Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.88 |
122.96 |
-0.92 |
-0.7% |
123.63 |
| High |
123.88 |
123.24 |
-0.64 |
-0.5% |
124.80 |
| Low |
123.80 |
122.96 |
-0.84 |
-0.7% |
122.73 |
| Close |
123.83 |
123.17 |
-0.66 |
-0.5% |
124.77 |
| Range |
0.08 |
0.28 |
0.20 |
250.0% |
2.07 |
| ATR |
0.57 |
0.59 |
0.02 |
3.7% |
0.00 |
| Volume |
220 |
1,062 |
842 |
382.7% |
6,395 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.96 |
123.85 |
123.32 |
|
| R3 |
123.68 |
123.57 |
123.25 |
|
| R2 |
123.40 |
123.40 |
123.22 |
|
| R1 |
123.29 |
123.29 |
123.20 |
123.35 |
| PP |
123.12 |
123.12 |
123.12 |
123.15 |
| S1 |
123.01 |
123.01 |
123.14 |
123.07 |
| S2 |
122.84 |
122.84 |
123.12 |
|
| S3 |
122.56 |
122.73 |
123.09 |
|
| S4 |
122.28 |
122.45 |
123.02 |
|
|
| 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 |
124.43 |
|
2.618 |
123.97 |
|
1.618 |
123.69 |
|
1.000 |
123.52 |
|
0.618 |
123.41 |
|
HIGH |
123.24 |
|
0.618 |
123.13 |
|
0.500 |
123.10 |
|
0.382 |
123.07 |
|
LOW |
122.96 |
|
0.618 |
122.79 |
|
1.000 |
122.68 |
|
1.618 |
122.51 |
|
2.618 |
122.23 |
|
4.250 |
121.77 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.15 |
123.85 |
| PP |
123.12 |
123.62 |
| S1 |
123.10 |
123.40 |
|