Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122.66 |
122.83 |
0.17 |
0.1% |
121.78 |
High |
123.14 |
122.83 |
-0.31 |
-0.3% |
122.69 |
Low |
122.56 |
122.25 |
-0.31 |
-0.3% |
121.61 |
Close |
122.94 |
122.65 |
-0.29 |
-0.2% |
121.81 |
Range |
0.58 |
0.58 |
0.00 |
0.0% |
1.08 |
ATR |
0.93 |
0.91 |
-0.02 |
-1.9% |
0.00 |
Volume |
537,555 |
520,956 |
-16,599 |
-3.1% |
1,962,914 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.32 |
124.06 |
122.97 |
|
R3 |
123.74 |
123.48 |
122.81 |
|
R2 |
123.16 |
123.16 |
122.76 |
|
R1 |
122.90 |
122.90 |
122.70 |
122.74 |
PP |
122.58 |
122.58 |
122.58 |
122.50 |
S1 |
122.32 |
122.32 |
122.60 |
122.16 |
S2 |
122.00 |
122.00 |
122.54 |
|
S3 |
121.42 |
121.74 |
122.49 |
|
S4 |
120.84 |
121.16 |
122.33 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.28 |
124.62 |
122.40 |
|
R3 |
124.20 |
123.54 |
122.11 |
|
R2 |
123.12 |
123.12 |
122.01 |
|
R1 |
122.46 |
122.46 |
121.91 |
122.79 |
PP |
122.04 |
122.04 |
122.04 |
122.20 |
S1 |
121.38 |
121.38 |
121.71 |
121.71 |
S2 |
120.96 |
120.96 |
121.61 |
|
S3 |
119.88 |
120.30 |
121.51 |
|
S4 |
118.80 |
119.22 |
121.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.14 |
121.61 |
1.53 |
1.2% |
0.61 |
0.5% |
68% |
False |
False |
496,103 |
10 |
124.66 |
121.61 |
3.05 |
2.5% |
0.75 |
0.6% |
34% |
False |
False |
571,729 |
20 |
124.71 |
121.61 |
3.10 |
2.5% |
0.88 |
0.7% |
34% |
False |
False |
339,731 |
40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.86 |
0.7% |
26% |
False |
False |
290,321 |
60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.84 |
0.7% |
43% |
False |
False |
193,871 |
80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.76 |
0.6% |
43% |
False |
False |
145,487 |
100 |
125.63 |
119.23 |
6.40 |
5.2% |
0.66 |
0.5% |
53% |
False |
False |
116,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.30 |
2.618 |
124.35 |
1.618 |
123.77 |
1.000 |
123.41 |
0.618 |
123.19 |
HIGH |
122.83 |
0.618 |
122.61 |
0.500 |
122.54 |
0.382 |
122.47 |
LOW |
122.25 |
0.618 |
121.89 |
1.000 |
121.67 |
1.618 |
121.31 |
2.618 |
120.73 |
4.250 |
119.79 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.61 |
122.65 |
PP |
122.58 |
122.64 |
S1 |
122.54 |
122.64 |
|