Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122.79 |
122.68 |
-0.11 |
-0.1% |
121.78 |
High |
123.17 |
122.82 |
-0.35 |
-0.3% |
123.47 |
Low |
122.29 |
122.20 |
-0.09 |
-0.1% |
121.72 |
Close |
123.08 |
122.53 |
-0.55 |
-0.4% |
122.46 |
Range |
0.88 |
0.62 |
-0.26 |
-29.5% |
1.75 |
ATR |
0.88 |
0.88 |
0.00 |
0.0% |
0.00 |
Volume |
860,346 |
731,558 |
-128,788 |
-15.0% |
3,597,074 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.38 |
124.07 |
122.87 |
|
R3 |
123.76 |
123.45 |
122.70 |
|
R2 |
123.14 |
123.14 |
122.64 |
|
R1 |
122.83 |
122.83 |
122.59 |
122.68 |
PP |
122.52 |
122.52 |
122.52 |
122.44 |
S1 |
122.21 |
122.21 |
122.47 |
122.06 |
S2 |
121.90 |
121.90 |
122.42 |
|
S3 |
121.28 |
121.59 |
122.36 |
|
S4 |
120.66 |
120.97 |
122.19 |
|
|
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 |
123.37 |
122.13 |
1.24 |
1.0% |
0.70 |
0.6% |
32% |
False |
False |
674,817 |
10 |
123.47 |
121.64 |
1.83 |
1.5% |
0.82 |
0.7% |
49% |
False |
False |
691,105 |
20 |
124.66 |
121.61 |
3.05 |
2.5% |
0.78 |
0.6% |
30% |
False |
False |
631,417 |
40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.88 |
0.7% |
23% |
False |
False |
460,170 |
60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.83 |
0.7% |
41% |
False |
False |
308,971 |
80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.81 |
0.7% |
41% |
False |
False |
231,870 |
100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.74 |
0.6% |
41% |
False |
False |
185,507 |
120 |
125.63 |
116.83 |
8.80 |
7.2% |
0.61 |
0.5% |
65% |
False |
False |
154,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.46 |
2.618 |
124.44 |
1.618 |
123.82 |
1.000 |
123.44 |
0.618 |
123.20 |
HIGH |
122.82 |
0.618 |
122.58 |
0.500 |
122.51 |
0.382 |
122.44 |
LOW |
122.20 |
0.618 |
121.82 |
1.000 |
121.58 |
1.618 |
121.20 |
2.618 |
120.58 |
4.250 |
119.57 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.52 |
122.77 |
PP |
122.52 |
122.69 |
S1 |
122.51 |
122.61 |
|