Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.36 |
121.96 |
-0.40 |
-0.3% |
123.23 |
| High |
122.69 |
122.28 |
-0.41 |
-0.3% |
124.66 |
| Low |
121.90 |
121.61 |
-0.29 |
-0.2% |
121.77 |
| Close |
122.29 |
121.81 |
-0.48 |
-0.4% |
122.28 |
| Range |
0.79 |
0.67 |
-0.12 |
-15.2% |
2.89 |
| ATR |
0.97 |
0.95 |
-0.02 |
-2.2% |
0.00 |
| Volume |
469,154 |
518,131 |
48,977 |
10.4% |
3,338,484 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.91 |
123.53 |
122.18 |
|
| R3 |
123.24 |
122.86 |
121.99 |
|
| R2 |
122.57 |
122.57 |
121.93 |
|
| R1 |
122.19 |
122.19 |
121.87 |
122.05 |
| PP |
121.90 |
121.90 |
121.90 |
121.83 |
| S1 |
121.52 |
121.52 |
121.75 |
121.38 |
| S2 |
121.23 |
121.23 |
121.69 |
|
| S3 |
120.56 |
120.85 |
121.63 |
|
| S4 |
119.89 |
120.18 |
121.44 |
|
|
| 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 |
122.94 |
121.61 |
1.33 |
1.1% |
0.74 |
0.6% |
15% |
False |
True |
526,144 |
| 10 |
124.66 |
121.61 |
3.05 |
2.5% |
0.83 |
0.7% |
7% |
False |
True |
530,139 |
| 20 |
124.71 |
121.61 |
3.10 |
2.5% |
0.93 |
0.8% |
6% |
False |
True |
343,173 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.89 |
0.7% |
27% |
False |
False |
253,143 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.84 |
0.7% |
27% |
False |
False |
168,996 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
27% |
False |
False |
126,822 |
| 100 |
125.63 |
118.77 |
6.86 |
5.6% |
0.64 |
0.5% |
44% |
False |
False |
101,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.13 |
|
2.618 |
124.03 |
|
1.618 |
123.36 |
|
1.000 |
122.95 |
|
0.618 |
122.69 |
|
HIGH |
122.28 |
|
0.618 |
122.02 |
|
0.500 |
121.95 |
|
0.382 |
121.87 |
|
LOW |
121.61 |
|
0.618 |
121.20 |
|
1.000 |
120.94 |
|
1.618 |
120.53 |
|
2.618 |
119.86 |
|
4.250 |
118.76 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.95 |
122.15 |
| PP |
121.90 |
122.04 |
| S1 |
121.86 |
121.92 |
|