Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.83 |
122.56 |
-0.27 |
-0.2% |
124.58 |
| High |
123.15 |
122.56 |
-0.59 |
-0.5% |
124.73 |
| Low |
122.61 |
122.52 |
-0.09 |
-0.1% |
122.61 |
| Close |
123.38 |
122.58 |
-0.80 |
-0.6% |
123.38 |
| Range |
0.54 |
0.04 |
-0.50 |
-92.6% |
2.12 |
| ATR |
0.66 |
0.67 |
0.01 |
2.2% |
0.00 |
| Volume |
2,190 |
1,105 |
-1,085 |
-49.5% |
9,197 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.67 |
122.67 |
122.60 |
|
| R3 |
122.63 |
122.63 |
122.59 |
|
| R2 |
122.59 |
122.59 |
122.59 |
|
| R1 |
122.59 |
122.59 |
122.58 |
122.59 |
| PP |
122.55 |
122.55 |
122.55 |
122.56 |
| S1 |
122.55 |
122.55 |
122.58 |
122.55 |
| S2 |
122.51 |
122.51 |
122.57 |
|
| S3 |
122.47 |
122.51 |
122.57 |
|
| S4 |
122.43 |
122.47 |
122.56 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.93 |
128.78 |
124.55 |
|
| R3 |
127.81 |
126.66 |
123.96 |
|
| R2 |
125.69 |
125.69 |
123.77 |
|
| R1 |
124.54 |
124.54 |
123.57 |
124.06 |
| PP |
123.57 |
123.57 |
123.57 |
123.33 |
| S1 |
122.42 |
122.42 |
123.19 |
121.94 |
| S2 |
121.45 |
121.45 |
122.99 |
|
| S3 |
119.33 |
120.30 |
122.80 |
|
| S4 |
117.21 |
118.18 |
122.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.73 |
|
2.618 |
122.66 |
|
1.618 |
122.62 |
|
1.000 |
122.60 |
|
0.618 |
122.58 |
|
HIGH |
122.56 |
|
0.618 |
122.54 |
|
0.500 |
122.54 |
|
0.382 |
122.54 |
|
LOW |
122.52 |
|
0.618 |
122.50 |
|
1.000 |
122.48 |
|
1.618 |
122.46 |
|
2.618 |
122.42 |
|
4.250 |
122.35 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.57 |
123.28 |
| PP |
122.55 |
123.04 |
| S1 |
122.54 |
122.81 |
|