Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.56 |
122.46 |
-0.10 |
-0.1% |
124.58 |
| High |
122.56 |
122.46 |
-0.10 |
-0.1% |
124.73 |
| Low |
122.52 |
121.95 |
-0.57 |
-0.5% |
122.61 |
| Close |
122.58 |
121.95 |
-0.63 |
-0.5% |
123.38 |
| Range |
0.04 |
0.51 |
0.47 |
1,175.0% |
2.12 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,105 |
3,957 |
2,852 |
258.1% |
9,197 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.65 |
123.31 |
122.23 |
|
| R3 |
123.14 |
122.80 |
122.09 |
|
| R2 |
122.63 |
122.63 |
122.04 |
|
| R1 |
122.29 |
122.29 |
122.00 |
122.21 |
| PP |
122.12 |
122.12 |
122.12 |
122.08 |
| S1 |
121.78 |
121.78 |
121.90 |
121.70 |
| S2 |
121.61 |
121.61 |
121.86 |
|
| S3 |
121.10 |
121.27 |
121.81 |
|
| S4 |
120.59 |
120.76 |
121.67 |
|
|
| 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 |
124.63 |
|
2.618 |
123.80 |
|
1.618 |
123.29 |
|
1.000 |
122.97 |
|
0.618 |
122.78 |
|
HIGH |
122.46 |
|
0.618 |
122.27 |
|
0.500 |
122.21 |
|
0.382 |
122.14 |
|
LOW |
121.95 |
|
0.618 |
121.63 |
|
1.000 |
121.44 |
|
1.618 |
121.12 |
|
2.618 |
120.61 |
|
4.250 |
119.78 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.21 |
122.55 |
| PP |
122.12 |
122.35 |
| S1 |
122.04 |
122.15 |
|