Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.68 |
121.48 |
-0.20 |
-0.2% |
123.00 |
| High |
121.82 |
121.57 |
-0.25 |
-0.2% |
124.05 |
| Low |
121.48 |
121.18 |
-0.30 |
-0.2% |
121.29 |
| Close |
121.72 |
121.24 |
-0.48 |
-0.4% |
121.78 |
| Range |
0.34 |
0.39 |
0.05 |
14.7% |
2.76 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.6% |
0.00 |
| Volume |
96 |
835 |
739 |
769.8% |
1,785 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.50 |
122.26 |
121.45 |
|
| R3 |
122.11 |
121.87 |
121.35 |
|
| R2 |
121.72 |
121.72 |
121.31 |
|
| R1 |
121.48 |
121.48 |
121.28 |
121.41 |
| PP |
121.33 |
121.33 |
121.33 |
121.29 |
| S1 |
121.09 |
121.09 |
121.20 |
121.02 |
| S2 |
120.94 |
120.94 |
121.17 |
|
| S3 |
120.55 |
120.70 |
121.13 |
|
| S4 |
120.16 |
120.31 |
121.03 |
|
|
| 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 |
123.23 |
|
2.618 |
122.59 |
|
1.618 |
122.20 |
|
1.000 |
121.96 |
|
0.618 |
121.81 |
|
HIGH |
121.57 |
|
0.618 |
121.42 |
|
0.500 |
121.38 |
|
0.382 |
121.33 |
|
LOW |
121.18 |
|
0.618 |
120.94 |
|
1.000 |
120.79 |
|
1.618 |
120.55 |
|
2.618 |
120.16 |
|
4.250 |
119.52 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.38 |
121.54 |
| PP |
121.33 |
121.44 |
| S1 |
121.29 |
121.34 |
|