Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.95 |
123.13 |
-0.82 |
-0.7% |
122.56 |
| High |
124.05 |
123.13 |
-0.92 |
-0.7% |
123.93 |
| Low |
123.60 |
122.23 |
-1.37 |
-1.1% |
121.62 |
| Close |
123.53 |
122.46 |
-1.07 |
-0.9% |
124.00 |
| Range |
0.45 |
0.90 |
0.45 |
100.0% |
2.31 |
| ATR |
0.81 |
0.84 |
0.04 |
4.4% |
0.00 |
| Volume |
923 |
109 |
-814 |
-88.2% |
6,483 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.31 |
124.78 |
122.96 |
|
| R3 |
124.41 |
123.88 |
122.71 |
|
| R2 |
123.51 |
123.51 |
122.63 |
|
| R1 |
122.98 |
122.98 |
122.54 |
122.80 |
| PP |
122.61 |
122.61 |
122.61 |
122.51 |
| S1 |
122.08 |
122.08 |
122.38 |
121.90 |
| S2 |
121.71 |
121.71 |
122.30 |
|
| S3 |
120.81 |
121.18 |
122.21 |
|
| S4 |
119.91 |
120.28 |
121.97 |
|
|
| 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 |
126.96 |
|
2.618 |
125.49 |
|
1.618 |
124.59 |
|
1.000 |
124.03 |
|
0.618 |
123.69 |
|
HIGH |
123.13 |
|
0.618 |
122.79 |
|
0.500 |
122.68 |
|
0.382 |
122.57 |
|
LOW |
122.23 |
|
0.618 |
121.67 |
|
1.000 |
121.33 |
|
1.618 |
120.77 |
|
2.618 |
119.87 |
|
4.250 |
118.41 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.68 |
123.14 |
| PP |
122.61 |
122.91 |
| S1 |
122.53 |
122.69 |
|