Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.77 |
120.30 |
-0.47 |
-0.4% |
119.71 |
| High |
120.89 |
120.30 |
-0.59 |
-0.5% |
121.42 |
| Low |
120.40 |
119.70 |
-0.70 |
-0.6% |
119.71 |
| Close |
120.71 |
119.89 |
-0.82 |
-0.7% |
120.52 |
| Range |
0.49 |
0.60 |
0.11 |
22.4% |
1.71 |
| ATR |
0.71 |
0.73 |
0.02 |
3.0% |
0.00 |
| Volume |
1,523 |
8,585 |
7,062 |
463.7% |
21,813 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.76 |
121.43 |
120.22 |
|
| R3 |
121.16 |
120.83 |
120.06 |
|
| R2 |
120.56 |
120.56 |
120.00 |
|
| R1 |
120.23 |
120.23 |
119.95 |
120.10 |
| PP |
119.96 |
119.96 |
119.96 |
119.90 |
| S1 |
119.63 |
119.63 |
119.84 |
119.50 |
| S2 |
119.36 |
119.36 |
119.78 |
|
| S3 |
118.76 |
119.03 |
119.73 |
|
| S4 |
118.16 |
118.43 |
119.56 |
|
|
| 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 |
119.70 |
1.72 |
1.4% |
0.72 |
0.6% |
11% |
False |
True |
5,615 |
| 10 |
121.99 |
119.57 |
2.42 |
2.0% |
0.68 |
0.6% |
13% |
False |
False |
3,595 |
| 20 |
122.88 |
119.57 |
3.31 |
2.8% |
0.62 |
0.5% |
10% |
False |
False |
2,023 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.55 |
0.5% |
7% |
False |
False |
1,243 |
| 60 |
124.80 |
119.57 |
5.23 |
4.4% |
0.44 |
0.4% |
6% |
False |
False |
1,205 |
| 80 |
124.99 |
119.57 |
5.42 |
4.5% |
0.33 |
0.3% |
6% |
False |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.85 |
|
2.618 |
121.87 |
|
1.618 |
121.27 |
|
1.000 |
120.90 |
|
0.618 |
120.67 |
|
HIGH |
120.30 |
|
0.618 |
120.07 |
|
0.500 |
120.00 |
|
0.382 |
119.93 |
|
LOW |
119.70 |
|
0.618 |
119.33 |
|
1.000 |
119.10 |
|
1.618 |
118.73 |
|
2.618 |
118.13 |
|
4.250 |
117.15 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.00 |
120.56 |
| PP |
119.96 |
120.34 |
| S1 |
119.93 |
120.11 |
|