Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.96 |
120.51 |
-0.45 |
-0.4% |
120.31 |
| High |
120.96 |
120.84 |
-0.12 |
-0.1% |
122.07 |
| Low |
120.34 |
120.26 |
-0.08 |
-0.1% |
120.30 |
| Close |
120.51 |
120.53 |
0.02 |
0.0% |
121.14 |
| Range |
0.62 |
0.58 |
-0.04 |
-6.5% |
1.77 |
| ATR |
0.87 |
0.85 |
-0.02 |
-2.4% |
0.00 |
| Volume |
763,983 |
729,273 |
-34,710 |
-4.5% |
3,348,295 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.28 |
121.99 |
120.85 |
|
| R3 |
121.70 |
121.41 |
120.69 |
|
| R2 |
121.12 |
121.12 |
120.64 |
|
| R1 |
120.83 |
120.83 |
120.58 |
120.98 |
| PP |
120.54 |
120.54 |
120.54 |
120.62 |
| S1 |
120.25 |
120.25 |
120.48 |
120.40 |
| S2 |
119.96 |
119.96 |
120.42 |
|
| S3 |
119.38 |
119.67 |
120.37 |
|
| S4 |
118.80 |
119.09 |
120.21 |
|
|
| 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 |
120.26 |
1.81 |
1.5% |
0.71 |
0.6% |
15% |
False |
True |
664,613 |
| 10 |
122.07 |
120.11 |
1.96 |
1.6% |
0.79 |
0.7% |
21% |
False |
False |
705,136 |
| 20 |
123.37 |
120.11 |
3.26 |
2.7% |
0.77 |
0.6% |
13% |
False |
False |
677,976 |
| 40 |
124.71 |
120.11 |
4.60 |
3.8% |
0.80 |
0.7% |
9% |
False |
False |
558,859 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.84 |
0.7% |
8% |
False |
False |
452,672 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.83 |
0.7% |
8% |
False |
False |
339,893 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.78 |
0.7% |
8% |
False |
False |
271,986 |
| 120 |
125.63 |
119.66 |
5.97 |
5.0% |
0.70 |
0.6% |
15% |
False |
False |
226,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.31 |
|
2.618 |
122.36 |
|
1.618 |
121.78 |
|
1.000 |
121.42 |
|
0.618 |
121.20 |
|
HIGH |
120.84 |
|
0.618 |
120.62 |
|
0.500 |
120.55 |
|
0.382 |
120.48 |
|
LOW |
120.26 |
|
0.618 |
119.90 |
|
1.000 |
119.68 |
|
1.618 |
119.32 |
|
2.618 |
118.74 |
|
4.250 |
117.80 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.55 |
120.91 |
| PP |
120.54 |
120.78 |
| S1 |
120.54 |
120.66 |
|