Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124.02 |
123.55 |
-0.47 |
-0.4% |
125.20 |
| High |
124.13 |
123.57 |
-0.56 |
-0.5% |
125.63 |
| Low |
123.13 |
123.02 |
-0.11 |
-0.1% |
123.13 |
| Close |
124.00 |
123.20 |
-0.80 |
-0.6% |
124.00 |
| Range |
1.00 |
0.55 |
-0.45 |
-45.0% |
2.50 |
| ATR |
0.98 |
0.98 |
0.00 |
0.0% |
0.00 |
| Volume |
794,174 |
0 |
-794,174 |
-100.0% |
2,123,841 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.91 |
124.61 |
123.50 |
|
| R3 |
124.36 |
124.06 |
123.35 |
|
| R2 |
123.81 |
123.81 |
123.30 |
|
| R1 |
123.51 |
123.51 |
123.25 |
123.39 |
| PP |
123.26 |
123.26 |
123.26 |
123.20 |
| S1 |
122.96 |
122.96 |
123.15 |
122.84 |
| S2 |
122.71 |
122.71 |
123.10 |
|
| S3 |
122.16 |
122.41 |
123.05 |
|
| S4 |
121.61 |
121.86 |
122.90 |
|
|
| 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 |
123.02 |
2.61 |
2.1% |
0.83 |
0.7% |
7% |
False |
True |
576,538 |
| 10 |
125.63 |
122.97 |
2.66 |
2.2% |
0.94 |
0.8% |
9% |
False |
False |
470,114 |
| 20 |
125.63 |
122.48 |
3.15 |
2.6% |
0.84 |
0.7% |
23% |
False |
False |
240,910 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.81 |
0.7% |
54% |
False |
False |
120,941 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.73 |
0.6% |
54% |
False |
False |
80,739 |
| 80 |
125.63 |
119.23 |
6.40 |
5.2% |
0.60 |
0.5% |
62% |
False |
False |
60,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.91 |
|
2.618 |
125.01 |
|
1.618 |
124.46 |
|
1.000 |
124.12 |
|
0.618 |
123.91 |
|
HIGH |
123.57 |
|
0.618 |
123.36 |
|
0.500 |
123.30 |
|
0.382 |
123.23 |
|
LOW |
123.02 |
|
0.618 |
122.68 |
|
1.000 |
122.47 |
|
1.618 |
122.13 |
|
2.618 |
121.58 |
|
4.250 |
120.68 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.30 |
123.77 |
| PP |
123.26 |
123.58 |
| S1 |
123.23 |
123.39 |
|