Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.23 |
124.06 |
0.83 |
0.7% |
123.92 |
| High |
124.27 |
124.55 |
0.28 |
0.2% |
124.71 |
| Low |
123.23 |
123.92 |
0.69 |
0.6% |
122.53 |
| Close |
124.20 |
124.43 |
0.23 |
0.2% |
123.08 |
| Range |
1.04 |
0.63 |
-0.41 |
-39.4% |
2.18 |
| ATR |
1.07 |
1.04 |
-0.03 |
-2.9% |
0.00 |
| Volume |
558,633 |
518,706 |
-39,927 |
-7.1% |
0 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.19 |
125.94 |
124.78 |
|
| R3 |
125.56 |
125.31 |
124.60 |
|
| R2 |
124.93 |
124.93 |
124.55 |
|
| R1 |
124.68 |
124.68 |
124.49 |
124.81 |
| PP |
124.30 |
124.30 |
124.30 |
124.36 |
| S1 |
124.05 |
124.05 |
124.37 |
124.18 |
| S2 |
123.67 |
123.67 |
124.31 |
|
| S3 |
123.04 |
123.42 |
124.26 |
|
| S4 |
122.41 |
122.79 |
124.08 |
|
|
| 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 |
124.55 |
122.53 |
2.02 |
1.6% |
0.87 |
0.7% |
94% |
True |
False |
215,467 |
| 10 |
124.71 |
122.11 |
2.60 |
2.1% |
1.02 |
0.8% |
89% |
False |
False |
107,733 |
| 20 |
125.63 |
122.11 |
3.52 |
2.8% |
0.98 |
0.8% |
66% |
False |
False |
288,924 |
| 40 |
125.63 |
120.37 |
5.26 |
4.2% |
0.85 |
0.7% |
77% |
False |
False |
147,748 |
| 60 |
125.63 |
120.37 |
5.26 |
4.2% |
0.82 |
0.7% |
77% |
False |
False |
98,688 |
| 80 |
125.63 |
120.37 |
5.26 |
4.2% |
0.73 |
0.6% |
77% |
False |
False |
74,030 |
| 100 |
125.63 |
116.83 |
8.80 |
7.1% |
0.58 |
0.5% |
86% |
False |
False |
59,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.23 |
|
2.618 |
126.20 |
|
1.618 |
125.57 |
|
1.000 |
125.18 |
|
0.618 |
124.94 |
|
HIGH |
124.55 |
|
0.618 |
124.31 |
|
0.500 |
124.24 |
|
0.382 |
124.16 |
|
LOW |
123.92 |
|
0.618 |
123.53 |
|
1.000 |
123.29 |
|
1.618 |
122.90 |
|
2.618 |
122.27 |
|
4.250 |
121.24 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.37 |
124.13 |
| PP |
124.30 |
123.84 |
| S1 |
124.24 |
123.54 |
|