Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 25-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.32 |
119.88 |
-0.44 |
-0.4% |
121.30 |
| High |
120.53 |
119.91 |
-0.62 |
-0.5% |
121.55 |
| Low |
119.77 |
119.49 |
-0.28 |
-0.2% |
119.77 |
| Close |
120.25 |
119.63 |
-0.62 |
-0.5% |
120.25 |
| Range |
0.76 |
0.42 |
-0.34 |
-44.7% |
1.78 |
| ATR |
0.91 |
0.90 |
-0.01 |
-1.2% |
0.00 |
| Volume |
513,329 |
166,247 |
-347,082 |
-67.6% |
3,115,735 |
|
| Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.94 |
120.70 |
119.86 |
|
| R3 |
120.52 |
120.28 |
119.75 |
|
| R2 |
120.10 |
120.10 |
119.71 |
|
| R1 |
119.86 |
119.86 |
119.67 |
119.77 |
| PP |
119.68 |
119.68 |
119.68 |
119.63 |
| S1 |
119.44 |
119.44 |
119.59 |
119.35 |
| S2 |
119.26 |
119.26 |
119.55 |
|
| S3 |
118.84 |
119.02 |
119.51 |
|
| S4 |
118.42 |
118.60 |
119.40 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.86 |
124.84 |
121.23 |
|
| R3 |
124.08 |
123.06 |
120.74 |
|
| R2 |
122.30 |
122.30 |
120.58 |
|
| R1 |
121.28 |
121.28 |
120.41 |
120.90 |
| PP |
120.52 |
120.52 |
120.52 |
120.34 |
| S1 |
119.50 |
119.50 |
120.09 |
119.12 |
| S2 |
118.74 |
118.74 |
119.92 |
|
| S3 |
116.96 |
117.72 |
119.76 |
|
| S4 |
115.18 |
115.94 |
119.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.52 |
119.49 |
2.03 |
1.7% |
0.72 |
0.6% |
7% |
False |
True |
566,481 |
| 10 |
122.07 |
119.49 |
2.58 |
2.2% |
0.75 |
0.6% |
5% |
False |
True |
601,940 |
| 20 |
123.37 |
119.49 |
3.88 |
3.2% |
0.78 |
0.7% |
4% |
False |
True |
639,573 |
| 40 |
124.66 |
119.49 |
5.17 |
4.3% |
0.79 |
0.7% |
3% |
False |
True |
592,338 |
| 60 |
125.63 |
119.49 |
6.14 |
5.1% |
0.85 |
0.7% |
2% |
False |
True |
474,620 |
| 80 |
125.63 |
119.49 |
6.14 |
5.1% |
0.83 |
0.7% |
2% |
False |
True |
356,625 |
| 100 |
125.63 |
119.49 |
6.14 |
5.1% |
0.78 |
0.7% |
2% |
False |
True |
285,375 |
| 120 |
125.63 |
119.49 |
6.14 |
5.1% |
0.72 |
0.6% |
2% |
False |
True |
237,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.70 |
|
2.618 |
121.01 |
|
1.618 |
120.59 |
|
1.000 |
120.33 |
|
0.618 |
120.17 |
|
HIGH |
119.91 |
|
0.618 |
119.75 |
|
0.500 |
119.70 |
|
0.382 |
119.65 |
|
LOW |
119.49 |
|
0.618 |
119.23 |
|
1.000 |
119.07 |
|
1.618 |
118.81 |
|
2.618 |
118.39 |
|
4.250 |
117.71 |
|
|
| Fisher Pivots for day following 25-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.70 |
120.51 |
| PP |
119.68 |
120.21 |
| S1 |
119.65 |
119.92 |
|