Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123.90 |
124.80 |
0.90 |
0.7% |
123.63 |
High |
123.90 |
124.80 |
0.90 |
0.7% |
124.80 |
Low |
123.90 |
124.80 |
0.90 |
0.7% |
122.73 |
Close |
123.97 |
124.77 |
0.80 |
0.6% |
124.77 |
Range |
|
|
|
|
|
ATR |
0.58 |
0.59 |
0.02 |
3.1% |
0.00 |
Volume |
1 |
6,168 |
6,167 |
616,700.0% |
6,395 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.79 |
124.78 |
124.77 |
|
R3 |
124.79 |
124.78 |
124.77 |
|
R2 |
124.79 |
124.79 |
124.77 |
|
R1 |
124.78 |
124.78 |
124.77 |
124.79 |
PP |
124.79 |
124.79 |
124.79 |
124.79 |
S1 |
124.78 |
124.78 |
124.77 |
124.79 |
S2 |
124.79 |
124.79 |
124.77 |
|
S3 |
124.79 |
124.78 |
124.77 |
|
S4 |
124.79 |
124.78 |
124.77 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.31 |
129.61 |
125.91 |
|
R3 |
128.24 |
127.54 |
125.34 |
|
R2 |
126.17 |
126.17 |
125.15 |
|
R1 |
125.47 |
125.47 |
124.96 |
125.82 |
PP |
124.10 |
124.10 |
124.10 |
124.28 |
S1 |
123.40 |
123.40 |
124.58 |
123.75 |
S2 |
122.03 |
122.03 |
124.39 |
|
S3 |
119.96 |
121.33 |
124.20 |
|
S4 |
117.89 |
119.26 |
123.63 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.80 |
2.618 |
124.80 |
1.618 |
124.80 |
1.000 |
124.80 |
0.618 |
124.80 |
HIGH |
124.80 |
0.618 |
124.80 |
0.500 |
124.80 |
0.382 |
124.80 |
LOW |
124.80 |
0.618 |
124.80 |
1.000 |
124.80 |
1.618 |
124.80 |
2.618 |
124.80 |
4.250 |
124.80 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124.80 |
124.44 |
PP |
124.79 |
124.10 |
S1 |
124.78 |
123.77 |
|