Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123.55 |
123.95 |
0.40 |
0.3% |
122.56 |
High |
123.93 |
124.05 |
0.12 |
0.1% |
123.93 |
Low |
123.40 |
123.60 |
0.20 |
0.2% |
121.62 |
Close |
124.00 |
123.53 |
-0.47 |
-0.4% |
124.00 |
Range |
0.53 |
0.45 |
-0.08 |
-15.1% |
2.31 |
ATR |
0.84 |
0.81 |
-0.03 |
-3.3% |
0.00 |
Volume |
36 |
923 |
887 |
2,463.9% |
6,483 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.08 |
124.75 |
123.78 |
|
R3 |
124.63 |
124.30 |
123.65 |
|
R2 |
124.18 |
124.18 |
123.61 |
|
R1 |
123.85 |
123.85 |
123.57 |
123.79 |
PP |
123.73 |
123.73 |
123.73 |
123.70 |
S1 |
123.40 |
123.40 |
123.49 |
123.34 |
S2 |
123.28 |
123.28 |
123.45 |
|
S3 |
122.83 |
122.95 |
123.41 |
|
S4 |
122.38 |
122.50 |
123.28 |
|
|
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 |
125.96 |
2.618 |
125.23 |
1.618 |
124.78 |
1.000 |
124.50 |
0.618 |
124.33 |
HIGH |
124.05 |
0.618 |
123.88 |
0.500 |
123.83 |
0.382 |
123.77 |
LOW |
123.60 |
0.618 |
123.32 |
1.000 |
123.15 |
1.618 |
122.87 |
2.618 |
122.42 |
4.250 |
121.69 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.83 |
123.52 |
PP |
123.73 |
123.50 |
S1 |
123.63 |
123.49 |
|