Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124.25 |
122.53 |
-1.72 |
-1.4% |
123.23 |
| High |
124.41 |
122.94 |
-1.47 |
-1.2% |
124.66 |
| Low |
122.66 |
121.77 |
-0.89 |
-0.7% |
121.77 |
| Close |
122.94 |
122.28 |
-0.66 |
-0.5% |
122.28 |
| Range |
1.75 |
1.17 |
-0.58 |
-33.1% |
2.89 |
| ATR |
1.05 |
1.06 |
0.01 |
0.8% |
0.00 |
| Volume |
1,020,842 |
667,808 |
-353,034 |
-34.6% |
3,338,484 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.84 |
125.23 |
122.92 |
|
| R3 |
124.67 |
124.06 |
122.60 |
|
| R2 |
123.50 |
123.50 |
122.49 |
|
| R1 |
122.89 |
122.89 |
122.39 |
122.61 |
| PP |
122.33 |
122.33 |
122.33 |
122.19 |
| S1 |
121.72 |
121.72 |
122.17 |
121.44 |
| S2 |
121.16 |
121.16 |
122.07 |
|
| S3 |
119.99 |
120.55 |
121.96 |
|
| S4 |
118.82 |
119.38 |
121.64 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.57 |
129.82 |
123.87 |
|
| R3 |
128.68 |
126.93 |
123.07 |
|
| R2 |
125.79 |
125.79 |
122.81 |
|
| R1 |
124.04 |
124.04 |
122.54 |
123.47 |
| PP |
122.90 |
122.90 |
122.90 |
122.62 |
| S1 |
121.15 |
121.15 |
122.02 |
120.58 |
| S2 |
120.01 |
120.01 |
121.75 |
|
| S3 |
117.12 |
118.26 |
121.49 |
|
| S4 |
114.23 |
115.37 |
120.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.66 |
121.77 |
2.89 |
2.4% |
1.01 |
0.8% |
18% |
False |
True |
667,696 |
| 10 |
124.71 |
121.77 |
2.94 |
2.4% |
0.92 |
0.8% |
17% |
False |
True |
333,848 |
| 20 |
125.63 |
121.77 |
3.86 |
3.2% |
1.01 |
0.8% |
13% |
False |
True |
397,847 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.89 |
0.7% |
36% |
False |
False |
204,173 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
36% |
False |
False |
136,301 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
36% |
False |
False |
102,293 |
| 100 |
125.63 |
117.58 |
8.05 |
6.6% |
0.61 |
0.5% |
58% |
False |
False |
81,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.91 |
|
2.618 |
126.00 |
|
1.618 |
124.83 |
|
1.000 |
124.11 |
|
0.618 |
123.66 |
|
HIGH |
122.94 |
|
0.618 |
122.49 |
|
0.500 |
122.36 |
|
0.382 |
122.22 |
|
LOW |
121.77 |
|
0.618 |
121.05 |
|
1.000 |
120.60 |
|
1.618 |
119.88 |
|
2.618 |
118.71 |
|
4.250 |
116.80 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.36 |
123.22 |
| PP |
122.33 |
122.90 |
| S1 |
122.31 |
122.59 |
|