Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122.10 |
121.45 |
-0.65 |
-0.5% |
122.25 |
| High |
122.22 |
121.88 |
-0.34 |
-0.3% |
122.77 |
| Low |
121.43 |
121.45 |
0.02 |
0.0% |
121.80 |
| Close |
121.54 |
121.85 |
0.31 |
0.3% |
122.08 |
| Range |
0.79 |
0.43 |
-0.36 |
-45.6% |
0.97 |
| ATR |
0.70 |
0.68 |
-0.02 |
-2.8% |
0.00 |
| Volume |
302 |
736 |
434 |
143.7% |
646 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
122.86 |
122.09 |
|
| R3 |
122.59 |
122.43 |
121.97 |
|
| R2 |
122.16 |
122.16 |
121.93 |
|
| R1 |
122.00 |
122.00 |
121.89 |
122.08 |
| PP |
121.73 |
121.73 |
121.73 |
121.77 |
| S1 |
121.57 |
121.57 |
121.81 |
121.65 |
| S2 |
121.30 |
121.30 |
121.77 |
|
| S3 |
120.87 |
121.14 |
121.73 |
|
| S4 |
120.44 |
120.71 |
121.61 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.13 |
124.57 |
122.61 |
|
| R3 |
124.16 |
123.60 |
122.35 |
|
| R2 |
123.19 |
123.19 |
122.26 |
|
| R1 |
122.63 |
122.63 |
122.17 |
122.43 |
| PP |
122.22 |
122.22 |
122.22 |
122.11 |
| S1 |
121.66 |
121.66 |
121.99 |
121.46 |
| S2 |
121.25 |
121.25 |
121.90 |
|
| S3 |
120.28 |
120.69 |
121.81 |
|
| S4 |
119.31 |
119.72 |
121.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.77 |
121.43 |
1.34 |
1.1% |
0.60 |
0.5% |
31% |
False |
False |
284 |
| 10 |
122.88 |
121.43 |
1.45 |
1.2% |
0.57 |
0.5% |
29% |
False |
False |
452 |
| 20 |
122.88 |
121.18 |
1.70 |
1.4% |
0.48 |
0.4% |
39% |
False |
False |
506 |
| 40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.50 |
0.4% |
19% |
False |
False |
889 |
| 60 |
124.80 |
120.12 |
4.68 |
3.8% |
0.33 |
0.3% |
37% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.71 |
|
2.618 |
123.01 |
|
1.618 |
122.58 |
|
1.000 |
122.31 |
|
0.618 |
122.15 |
|
HIGH |
121.88 |
|
0.618 |
121.72 |
|
0.500 |
121.67 |
|
0.382 |
121.61 |
|
LOW |
121.45 |
|
0.618 |
121.18 |
|
1.000 |
121.02 |
|
1.618 |
120.75 |
|
2.618 |
120.32 |
|
4.250 |
119.62 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.79 |
121.88 |
| PP |
121.73 |
121.87 |
| S1 |
121.67 |
121.86 |
|