Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
120.90 |
119.50 |
-1.40 |
-1.2% |
121.02 |
High |
120.90 |
119.50 |
-1.40 |
-1.2% |
121.35 |
Low |
120.90 |
119.50 |
-1.40 |
-1.2% |
120.90 |
Close |
120.93 |
119.50 |
-1.43 |
-1.2% |
120.93 |
Range |
|
|
|
|
|
ATR |
0.34 |
0.42 |
0.08 |
22.9% |
0.00 |
Volume |
13 |
8 |
-5 |
-38.5% |
509 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.50 |
119.50 |
119.50 |
|
R3 |
119.50 |
119.50 |
119.50 |
|
R2 |
119.50 |
119.50 |
119.50 |
|
R1 |
119.50 |
119.50 |
119.50 |
119.50 |
PP |
119.50 |
119.50 |
119.50 |
119.50 |
S1 |
119.50 |
119.50 |
119.50 |
119.50 |
S2 |
119.50 |
119.50 |
119.50 |
|
S3 |
119.50 |
119.50 |
119.50 |
|
S4 |
119.50 |
119.50 |
119.50 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.41 |
122.12 |
121.18 |
|
R3 |
121.96 |
121.67 |
121.05 |
|
R2 |
121.51 |
121.51 |
121.01 |
|
R1 |
121.22 |
121.22 |
120.97 |
121.14 |
PP |
121.06 |
121.06 |
121.06 |
121.02 |
S1 |
120.77 |
120.77 |
120.89 |
120.69 |
S2 |
120.61 |
120.61 |
120.85 |
|
S3 |
120.16 |
120.32 |
120.81 |
|
S4 |
119.71 |
119.87 |
120.68 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.50 |
2.618 |
119.50 |
1.618 |
119.50 |
1.000 |
119.50 |
0.618 |
119.50 |
HIGH |
119.50 |
0.618 |
119.50 |
0.500 |
119.50 |
0.382 |
119.50 |
LOW |
119.50 |
0.618 |
119.50 |
1.000 |
119.50 |
1.618 |
119.50 |
2.618 |
119.50 |
4.250 |
119.50 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119.50 |
120.22 |
PP |
119.50 |
119.98 |
S1 |
119.50 |
119.74 |
|