Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 25-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119.70 |
119.18 |
-0.52 |
-0.4% |
120.77 |
| High |
119.91 |
119.23 |
-0.68 |
-0.6% |
120.89 |
| Low |
119.11 |
118.87 |
-0.24 |
-0.2% |
119.11 |
| Close |
119.62 |
118.99 |
-0.63 |
-0.5% |
119.62 |
| Range |
0.80 |
0.36 |
-0.44 |
-55.0% |
1.78 |
| ATR |
0.80 |
0.80 |
0.00 |
-0.4% |
0.00 |
| Volume |
9,435 |
3,933 |
-5,502 |
-58.3% |
29,185 |
|
| Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.11 |
119.91 |
119.19 |
|
| R3 |
119.75 |
119.55 |
119.09 |
|
| R2 |
119.39 |
119.39 |
119.06 |
|
| R1 |
119.19 |
119.19 |
119.02 |
119.11 |
| PP |
119.03 |
119.03 |
119.03 |
118.99 |
| S1 |
118.83 |
118.83 |
118.96 |
118.75 |
| S2 |
118.67 |
118.67 |
118.92 |
|
| S3 |
118.31 |
118.47 |
118.89 |
|
| S4 |
117.95 |
118.11 |
118.79 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.21 |
124.20 |
120.60 |
|
| R3 |
123.43 |
122.42 |
120.11 |
|
| R2 |
121.65 |
121.65 |
119.95 |
|
| R1 |
120.64 |
120.64 |
119.78 |
120.26 |
| PP |
119.87 |
119.87 |
119.87 |
119.68 |
| S1 |
118.86 |
118.86 |
119.46 |
118.48 |
| S2 |
118.09 |
118.09 |
119.29 |
|
| S3 |
116.31 |
117.08 |
119.13 |
|
| S4 |
114.53 |
115.30 |
118.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.88 |
118.87 |
2.01 |
1.7% |
0.69 |
0.6% |
6% |
False |
True |
6,319 |
| 10 |
121.42 |
118.87 |
2.55 |
2.1% |
0.67 |
0.6% |
5% |
False |
True |
5,371 |
| 20 |
122.77 |
118.87 |
3.90 |
3.3% |
0.66 |
0.6% |
3% |
False |
True |
3,032 |
| 40 |
124.05 |
118.87 |
5.18 |
4.4% |
0.57 |
0.5% |
2% |
False |
True |
1,771 |
| 60 |
124.80 |
118.87 |
5.93 |
5.0% |
0.49 |
0.4% |
2% |
False |
True |
1,584 |
| 80 |
124.99 |
118.87 |
6.12 |
5.1% |
0.37 |
0.3% |
2% |
False |
True |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.76 |
|
2.618 |
120.17 |
|
1.618 |
119.81 |
|
1.000 |
119.59 |
|
0.618 |
119.45 |
|
HIGH |
119.23 |
|
0.618 |
119.09 |
|
0.500 |
119.05 |
|
0.382 |
119.01 |
|
LOW |
118.87 |
|
0.618 |
118.65 |
|
1.000 |
118.51 |
|
1.618 |
118.29 |
|
2.618 |
117.93 |
|
4.250 |
117.34 |
|
|
| Fisher Pivots for day following 25-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119.05 |
119.88 |
| PP |
119.03 |
119.58 |
| S1 |
119.01 |
119.29 |
|