Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.51 |
120.68 |
0.17 |
0.1% |
120.31 |
| High |
120.84 |
121.52 |
0.68 |
0.6% |
122.07 |
| Low |
120.26 |
120.32 |
0.06 |
0.0% |
120.30 |
| Close |
120.53 |
121.18 |
0.65 |
0.5% |
121.14 |
| Range |
0.58 |
1.20 |
0.62 |
106.9% |
1.77 |
| ATR |
0.85 |
0.87 |
0.03 |
3.0% |
0.00 |
| Volume |
729,273 |
659,573 |
-69,700 |
-9.6% |
3,348,295 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.61 |
124.09 |
121.84 |
|
| R3 |
123.41 |
122.89 |
121.51 |
|
| R2 |
122.21 |
122.21 |
121.40 |
|
| R1 |
121.69 |
121.69 |
121.29 |
121.95 |
| PP |
121.01 |
121.01 |
121.01 |
121.14 |
| S1 |
120.49 |
120.49 |
121.07 |
120.75 |
| S2 |
119.81 |
119.81 |
120.96 |
|
| S3 |
118.61 |
119.29 |
120.85 |
|
| S4 |
117.41 |
118.09 |
120.52 |
|
|
| 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% |
0.80 |
0.7% |
51% |
False |
False |
644,650 |
| 10 |
122.07 |
120.11 |
1.96 |
1.6% |
0.76 |
0.6% |
55% |
False |
False |
655,098 |
| 20 |
123.37 |
120.11 |
3.26 |
2.7% |
0.78 |
0.6% |
33% |
False |
False |
668,448 |
| 40 |
124.66 |
120.11 |
4.55 |
3.8% |
0.80 |
0.7% |
24% |
False |
False |
575,348 |
| 60 |
125.63 |
120.11 |
5.52 |
4.6% |
0.85 |
0.7% |
19% |
False |
False |
463,573 |
| 80 |
125.63 |
120.11 |
5.52 |
4.6% |
0.84 |
0.7% |
19% |
False |
False |
348,134 |
| 100 |
125.63 |
120.11 |
5.52 |
4.6% |
0.78 |
0.6% |
19% |
False |
False |
278,582 |
| 120 |
125.63 |
120.11 |
5.52 |
4.6% |
0.71 |
0.6% |
19% |
False |
False |
232,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.62 |
|
2.618 |
124.66 |
|
1.618 |
123.46 |
|
1.000 |
122.72 |
|
0.618 |
122.26 |
|
HIGH |
121.52 |
|
0.618 |
121.06 |
|
0.500 |
120.92 |
|
0.382 |
120.78 |
|
LOW |
120.32 |
|
0.618 |
119.58 |
|
1.000 |
119.12 |
|
1.618 |
118.38 |
|
2.618 |
117.18 |
|
4.250 |
115.22 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.09 |
121.08 |
| PP |
121.01 |
120.99 |
| S1 |
120.92 |
120.89 |
|