Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120.30 |
119.84 |
-0.46 |
-0.4% |
119.71 |
| High |
120.30 |
120.20 |
-0.10 |
-0.1% |
121.42 |
| Low |
119.70 |
119.69 |
-0.01 |
0.0% |
119.71 |
| Close |
119.89 |
119.90 |
0.01 |
0.0% |
120.52 |
| Range |
0.60 |
0.51 |
-0.09 |
-15.0% |
1.71 |
| ATR |
0.73 |
0.72 |
-0.02 |
-2.2% |
0.00 |
| Volume |
8,585 |
4,397 |
-4,188 |
-48.8% |
21,813 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
121.19 |
120.18 |
|
| R3 |
120.95 |
120.68 |
120.04 |
|
| R2 |
120.44 |
120.44 |
119.99 |
|
| R1 |
120.17 |
120.17 |
119.95 |
120.31 |
| PP |
119.93 |
119.93 |
119.93 |
120.00 |
| S1 |
119.66 |
119.66 |
119.85 |
119.80 |
| S2 |
119.42 |
119.42 |
119.81 |
|
| S3 |
118.91 |
119.15 |
119.76 |
|
| S4 |
118.40 |
118.64 |
119.62 |
|
|
| 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 |
119.69 |
1.73 |
1.4% |
0.64 |
0.5% |
12% |
False |
True |
3,820 |
| 10 |
121.42 |
119.57 |
1.85 |
1.5% |
0.67 |
0.6% |
18% |
False |
False |
3,910 |
| 20 |
122.77 |
119.57 |
3.20 |
2.7% |
0.62 |
0.5% |
10% |
False |
False |
2,133 |
| 40 |
124.05 |
119.57 |
4.48 |
3.7% |
0.55 |
0.5% |
7% |
False |
False |
1,352 |
| 60 |
124.80 |
119.57 |
5.23 |
4.4% |
0.45 |
0.4% |
6% |
False |
False |
1,278 |
| 80 |
124.99 |
119.57 |
5.42 |
4.5% |
0.34 |
0.3% |
6% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.37 |
|
2.618 |
121.54 |
|
1.618 |
121.03 |
|
1.000 |
120.71 |
|
0.618 |
120.52 |
|
HIGH |
120.20 |
|
0.618 |
120.01 |
|
0.500 |
119.95 |
|
0.382 |
119.88 |
|
LOW |
119.69 |
|
0.618 |
119.37 |
|
1.000 |
119.18 |
|
1.618 |
118.86 |
|
2.618 |
118.35 |
|
4.250 |
117.52 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.95 |
120.29 |
| PP |
119.93 |
120.16 |
| S1 |
119.92 |
120.03 |
|