Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124.05 |
123.65 |
-0.40 |
-0.3% |
123.95 |
| High |
124.05 |
123.65 |
-0.40 |
-0.3% |
124.05 |
| Low |
123.80 |
122.17 |
-1.63 |
-1.3% |
122.08 |
| Close |
123.84 |
122.41 |
-1.43 |
-1.2% |
123.01 |
| Range |
0.25 |
1.48 |
1.23 |
492.0% |
1.97 |
| ATR |
0.70 |
0.77 |
0.07 |
10.0% |
0.00 |
| Volume |
104 |
47 |
-57 |
-54.8% |
2,668 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.18 |
126.28 |
123.22 |
|
| R3 |
125.70 |
124.80 |
122.82 |
|
| R2 |
124.22 |
124.22 |
122.68 |
|
| R1 |
123.32 |
123.32 |
122.55 |
123.03 |
| PP |
122.74 |
122.74 |
122.74 |
122.60 |
| S1 |
121.84 |
121.84 |
122.27 |
121.55 |
| S2 |
121.26 |
121.26 |
122.14 |
|
| S3 |
119.78 |
120.36 |
122.00 |
|
| S4 |
118.30 |
118.88 |
121.60 |
|
|
| 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 |
129.94 |
|
2.618 |
127.52 |
|
1.618 |
126.04 |
|
1.000 |
125.13 |
|
0.618 |
124.56 |
|
HIGH |
123.65 |
|
0.618 |
123.08 |
|
0.500 |
122.91 |
|
0.382 |
122.74 |
|
LOW |
122.17 |
|
0.618 |
121.26 |
|
1.000 |
120.69 |
|
1.618 |
119.78 |
|
2.618 |
118.30 |
|
4.250 |
115.88 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.91 |
123.11 |
| PP |
122.74 |
122.88 |
| S1 |
122.58 |
122.64 |
|