Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118.95 |
118.62 |
-0.33 |
-0.3% |
120.77 |
| High |
119.37 |
118.86 |
-0.51 |
-0.4% |
120.89 |
| Low |
118.54 |
118.21 |
-0.33 |
-0.3% |
119.11 |
| Close |
118.98 |
118.77 |
-0.21 |
-0.2% |
119.62 |
| Range |
0.83 |
0.65 |
-0.18 |
-21.7% |
1.78 |
| ATR |
0.80 |
0.80 |
0.00 |
-0.3% |
0.00 |
| Volume |
26,645 |
53,931 |
27,286 |
102.4% |
29,185 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.56 |
120.32 |
119.13 |
|
| R3 |
119.91 |
119.67 |
118.95 |
|
| R2 |
119.26 |
119.26 |
118.89 |
|
| R1 |
119.02 |
119.02 |
118.83 |
119.14 |
| PP |
118.61 |
118.61 |
118.61 |
118.68 |
| S1 |
118.37 |
118.37 |
118.71 |
118.49 |
| S2 |
117.96 |
117.96 |
118.65 |
|
| S3 |
117.31 |
117.72 |
118.59 |
|
| S4 |
116.66 |
117.07 |
118.41 |
|
|
| 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 |
118.21 |
2.67 |
2.2% |
0.76 |
0.6% |
21% |
False |
True |
19,837 |
| 10 |
121.42 |
118.21 |
3.21 |
2.7% |
0.70 |
0.6% |
17% |
False |
True |
11,829 |
| 20 |
122.63 |
118.21 |
4.42 |
3.7% |
0.68 |
0.6% |
13% |
False |
True |
7,041 |
| 40 |
124.05 |
118.21 |
5.84 |
4.9% |
0.59 |
0.5% |
10% |
False |
True |
3,765 |
| 60 |
124.80 |
118.21 |
6.59 |
5.5% |
0.52 |
0.4% |
8% |
False |
True |
2,922 |
| 80 |
124.99 |
118.21 |
6.78 |
5.7% |
0.39 |
0.3% |
8% |
False |
True |
2,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.62 |
|
2.618 |
120.56 |
|
1.618 |
119.91 |
|
1.000 |
119.51 |
|
0.618 |
119.26 |
|
HIGH |
118.86 |
|
0.618 |
118.61 |
|
0.500 |
118.54 |
|
0.382 |
118.46 |
|
LOW |
118.21 |
|
0.618 |
117.81 |
|
1.000 |
117.56 |
|
1.618 |
117.16 |
|
2.618 |
116.51 |
|
4.250 |
115.45 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.69 |
118.79 |
| PP |
118.61 |
118.78 |
| S1 |
118.54 |
118.78 |
|