Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122.88 |
123.00 |
0.12 |
0.1% |
123.95 |
High |
123.10 |
123.54 |
0.44 |
0.4% |
124.05 |
Low |
122.61 |
123.00 |
0.39 |
0.3% |
122.08 |
Close |
123.01 |
123.64 |
0.63 |
0.5% |
123.01 |
Range |
0.49 |
0.54 |
0.05 |
10.2% |
1.97 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.1% |
0.00 |
Volume |
820 |
63 |
-757 |
-92.3% |
2,668 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.01 |
124.87 |
123.94 |
|
R3 |
124.47 |
124.33 |
123.79 |
|
R2 |
123.93 |
123.93 |
123.74 |
|
R1 |
123.79 |
123.79 |
123.69 |
123.86 |
PP |
123.39 |
123.39 |
123.39 |
123.43 |
S1 |
123.25 |
123.25 |
123.59 |
123.32 |
S2 |
122.85 |
122.85 |
123.54 |
|
S3 |
122.31 |
122.71 |
123.49 |
|
S4 |
121.77 |
122.17 |
123.34 |
|
|
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 |
125.84 |
2.618 |
124.95 |
1.618 |
124.41 |
1.000 |
124.08 |
0.618 |
123.87 |
HIGH |
123.54 |
0.618 |
123.33 |
0.500 |
123.27 |
0.382 |
123.21 |
LOW |
123.00 |
0.618 |
122.67 |
1.000 |
122.46 |
1.618 |
122.13 |
2.618 |
121.59 |
4.250 |
120.71 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.52 |
123.39 |
PP |
123.39 |
123.14 |
S1 |
123.27 |
122.89 |
|