Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.78 |
121.18 |
0.40 |
0.3% |
119.71 |
| High |
121.29 |
121.42 |
0.13 |
0.1% |
121.42 |
| Low |
120.59 |
120.52 |
-0.07 |
-0.1% |
119.71 |
| Close |
121.09 |
120.52 |
-0.57 |
-0.5% |
120.52 |
| Range |
0.70 |
0.90 |
0.20 |
28.6% |
1.71 |
| ATR |
0.71 |
0.73 |
0.01 |
1.9% |
0.00 |
| Volume |
2,790 |
1,806 |
-984 |
-35.3% |
21,813 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.52 |
122.92 |
121.02 |
|
| R3 |
122.62 |
122.02 |
120.77 |
|
| R2 |
121.72 |
121.72 |
120.69 |
|
| R1 |
121.12 |
121.12 |
120.60 |
120.97 |
| PP |
120.82 |
120.82 |
120.82 |
120.75 |
| S1 |
120.22 |
120.22 |
120.44 |
120.07 |
| S2 |
119.92 |
119.92 |
120.36 |
|
| S3 |
119.02 |
119.32 |
120.27 |
|
| S4 |
118.12 |
118.42 |
120.03 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.68 |
124.81 |
121.46 |
|
| R3 |
123.97 |
123.10 |
120.99 |
|
| R2 |
122.26 |
122.26 |
120.83 |
|
| R1 |
121.39 |
121.39 |
120.68 |
121.83 |
| PP |
120.55 |
120.55 |
120.55 |
120.77 |
| S1 |
119.68 |
119.68 |
120.36 |
120.12 |
| S2 |
118.84 |
118.84 |
120.21 |
|
| S3 |
117.13 |
117.97 |
120.05 |
|
| S4 |
115.42 |
116.26 |
119.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.42 |
119.71 |
1.71 |
1.4% |
0.70 |
0.6% |
47% |
True |
False |
4,362 |
| 10 |
122.22 |
119.57 |
2.65 |
2.2% |
0.69 |
0.6% |
36% |
False |
False |
2,688 |
| 20 |
122.88 |
119.57 |
3.31 |
2.7% |
0.62 |
0.5% |
29% |
False |
False |
1,617 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.59 |
0.5% |
21% |
False |
False |
1,025 |
| 60 |
124.80 |
119.57 |
5.23 |
4.3% |
0.43 |
0.4% |
18% |
False |
False |
1,042 |
| 80 |
124.99 |
119.57 |
5.42 |
4.5% |
0.32 |
0.3% |
18% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.25 |
|
2.618 |
123.78 |
|
1.618 |
122.88 |
|
1.000 |
122.32 |
|
0.618 |
121.98 |
|
HIGH |
121.42 |
|
0.618 |
121.08 |
|
0.500 |
120.97 |
|
0.382 |
120.86 |
|
LOW |
120.52 |
|
0.618 |
119.96 |
|
1.000 |
119.62 |
|
1.618 |
119.06 |
|
2.618 |
118.16 |
|
4.250 |
116.70 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.97 |
120.68 |
| PP |
120.82 |
120.62 |
| S1 |
120.67 |
120.57 |
|