Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.32 |
119.93 |
-0.39 |
-0.3% |
122.10 |
| High |
120.32 |
120.82 |
0.50 |
0.4% |
122.22 |
| Low |
120.03 |
119.93 |
-0.10 |
-0.1% |
119.57 |
| Close |
120.02 |
120.72 |
0.70 |
0.6% |
119.72 |
| Range |
0.29 |
0.89 |
0.60 |
206.9% |
2.65 |
| ATR |
0.70 |
0.71 |
0.01 |
1.9% |
0.00 |
| Volume |
2,625 |
13,375 |
10,750 |
409.5% |
5,075 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.16 |
122.83 |
121.21 |
|
| R3 |
122.27 |
121.94 |
120.96 |
|
| R2 |
121.38 |
121.38 |
120.88 |
|
| R1 |
121.05 |
121.05 |
120.80 |
121.22 |
| PP |
120.49 |
120.49 |
120.49 |
120.57 |
| S1 |
120.16 |
120.16 |
120.64 |
120.33 |
| S2 |
119.60 |
119.60 |
120.56 |
|
| S3 |
118.71 |
119.27 |
120.48 |
|
| S4 |
117.82 |
118.38 |
120.23 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.45 |
126.74 |
121.18 |
|
| R3 |
125.80 |
124.09 |
120.45 |
|
| R2 |
123.15 |
123.15 |
120.21 |
|
| R1 |
121.44 |
121.44 |
119.96 |
120.97 |
| PP |
120.50 |
120.50 |
120.50 |
120.27 |
| S1 |
118.79 |
118.79 |
119.48 |
118.32 |
| S2 |
117.85 |
117.85 |
119.23 |
|
| S3 |
115.20 |
116.14 |
118.99 |
|
| S4 |
112.55 |
113.49 |
118.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.10 |
119.57 |
1.53 |
1.3% |
0.70 |
0.6% |
75% |
False |
False |
4,001 |
| 10 |
122.63 |
119.57 |
3.06 |
2.5% |
0.66 |
0.5% |
38% |
False |
False |
2,254 |
| 20 |
122.88 |
119.57 |
3.31 |
2.7% |
0.56 |
0.5% |
35% |
False |
False |
1,393 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.57 |
0.5% |
26% |
False |
False |
1,036 |
| 60 |
124.80 |
119.57 |
5.23 |
4.3% |
0.40 |
0.3% |
22% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.60 |
|
2.618 |
123.15 |
|
1.618 |
122.26 |
|
1.000 |
121.71 |
|
0.618 |
121.37 |
|
HIGH |
120.82 |
|
0.618 |
120.48 |
|
0.500 |
120.38 |
|
0.382 |
120.27 |
|
LOW |
119.93 |
|
0.618 |
119.38 |
|
1.000 |
119.04 |
|
1.618 |
118.49 |
|
2.618 |
117.60 |
|
4.250 |
116.15 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.61 |
120.57 |
| PP |
120.49 |
120.42 |
| S1 |
120.38 |
120.27 |
|