Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118.62 |
118.15 |
-0.47 |
-0.4% |
120.77 |
| High |
118.86 |
118.66 |
-0.20 |
-0.2% |
120.89 |
| Low |
118.21 |
118.15 |
-0.06 |
-0.1% |
119.11 |
| Close |
118.77 |
118.54 |
-0.23 |
-0.2% |
119.62 |
| Range |
0.65 |
0.51 |
-0.14 |
-21.5% |
1.78 |
| ATR |
0.80 |
0.78 |
-0.01 |
-1.6% |
0.00 |
| Volume |
53,931 |
47,497 |
-6,434 |
-11.9% |
29,185 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.98 |
119.77 |
118.82 |
|
| R3 |
119.47 |
119.26 |
118.68 |
|
| R2 |
118.96 |
118.96 |
118.63 |
|
| R1 |
118.75 |
118.75 |
118.59 |
118.86 |
| PP |
118.45 |
118.45 |
118.45 |
118.50 |
| S1 |
118.24 |
118.24 |
118.49 |
118.35 |
| S2 |
117.94 |
117.94 |
118.45 |
|
| S3 |
117.43 |
117.73 |
118.40 |
|
| S4 |
116.92 |
117.22 |
118.26 |
|
|
| 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 |
119.91 |
118.15 |
1.76 |
1.5% |
0.63 |
0.5% |
22% |
False |
True |
28,288 |
| 10 |
121.42 |
118.15 |
3.27 |
2.8% |
0.68 |
0.6% |
12% |
False |
True |
16,299 |
| 20 |
122.33 |
118.15 |
4.18 |
3.5% |
0.67 |
0.6% |
9% |
False |
True |
9,412 |
| 40 |
124.05 |
118.15 |
5.90 |
5.0% |
0.59 |
0.5% |
7% |
False |
True |
4,951 |
| 60 |
124.80 |
118.15 |
6.65 |
5.6% |
0.52 |
0.4% |
6% |
False |
True |
3,712 |
| 80 |
124.80 |
118.15 |
6.65 |
5.6% |
0.39 |
0.3% |
6% |
False |
True |
2,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.83 |
|
2.618 |
120.00 |
|
1.618 |
119.49 |
|
1.000 |
119.17 |
|
0.618 |
118.98 |
|
HIGH |
118.66 |
|
0.618 |
118.47 |
|
0.500 |
118.41 |
|
0.382 |
118.34 |
|
LOW |
118.15 |
|
0.618 |
117.83 |
|
1.000 |
117.64 |
|
1.618 |
117.32 |
|
2.618 |
116.81 |
|
4.250 |
115.98 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118.50 |
118.76 |
| PP |
118.45 |
118.69 |
| S1 |
118.41 |
118.61 |
|