Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.62 |
121.68 |
0.06 |
0.0% |
123.00 |
| High |
121.90 |
121.82 |
-0.08 |
-0.1% |
124.05 |
| Low |
121.60 |
121.48 |
-0.12 |
-0.1% |
121.29 |
| Close |
121.58 |
121.72 |
0.14 |
0.1% |
121.78 |
| Range |
0.30 |
0.34 |
0.04 |
13.3% |
2.76 |
| ATR |
0.73 |
0.70 |
-0.03 |
-3.8% |
0.00 |
| Volume |
745 |
96 |
-649 |
-87.1% |
1,785 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.69 |
122.55 |
121.91 |
|
| R3 |
122.35 |
122.21 |
121.81 |
|
| R2 |
122.01 |
122.01 |
121.78 |
|
| R1 |
121.87 |
121.87 |
121.75 |
121.94 |
| PP |
121.67 |
121.67 |
121.67 |
121.71 |
| S1 |
121.53 |
121.53 |
121.69 |
121.60 |
| S2 |
121.33 |
121.33 |
121.66 |
|
| S3 |
120.99 |
121.19 |
121.63 |
|
| S4 |
120.65 |
120.85 |
121.53 |
|
|
| 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 |
123.27 |
|
2.618 |
122.71 |
|
1.618 |
122.37 |
|
1.000 |
122.16 |
|
0.618 |
122.03 |
|
HIGH |
121.82 |
|
0.618 |
121.69 |
|
0.500 |
121.65 |
|
0.382 |
121.61 |
|
LOW |
121.48 |
|
0.618 |
121.27 |
|
1.000 |
121.14 |
|
1.618 |
120.93 |
|
2.618 |
120.59 |
|
4.250 |
120.04 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.70 |
121.71 |
| PP |
121.67 |
121.69 |
| S1 |
121.65 |
121.68 |
|