Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124.55 |
123.92 |
-0.63 |
-0.5% |
123.55 |
High |
124.64 |
123.99 |
-0.65 |
-0.5% |
124.47 |
Low |
123.95 |
122.81 |
-1.14 |
-0.9% |
122.11 |
Close |
124.10 |
123.04 |
-1.06 |
-0.9% |
123.94 |
Range |
0.69 |
1.18 |
0.49 |
71.0% |
2.36 |
ATR |
1.10 |
1.11 |
0.01 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.82 |
126.11 |
123.69 |
|
R3 |
125.64 |
124.93 |
123.36 |
|
R2 |
124.46 |
124.46 |
123.26 |
|
R1 |
123.75 |
123.75 |
123.15 |
123.52 |
PP |
123.28 |
123.28 |
123.28 |
123.16 |
S1 |
122.57 |
122.57 |
122.93 |
122.34 |
S2 |
122.10 |
122.10 |
122.82 |
|
S3 |
120.92 |
121.39 |
122.72 |
|
S4 |
119.74 |
120.21 |
122.39 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.59 |
129.62 |
125.24 |
|
R3 |
128.23 |
127.26 |
124.59 |
|
R2 |
125.87 |
125.87 |
124.37 |
|
R1 |
124.90 |
124.90 |
124.16 |
125.39 |
PP |
123.51 |
123.51 |
123.51 |
123.75 |
S1 |
122.54 |
122.54 |
123.72 |
123.03 |
S2 |
121.15 |
121.15 |
123.51 |
|
S3 |
118.79 |
120.18 |
123.29 |
|
S4 |
116.43 |
117.82 |
122.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.71 |
122.11 |
2.60 |
2.1% |
1.22 |
1.0% |
36% |
False |
False |
|
10 |
125.63 |
122.11 |
3.52 |
2.9% |
1.02 |
0.8% |
26% |
False |
False |
212,384 |
20 |
125.63 |
122.11 |
3.52 |
2.9% |
0.96 |
0.8% |
26% |
False |
False |
239,183 |
40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.88 |
0.7% |
51% |
False |
False |
120,913 |
60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.78 |
0.6% |
51% |
False |
False |
80,734 |
80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.69 |
0.6% |
51% |
False |
False |
60,571 |
100 |
125.63 |
116.83 |
8.80 |
7.2% |
0.55 |
0.4% |
71% |
False |
False |
48,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.01 |
2.618 |
127.08 |
1.618 |
125.90 |
1.000 |
125.17 |
0.618 |
124.72 |
HIGH |
123.99 |
0.618 |
123.54 |
0.500 |
123.40 |
0.382 |
123.26 |
LOW |
122.81 |
0.618 |
122.08 |
1.000 |
121.63 |
1.618 |
120.90 |
2.618 |
119.72 |
4.250 |
117.80 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.40 |
123.76 |
PP |
123.28 |
123.52 |
S1 |
123.16 |
123.28 |
|