% |
36% |
False |
False |
677,807 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.85 |
0.7% |
27% |
False |
False |
521,527 |
| 60 |
125.63 |
120.11 |
5.52 |
4.5% |
0.84 |
0.7% |
22% |
False |
False |
427,928 |
| 80 |
125.63 |
120.11 |
5.52 |
4.5% |
0.84 |
0.7% |
22% |
False |
False |
321,230 |
| 100 |
125.63 |
120.11 |
5.52 |
4.5% |
0.78 |
0.6% |
22% |
False |
False |
257,055 |
| 120 |
125.63 |
119.64 |
5.99 |
4.9% |
0.69 |
0.6% |
28% |
False |
False |
214,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.02 |
|
2.618 |
123.07 |
|
1.618 |
122.49 |
|
1.000 |
122.13 |
|
0.618 |
121.91 |
|
HIGH |
121.55 |
|
0.618 |
121.33 |
|
0.500 |
121.26 |
|
0.382 |
121.19 |
|
LOW |
120.97 |
|
0.618 |
120.61 |
|
1.000 |
120.39 |
|
1.618 |
120.03 |
|
2.618 |
119.45 |
|
4.250 |
118.51 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.31 |
121.52 |
| PP |
121.28 |
121.46 |
| S1 |
121.26 |
121.39 |
|