Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124.49 |
124.02 |
-0.47 |
-0.4% |
125.20 |
| High |
124.52 |
124.13 |
-0.39 |
-0.3% |
125.63 |
| Low |
123.57 |
123.13 |
-0.44 |
-0.4% |
123.13 |
| Close |
123.79 |
124.00 |
0.21 |
0.2% |
124.00 |
| Range |
0.95 |
1.00 |
0.05 |
5.3% |
2.50 |
| ATR |
0.98 |
0.98 |
0.00 |
0.1% |
0.00 |
| Volume |
767,902 |
794,174 |
26,272 |
3.4% |
2,123,841 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.75 |
126.38 |
124.55 |
|
| R3 |
125.75 |
125.38 |
124.28 |
|
| R2 |
124.75 |
124.75 |
124.18 |
|
| R1 |
124.38 |
124.38 |
124.09 |
124.07 |
| PP |
123.75 |
123.75 |
123.75 |
123.60 |
| S1 |
123.38 |
123.38 |
123.91 |
123.07 |
| S2 |
122.75 |
122.75 |
123.82 |
|
| S3 |
121.75 |
122.38 |
123.73 |
|
| S4 |
120.75 |
121.38 |
123.45 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
130.38 |
125.38 |
|
| R3 |
129.25 |
127.88 |
124.69 |
|
| R2 |
126.75 |
126.75 |
124.46 |
|
| R1 |
125.38 |
125.38 |
124.23 |
124.82 |
| PP |
124.25 |
124.25 |
124.25 |
123.97 |
| S1 |
122.88 |
122.88 |
123.77 |
122.32 |
| S2 |
121.75 |
121.75 |
123.54 |
|
| S3 |
119.25 |
120.38 |
123.31 |
|
| S4 |
116.75 |
117.88 |
122.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.63 |
123.01 |
2.62 |
2.1% |
1.05 |
0.8% |
38% |
False |
False |
797,859 |
| 10 |
125.63 |
122.97 |
2.66 |
2.1% |
0.96 |
0.8% |
39% |
False |
False |
472,545 |
| 20 |
125.63 |
121.42 |
4.21 |
3.4% |
0.88 |
0.7% |
61% |
False |
False |
241,060 |
| 40 |
125.63 |
120.37 |
5.26 |
4.2% |
0.83 |
0.7% |
69% |
False |
False |
120,946 |
| 60 |
125.63 |
120.37 |
5.26 |
4.2% |
0.73 |
0.6% |
69% |
False |
False |
80,739 |
| 80 |
125.63 |
119.23 |
6.40 |
5.2% |
0.59 |
0.5% |
75% |
False |
False |
60,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.38 |
|
2.618 |
126.75 |
|
1.618 |
125.75 |
|
1.000 |
125.13 |
|
0.618 |
124.75 |
|
HIGH |
124.13 |
|
0.618 |
123.75 |
|
0.500 |
123.63 |
|
0.382 |
123.51 |
|
LOW |
123.13 |
|
0.618 |
122.51 |
|
1.000 |
122.13 |
|
1.618 |
121.51 |
|
2.618 |
120.51 |
|
4.250 |
118.88 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.88 |
124.38 |
| PP |
123.75 |
124.25 |
| S1 |
123.63 |
124.13 |
|