Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.55 |
122.97 |
-0.58 |
-0.5% |
125.20 |
| High |
123.57 |
123.35 |
-0.22 |
-0.2% |
125.63 |
| Low |
123.02 |
122.41 |
-0.61 |
-0.5% |
123.13 |
| Close |
123.20 |
122.61 |
-0.59 |
-0.5% |
124.00 |
| Range |
0.55 |
0.94 |
0.39 |
70.9% |
2.50 |
| ATR |
0.98 |
0.98 |
0.00 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.61 |
125.05 |
123.13 |
|
| R3 |
124.67 |
124.11 |
122.87 |
|
| R2 |
123.73 |
123.73 |
122.78 |
|
| R1 |
123.17 |
123.17 |
122.70 |
122.98 |
| PP |
122.79 |
122.79 |
122.79 |
122.70 |
| S1 |
122.23 |
122.23 |
122.52 |
122.04 |
| S2 |
121.85 |
121.85 |
122.44 |
|
| S3 |
120.91 |
121.29 |
122.35 |
|
| S4 |
119.97 |
120.35 |
122.09 |
|
|
| 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 |
122.41 |
3.22 |
2.6% |
0.81 |
0.7% |
6% |
False |
True |
424,768 |
| 10 |
125.63 |
122.41 |
3.22 |
2.6% |
0.93 |
0.8% |
6% |
False |
True |
466,295 |
| 20 |
125.63 |
122.41 |
3.22 |
2.6% |
0.83 |
0.7% |
6% |
False |
True |
240,729 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.82 |
0.7% |
43% |
False |
False |
120,932 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.73 |
0.6% |
43% |
False |
False |
80,739 |
| 80 |
125.63 |
119.64 |
5.99 |
4.9% |
0.61 |
0.5% |
50% |
False |
False |
60,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.35 |
|
2.618 |
125.81 |
|
1.618 |
124.87 |
|
1.000 |
124.29 |
|
0.618 |
123.93 |
|
HIGH |
123.35 |
|
0.618 |
122.99 |
|
0.500 |
122.88 |
|
0.382 |
122.77 |
|
LOW |
122.41 |
|
0.618 |
121.83 |
|
1.000 |
121.47 |
|
1.618 |
120.89 |
|
2.618 |
119.95 |
|
4.250 |
118.42 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.88 |
123.27 |
| PP |
122.79 |
123.05 |
| S1 |
122.70 |
122.83 |
|