Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121.55 |
121.62 |
0.07 |
0.1% |
123.00 |
High |
121.80 |
121.90 |
0.10 |
0.1% |
124.05 |
Low |
121.46 |
121.60 |
0.14 |
0.1% |
121.29 |
Close |
121.68 |
121.58 |
-0.10 |
-0.1% |
121.78 |
Range |
0.34 |
0.30 |
-0.04 |
-11.8% |
2.76 |
ATR |
0.76 |
0.73 |
-0.03 |
-4.3% |
0.00 |
Volume |
28 |
745 |
717 |
2,560.7% |
1,785 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.59 |
122.39 |
121.75 |
|
R3 |
122.29 |
122.09 |
121.66 |
|
R2 |
121.99 |
121.99 |
121.64 |
|
R1 |
121.79 |
121.79 |
121.61 |
121.74 |
PP |
121.69 |
121.69 |
121.69 |
121.67 |
S1 |
121.49 |
121.49 |
121.55 |
121.44 |
S2 |
121.39 |
121.39 |
121.53 |
|
S3 |
121.09 |
121.19 |
121.50 |
|
S4 |
120.79 |
120.89 |
121.42 |
|
|
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 |
123.18 |
2.618 |
122.69 |
1.618 |
122.39 |
1.000 |
122.20 |
0.618 |
122.09 |
HIGH |
121.90 |
0.618 |
121.79 |
0.500 |
121.75 |
0.382 |
121.71 |
LOW |
121.60 |
0.618 |
121.41 |
1.000 |
121.30 |
1.618 |
121.11 |
2.618 |
120.81 |
4.250 |
120.33 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121.75 |
121.83 |
PP |
121.69 |
121.74 |
S1 |
121.64 |
121.66 |
|