Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
122.70 |
-0.30 |
-0.2% |
123.92 |
| High |
123.34 |
123.30 |
-0.04 |
0.0% |
124.71 |
| Low |
122.63 |
122.53 |
-0.10 |
-0.1% |
122.53 |
| Close |
123.02 |
123.08 |
0.06 |
0.0% |
123.08 |
| Range |
0.71 |
0.77 |
0.06 |
8.5% |
2.18 |
| ATR |
1.09 |
1.06 |
-0.02 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.28 |
124.95 |
123.50 |
|
| R3 |
124.51 |
124.18 |
123.29 |
|
| R2 |
123.74 |
123.74 |
123.22 |
|
| R1 |
123.41 |
123.41 |
123.15 |
123.58 |
| PP |
122.97 |
122.97 |
122.97 |
123.05 |
| S1 |
122.64 |
122.64 |
123.01 |
122.81 |
| S2 |
122.20 |
122.20 |
122.94 |
|
| S3 |
121.43 |
121.87 |
122.87 |
|
| S4 |
120.66 |
121.10 |
122.66 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.98 |
128.71 |
124.28 |
|
| R3 |
127.80 |
126.53 |
123.68 |
|
| R2 |
125.62 |
125.62 |
123.48 |
|
| R1 |
124.35 |
124.35 |
123.28 |
123.90 |
| PP |
123.44 |
123.44 |
123.44 |
123.21 |
| S1 |
122.17 |
122.17 |
122.88 |
121.72 |
| S2 |
121.26 |
121.26 |
122.68 |
|
| S3 |
119.08 |
119.99 |
122.48 |
|
| S4 |
116.90 |
117.81 |
121.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.71 |
122.53 |
2.18 |
1.8% |
0.84 |
0.7% |
25% |
False |
True |
|
| 10 |
124.71 |
122.11 |
2.60 |
2.1% |
1.01 |
0.8% |
37% |
False |
False |
79,417 |
| 20 |
125.63 |
122.11 |
3.52 |
2.9% |
0.96 |
0.8% |
28% |
False |
False |
237,525 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
52% |
False |
False |
120,898 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.79 |
0.6% |
52% |
False |
False |
80,732 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.70 |
0.6% |
52% |
False |
False |
60,566 |
| 100 |
125.63 |
116.83 |
8.80 |
7.1% |
0.56 |
0.5% |
71% |
False |
False |
48,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.57 |
|
2.618 |
125.32 |
|
1.618 |
124.55 |
|
1.000 |
124.07 |
|
0.618 |
123.78 |
|
HIGH |
123.30 |
|
0.618 |
123.01 |
|
0.500 |
122.92 |
|
0.382 |
122.82 |
|
LOW |
122.53 |
|
0.618 |
122.05 |
|
1.000 |
121.76 |
|
1.618 |
121.28 |
|
2.618 |
120.51 |
|
4.250 |
119.26 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.03 |
123.26 |
| PP |
122.97 |
123.20 |
| S1 |
122.92 |
123.14 |
|