Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121.99 |
121.04 |
-0.95 |
-0.8% |
122.25 |
| High |
121.99 |
121.10 |
-0.89 |
-0.7% |
122.77 |
| Low |
121.41 |
120.08 |
-1.33 |
-1.1% |
121.80 |
| Close |
121.56 |
120.37 |
-1.19 |
-1.0% |
122.08 |
| Range |
0.58 |
1.02 |
0.44 |
75.9% |
0.97 |
| ATR |
0.67 |
0.73 |
0.06 |
8.6% |
0.00 |
| Volume |
1,246 |
466 |
-780 |
-62.6% |
646 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.58 |
122.99 |
120.93 |
|
| R3 |
122.56 |
121.97 |
120.65 |
|
| R2 |
121.54 |
121.54 |
120.56 |
|
| R1 |
120.95 |
120.95 |
120.46 |
120.74 |
| PP |
120.52 |
120.52 |
120.52 |
120.41 |
| S1 |
119.93 |
119.93 |
120.28 |
119.72 |
| S2 |
119.50 |
119.50 |
120.18 |
|
| S3 |
118.48 |
118.91 |
120.09 |
|
| S4 |
117.46 |
117.89 |
119.81 |
|
|
| 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 |
125.44 |
|
2.618 |
123.77 |
|
1.618 |
122.75 |
|
1.000 |
122.12 |
|
0.618 |
121.73 |
|
HIGH |
121.10 |
|
0.618 |
120.71 |
|
0.500 |
120.59 |
|
0.382 |
120.47 |
|
LOW |
120.08 |
|
0.618 |
119.45 |
|
1.000 |
119.06 |
|
1.618 |
118.43 |
|
2.618 |
117.41 |
|
4.250 |
115.75 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.59 |
121.04 |
| PP |
120.52 |
120.81 |
| S1 |
120.44 |
120.59 |
|