Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.13 |
122.29 |
-0.84 |
-0.7% |
122.56 |
| High |
123.13 |
122.30 |
-0.83 |
-0.7% |
123.93 |
| Low |
122.23 |
122.08 |
-0.15 |
-0.1% |
121.62 |
| Close |
122.46 |
122.45 |
-0.01 |
0.0% |
124.00 |
| Range |
0.90 |
0.22 |
-0.68 |
-75.6% |
2.31 |
| ATR |
0.84 |
0.81 |
-0.03 |
-3.9% |
0.00 |
| Volume |
109 |
812 |
703 |
645.0% |
6,483 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.94 |
122.91 |
122.57 |
|
| R3 |
122.72 |
122.69 |
122.51 |
|
| R2 |
122.50 |
122.50 |
122.49 |
|
| R1 |
122.47 |
122.47 |
122.47 |
122.49 |
| PP |
122.28 |
122.28 |
122.28 |
122.28 |
| S1 |
122.25 |
122.25 |
122.43 |
122.27 |
| S2 |
122.06 |
122.06 |
122.41 |
|
| S3 |
121.84 |
122.03 |
122.39 |
|
| S4 |
121.62 |
121.81 |
122.33 |
|
|
| 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 |
123.24 |
|
2.618 |
122.88 |
|
1.618 |
122.66 |
|
1.000 |
122.52 |
|
0.618 |
122.44 |
|
HIGH |
122.30 |
|
0.618 |
122.22 |
|
0.500 |
122.19 |
|
0.382 |
122.16 |
|
LOW |
122.08 |
|
0.618 |
121.94 |
|
1.000 |
121.86 |
|
1.618 |
121.72 |
|
2.618 |
121.50 |
|
4.250 |
121.15 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.36 |
123.07 |
| PP |
122.28 |
122.86 |
| S1 |
122.19 |
122.66 |
|