Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122.30 |
122.29 |
-0.01 |
0.0% |
121.78 |
High |
122.46 |
122.74 |
0.28 |
0.2% |
123.47 |
Low |
121.94 |
122.13 |
0.19 |
0.2% |
121.72 |
Close |
122.17 |
122.46 |
0.29 |
0.2% |
122.46 |
Range |
0.52 |
0.61 |
0.09 |
17.3% |
1.75 |
ATR |
0.92 |
0.90 |
-0.02 |
-2.4% |
0.00 |
Volume |
686,610 |
570,457 |
-116,153 |
-16.9% |
3,597,074 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.27 |
123.98 |
122.80 |
|
R3 |
123.66 |
123.37 |
122.63 |
|
R2 |
123.05 |
123.05 |
122.57 |
|
R1 |
122.76 |
122.76 |
122.52 |
122.91 |
PP |
122.44 |
122.44 |
122.44 |
122.52 |
S1 |
122.15 |
122.15 |
122.40 |
122.30 |
S2 |
121.83 |
121.83 |
122.35 |
|
S3 |
121.22 |
121.54 |
122.29 |
|
S4 |
120.61 |
120.93 |
122.12 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.80 |
126.88 |
123.42 |
|
R3 |
126.05 |
125.13 |
122.94 |
|
R2 |
124.30 |
124.30 |
122.78 |
|
R1 |
123.38 |
123.38 |
122.62 |
123.84 |
PP |
122.55 |
122.55 |
122.55 |
122.78 |
S1 |
121.63 |
121.63 |
122.30 |
122.09 |
S2 |
120.80 |
120.80 |
122.14 |
|
S3 |
119.05 |
119.88 |
121.98 |
|
S4 |
117.30 |
118.13 |
121.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.47 |
121.72 |
1.75 |
1.4% |
0.86 |
0.7% |
42% |
False |
False |
719,414 |
10 |
123.47 |
121.61 |
1.86 |
1.5% |
0.75 |
0.6% |
46% |
False |
False |
611,878 |
20 |
124.66 |
121.61 |
3.05 |
2.5% |
0.80 |
0.6% |
28% |
False |
False |
545,102 |
40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.88 |
0.7% |
21% |
False |
False |
392,143 |
60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.85 |
0.7% |
40% |
False |
False |
262,309 |
80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.78 |
0.6% |
40% |
False |
False |
196,826 |
100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.71 |
0.6% |
40% |
False |
False |
157,478 |
120 |
125.63 |
116.83 |
8.80 |
7.2% |
0.59 |
0.5% |
64% |
False |
False |
131,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.33 |
2.618 |
124.34 |
1.618 |
123.73 |
1.000 |
123.35 |
0.618 |
123.12 |
HIGH |
122.74 |
0.618 |
122.51 |
0.500 |
122.44 |
0.382 |
122.36 |
LOW |
122.13 |
0.618 |
121.75 |
1.000 |
121.52 |
1.618 |
121.14 |
2.618 |
120.53 |
4.250 |
119.54 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.45 |
122.61 |
PP |
122.44 |
122.56 |
S1 |
122.44 |
122.51 |
|