Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123.65 |
122.36 |
-1.29 |
-1.0% |
123.00 |
High |
123.65 |
122.36 |
-1.29 |
-1.0% |
124.05 |
Low |
122.17 |
121.29 |
-0.88 |
-0.7% |
121.29 |
Close |
122.41 |
121.78 |
-0.63 |
-0.5% |
121.78 |
Range |
1.48 |
1.07 |
-0.41 |
-27.7% |
2.76 |
ATR |
0.77 |
0.79 |
0.03 |
3.3% |
0.00 |
Volume |
47 |
856 |
809 |
1,721.3% |
1,785 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.02 |
124.47 |
122.37 |
|
R3 |
123.95 |
123.40 |
122.07 |
|
R2 |
122.88 |
122.88 |
121.98 |
|
R1 |
122.33 |
122.33 |
121.88 |
122.07 |
PP |
121.81 |
121.81 |
121.81 |
121.68 |
S1 |
121.26 |
121.26 |
121.68 |
121.00 |
S2 |
120.74 |
120.74 |
121.58 |
|
S3 |
119.67 |
120.19 |
121.49 |
|
S4 |
118.60 |
119.12 |
121.19 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.65 |
128.98 |
123.30 |
|
R3 |
127.89 |
126.22 |
122.54 |
|
R2 |
125.13 |
125.13 |
122.29 |
|
R1 |
123.46 |
123.46 |
122.03 |
122.92 |
PP |
122.37 |
122.37 |
122.37 |
122.10 |
S1 |
120.70 |
120.70 |
121.53 |
120.16 |
S2 |
119.61 |
119.61 |
121.27 |
|
S3 |
116.85 |
117.94 |
121.02 |
|
S4 |
114.09 |
115.18 |
120.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.91 |
2.618 |
125.16 |
1.618 |
124.09 |
1.000 |
123.43 |
0.618 |
123.02 |
HIGH |
122.36 |
0.618 |
121.95 |
0.500 |
121.83 |
0.382 |
121.70 |
LOW |
121.29 |
0.618 |
120.63 |
1.000 |
120.22 |
1.618 |
119.56 |
2.618 |
118.49 |
4.250 |
116.74 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121.83 |
122.67 |
PP |
121.81 |
122.37 |
S1 |
121.80 |
122.08 |
|