Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123.46 |
124.05 |
0.59 |
0.5% |
123.95 |
High |
123.90 |
124.05 |
0.15 |
0.1% |
124.05 |
Low |
123.43 |
123.80 |
0.37 |
0.3% |
122.08 |
Close |
123.90 |
123.84 |
-0.06 |
0.0% |
123.01 |
Range |
0.47 |
0.25 |
-0.22 |
-46.8% |
1.97 |
ATR |
0.73 |
0.70 |
-0.03 |
-4.7% |
0.00 |
Volume |
715 |
104 |
-611 |
-85.5% |
2,668 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.65 |
124.49 |
123.98 |
|
R3 |
124.40 |
124.24 |
123.91 |
|
R2 |
124.15 |
124.15 |
123.89 |
|
R1 |
123.99 |
123.99 |
123.86 |
123.95 |
PP |
123.90 |
123.90 |
123.90 |
123.87 |
S1 |
123.74 |
123.74 |
123.82 |
123.70 |
S2 |
123.65 |
123.65 |
123.79 |
|
S3 |
123.40 |
123.49 |
123.77 |
|
S4 |
123.15 |
123.24 |
123.70 |
|
|
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 |
125.11 |
2.618 |
124.70 |
1.618 |
124.45 |
1.000 |
124.30 |
0.618 |
124.20 |
HIGH |
124.05 |
0.618 |
123.95 |
0.500 |
123.93 |
0.382 |
123.90 |
LOW |
123.80 |
0.618 |
123.65 |
1.000 |
123.55 |
1.618 |
123.40 |
2.618 |
123.15 |
4.250 |
122.74 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123.93 |
123.74 |
PP |
123.90 |
123.63 |
S1 |
123.87 |
123.53 |
|