Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123.00 |
123.46 |
0.46 |
0.4% |
123.95 |
High |
123.54 |
123.90 |
0.36 |
0.3% |
124.05 |
Low |
123.00 |
123.43 |
0.43 |
0.3% |
122.08 |
Close |
123.64 |
123.90 |
0.26 |
0.2% |
123.01 |
Range |
0.54 |
0.47 |
-0.07 |
-13.0% |
1.97 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.7% |
0.00 |
Volume |
63 |
715 |
652 |
1,034.9% |
2,668 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.15 |
125.00 |
124.16 |
|
R3 |
124.68 |
124.53 |
124.03 |
|
R2 |
124.21 |
124.21 |
123.99 |
|
R1 |
124.06 |
124.06 |
123.94 |
124.14 |
PP |
123.74 |
123.74 |
123.74 |
123.78 |
S1 |
123.59 |
123.59 |
123.86 |
123.67 |
S2 |
123.27 |
123.27 |
123.81 |
|
S3 |
122.80 |
123.12 |
123.77 |
|
S4 |
122.33 |
122.65 |
123.64 |
|
|
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 |
125.90 |
2.618 |
125.13 |
1.618 |
124.66 |
1.000 |
124.37 |
0.618 |
124.19 |
HIGH |
123.90 |
0.618 |
123.72 |
0.500 |
123.67 |
0.382 |
123.61 |
LOW |
123.43 |
0.618 |
123.14 |
1.000 |
122.96 |
1.618 |
122.67 |
2.618 |
122.20 |
4.250 |
121.43 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.82 |
123.69 |
PP |
123.74 |
123.47 |
S1 |
123.67 |
123.26 |
|