Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123.59 |
123.55 |
-0.04 |
0.0% |
122.56 |
High |
123.59 |
123.93 |
0.34 |
0.3% |
123.93 |
Low |
122.92 |
123.40 |
0.48 |
0.4% |
121.62 |
Close |
123.34 |
124.00 |
0.66 |
0.5% |
124.00 |
Range |
0.67 |
0.53 |
-0.14 |
-20.9% |
2.31 |
ATR |
0.85 |
0.84 |
-0.02 |
-2.2% |
0.00 |
Volume |
54 |
36 |
-18 |
-33.3% |
6,483 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.37 |
125.21 |
124.29 |
|
R3 |
124.84 |
124.68 |
124.15 |
|
R2 |
124.31 |
124.31 |
124.10 |
|
R1 |
124.15 |
124.15 |
124.05 |
124.23 |
PP |
123.78 |
123.78 |
123.78 |
123.82 |
S1 |
123.62 |
123.62 |
123.95 |
123.70 |
S2 |
123.25 |
123.25 |
123.90 |
|
S3 |
122.72 |
123.09 |
123.85 |
|
S4 |
122.19 |
122.56 |
123.71 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.11 |
129.37 |
125.27 |
|
R3 |
127.80 |
127.06 |
124.64 |
|
R2 |
125.49 |
125.49 |
124.42 |
|
R1 |
124.75 |
124.75 |
124.21 |
125.12 |
PP |
123.18 |
123.18 |
123.18 |
123.37 |
S1 |
122.44 |
122.44 |
123.79 |
122.81 |
S2 |
120.87 |
120.87 |
123.58 |
|
S3 |
118.56 |
120.13 |
123.36 |
|
S4 |
116.25 |
117.82 |
122.73 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.18 |
2.618 |
125.32 |
1.618 |
124.79 |
1.000 |
124.46 |
0.618 |
124.26 |
HIGH |
123.93 |
0.618 |
123.73 |
0.500 |
123.67 |
0.382 |
123.60 |
LOW |
123.40 |
0.618 |
123.07 |
1.000 |
122.87 |
1.618 |
122.54 |
2.618 |
122.01 |
4.250 |
121.15 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.89 |
123.59 |
PP |
123.78 |
123.18 |
S1 |
123.67 |
122.78 |
|