Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.24 |
122.88 |
0.64 |
0.5% |
123.95 |
| High |
122.63 |
123.10 |
0.47 |
0.4% |
124.05 |
| Low |
122.24 |
122.61 |
0.37 |
0.3% |
122.08 |
| Close |
122.51 |
123.01 |
0.50 |
0.4% |
123.01 |
| Range |
0.39 |
0.49 |
0.10 |
25.6% |
1.97 |
| ATR |
0.78 |
0.77 |
-0.01 |
-1.7% |
0.00 |
| Volume |
4 |
820 |
816 |
20,400.0% |
2,668 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.38 |
124.18 |
123.28 |
|
| R3 |
123.89 |
123.69 |
123.14 |
|
| R2 |
123.40 |
123.40 |
123.10 |
|
| R1 |
123.20 |
123.20 |
123.05 |
123.30 |
| PP |
122.91 |
122.91 |
122.91 |
122.96 |
| S1 |
122.71 |
122.71 |
122.97 |
122.81 |
| S2 |
122.42 |
122.42 |
122.92 |
|
| S3 |
121.93 |
122.22 |
122.88 |
|
| S4 |
121.44 |
121.73 |
122.74 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.96 |
127.95 |
124.09 |
|
| R3 |
126.99 |
125.98 |
123.55 |
|
| R2 |
125.02 |
125.02 |
123.37 |
|
| R1 |
124.01 |
124.01 |
123.19 |
123.53 |
| PP |
123.05 |
123.05 |
123.05 |
122.81 |
| S1 |
122.04 |
122.04 |
122.83 |
121.56 |
| S2 |
121.08 |
121.08 |
122.65 |
|
| S3 |
119.11 |
120.07 |
122.47 |
|
| S4 |
117.14 |
118.10 |
121.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.18 |
|
2.618 |
124.38 |
|
1.618 |
123.89 |
|
1.000 |
123.59 |
|
0.618 |
123.40 |
|
HIGH |
123.10 |
|
0.618 |
122.91 |
|
0.500 |
122.86 |
|
0.382 |
122.80 |
|
LOW |
122.61 |
|
0.618 |
122.31 |
|
1.000 |
122.12 |
|
1.618 |
121.82 |
|
2.618 |
121.33 |
|
4.250 |
120.53 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.96 |
122.87 |
| PP |
122.91 |
122.73 |
| S1 |
122.86 |
122.59 |
|