Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121.45 |
121.99 |
0.54 |
0.4% |
122.25 |
| High |
121.88 |
121.99 |
0.11 |
0.1% |
122.77 |
| Low |
121.45 |
121.41 |
-0.04 |
0.0% |
121.80 |
| Close |
121.85 |
121.56 |
-0.29 |
-0.2% |
122.08 |
| Range |
0.43 |
0.58 |
0.15 |
34.9% |
0.97 |
| ATR |
0.68 |
0.67 |
-0.01 |
-1.1% |
0.00 |
| Volume |
736 |
1,246 |
510 |
69.3% |
646 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.39 |
123.06 |
121.88 |
|
| R3 |
122.81 |
122.48 |
121.72 |
|
| R2 |
122.23 |
122.23 |
121.67 |
|
| R1 |
121.90 |
121.90 |
121.61 |
121.78 |
| PP |
121.65 |
121.65 |
121.65 |
121.59 |
| S1 |
121.32 |
121.32 |
121.51 |
121.20 |
| S2 |
121.07 |
121.07 |
121.45 |
|
| S3 |
120.49 |
120.74 |
121.40 |
|
| S4 |
119.91 |
120.16 |
121.24 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.46 |
|
2.618 |
123.51 |
|
1.618 |
122.93 |
|
1.000 |
122.57 |
|
0.618 |
122.35 |
|
HIGH |
121.99 |
|
0.618 |
121.77 |
|
0.500 |
121.70 |
|
0.382 |
121.63 |
|
LOW |
121.41 |
|
0.618 |
121.05 |
|
1.000 |
120.83 |
|
1.618 |
120.47 |
|
2.618 |
119.89 |
|
4.250 |
118.95 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.70 |
121.82 |
| PP |
121.65 |
121.73 |
| S1 |
121.61 |
121.65 |
|