Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.29 |
122.24 |
-0.05 |
0.0% |
122.56 |
| High |
122.30 |
122.63 |
0.33 |
0.3% |
123.93 |
| Low |
122.08 |
122.24 |
0.16 |
0.1% |
121.62 |
| Close |
122.45 |
122.51 |
0.06 |
0.0% |
124.00 |
| Range |
0.22 |
0.39 |
0.17 |
77.3% |
2.31 |
| ATR |
0.81 |
0.78 |
-0.03 |
-3.7% |
0.00 |
| Volume |
812 |
4 |
-808 |
-99.5% |
6,483 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.63 |
123.46 |
122.72 |
|
| R3 |
123.24 |
123.07 |
122.62 |
|
| R2 |
122.85 |
122.85 |
122.58 |
|
| R1 |
122.68 |
122.68 |
122.55 |
122.77 |
| PP |
122.46 |
122.46 |
122.46 |
122.50 |
| S1 |
122.29 |
122.29 |
122.47 |
122.38 |
| S2 |
122.07 |
122.07 |
122.44 |
|
| S3 |
121.68 |
121.90 |
122.40 |
|
| S4 |
121.29 |
121.51 |
122.30 |
|
|
| 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 |
124.29 |
|
2.618 |
123.65 |
|
1.618 |
123.26 |
|
1.000 |
123.02 |
|
0.618 |
122.87 |
|
HIGH |
122.63 |
|
0.618 |
122.48 |
|
0.500 |
122.44 |
|
0.382 |
122.39 |
|
LOW |
122.24 |
|
0.618 |
122.00 |
|
1.000 |
121.85 |
|
1.618 |
121.61 |
|
2.618 |
121.22 |
|
4.250 |
120.58 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.49 |
122.61 |
| PP |
122.46 |
122.57 |
| S1 |
122.44 |
122.54 |
|