Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121.62 |
123.59 |
1.97 |
1.6% |
124.58 |
High |
123.64 |
123.59 |
-0.05 |
0.0% |
124.73 |
Low |
121.62 |
122.92 |
1.30 |
1.1% |
122.61 |
Close |
121.59 |
123.34 |
1.75 |
1.4% |
123.38 |
Range |
2.02 |
0.67 |
-1.35 |
-66.8% |
2.12 |
ATR |
0.77 |
0.85 |
0.09 |
11.5% |
0.00 |
Volume |
1,331 |
54 |
-1,277 |
-95.9% |
9,197 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.29 |
124.99 |
123.71 |
|
R3 |
124.62 |
124.32 |
123.52 |
|
R2 |
123.95 |
123.95 |
123.46 |
|
R1 |
123.65 |
123.65 |
123.40 |
123.47 |
PP |
123.28 |
123.28 |
123.28 |
123.19 |
S1 |
122.98 |
122.98 |
123.28 |
122.80 |
S2 |
122.61 |
122.61 |
123.22 |
|
S3 |
121.94 |
122.31 |
123.16 |
|
S4 |
121.27 |
121.64 |
122.97 |
|
|
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 |
126.44 |
2.618 |
125.34 |
1.618 |
124.67 |
1.000 |
124.26 |
0.618 |
124.00 |
HIGH |
123.59 |
0.618 |
123.33 |
0.500 |
123.26 |
0.382 |
123.18 |
LOW |
122.92 |
0.618 |
122.51 |
1.000 |
122.25 |
1.618 |
121.84 |
2.618 |
121.17 |
4.250 |
120.07 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.31 |
123.10 |
PP |
123.28 |
122.87 |
S1 |
123.26 |
122.63 |
|