Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124.58 |
123.88 |
-0.70 |
-0.6% |
123.63 |
High |
124.73 |
123.88 |
-0.85 |
-0.7% |
124.80 |
Low |
124.58 |
123.80 |
-0.78 |
-0.6% |
122.73 |
Close |
124.45 |
123.83 |
-0.62 |
-0.5% |
124.77 |
Range |
0.15 |
0.08 |
-0.07 |
-46.7% |
2.07 |
ATR |
0.57 |
0.57 |
0.01 |
1.1% |
0.00 |
Volume |
5,335 |
220 |
-5,115 |
-95.9% |
6,395 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.08 |
124.03 |
123.87 |
|
R3 |
124.00 |
123.95 |
123.85 |
|
R2 |
123.92 |
123.92 |
123.84 |
|
R1 |
123.87 |
123.87 |
123.84 |
123.86 |
PP |
123.84 |
123.84 |
123.84 |
123.83 |
S1 |
123.79 |
123.79 |
123.82 |
123.78 |
S2 |
123.76 |
123.76 |
123.82 |
|
S3 |
123.68 |
123.71 |
123.81 |
|
S4 |
123.60 |
123.63 |
123.79 |
|
|
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 |
124.22 |
2.618 |
124.09 |
1.618 |
124.01 |
1.000 |
123.96 |
0.618 |
123.93 |
HIGH |
123.88 |
0.618 |
123.85 |
0.500 |
123.84 |
0.382 |
123.83 |
LOW |
123.80 |
0.618 |
123.75 |
1.000 |
123.72 |
1.618 |
123.67 |
2.618 |
123.59 |
4.250 |
123.46 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.84 |
124.30 |
PP |
123.84 |
124.14 |
S1 |
123.83 |
123.99 |
|