Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.46 |
121.62 |
-0.84 |
-0.7% |
124.58 |
| High |
122.46 |
123.64 |
1.18 |
1.0% |
124.73 |
| Low |
121.95 |
121.62 |
-0.33 |
-0.3% |
122.61 |
| Close |
121.95 |
121.59 |
-0.36 |
-0.3% |
123.38 |
| Range |
0.51 |
2.02 |
1.51 |
296.1% |
2.12 |
| ATR |
0.67 |
0.77 |
0.10 |
14.4% |
0.00 |
| Volume |
3,957 |
1,331 |
-2,626 |
-66.4% |
9,197 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.34 |
126.99 |
122.70 |
|
| R3 |
126.32 |
124.97 |
122.15 |
|
| R2 |
124.30 |
124.30 |
121.96 |
|
| R1 |
122.95 |
122.95 |
121.78 |
122.62 |
| PP |
122.28 |
122.28 |
122.28 |
122.12 |
| S1 |
120.93 |
120.93 |
121.40 |
120.60 |
| S2 |
120.26 |
120.26 |
121.22 |
|
| S3 |
118.24 |
118.91 |
121.03 |
|
| S4 |
116.22 |
116.89 |
120.48 |
|
|
| 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 |
132.23 |
|
2.618 |
128.93 |
|
1.618 |
126.91 |
|
1.000 |
125.66 |
|
0.618 |
124.89 |
|
HIGH |
123.64 |
|
0.618 |
122.87 |
|
0.500 |
122.63 |
|
0.382 |
122.39 |
|
LOW |
121.62 |
|
0.618 |
120.37 |
|
1.000 |
119.60 |
|
1.618 |
118.35 |
|
2.618 |
116.33 |
|
4.250 |
113.04 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.63 |
122.63 |
| PP |
122.28 |
122.28 |
| S1 |
121.94 |
121.94 |
|