Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.77 |
122.12 |
0.35 |
0.3% |
121.55 |
| High |
121.83 |
122.33 |
0.50 |
0.4% |
121.90 |
| Low |
121.69 |
122.10 |
0.41 |
0.3% |
121.18 |
| Close |
121.72 |
122.39 |
0.67 |
0.6% |
121.24 |
| Range |
0.14 |
0.23 |
0.09 |
64.3% |
0.72 |
| ATR |
0.68 |
0.67 |
0.00 |
-0.7% |
0.00 |
| Volume |
956 |
107 |
-849 |
-88.8% |
1,704 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.96 |
122.91 |
122.52 |
|
| R3 |
122.73 |
122.68 |
122.45 |
|
| R2 |
122.50 |
122.50 |
122.43 |
|
| R1 |
122.45 |
122.45 |
122.41 |
122.48 |
| PP |
122.27 |
122.27 |
122.27 |
122.29 |
| S1 |
122.22 |
122.22 |
122.37 |
122.25 |
| S2 |
122.04 |
122.04 |
122.35 |
|
| S3 |
121.81 |
121.99 |
122.33 |
|
| S4 |
121.58 |
121.76 |
122.26 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.60 |
123.14 |
121.64 |
|
| R3 |
122.88 |
122.42 |
121.44 |
|
| R2 |
122.16 |
122.16 |
121.37 |
|
| R1 |
121.70 |
121.70 |
121.31 |
121.57 |
| PP |
121.44 |
121.44 |
121.44 |
121.38 |
| S1 |
120.98 |
120.98 |
121.17 |
120.85 |
| S2 |
120.72 |
120.72 |
121.11 |
|
| S3 |
120.00 |
120.26 |
121.04 |
|
| S4 |
119.28 |
119.54 |
120.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.31 |
|
2.618 |
122.93 |
|
1.618 |
122.70 |
|
1.000 |
122.56 |
|
0.618 |
122.47 |
|
HIGH |
122.33 |
|
0.618 |
122.24 |
|
0.500 |
122.22 |
|
0.382 |
122.19 |
|
LOW |
122.10 |
|
0.618 |
121.96 |
|
1.000 |
121.87 |
|
1.618 |
121.73 |
|
2.618 |
121.50 |
|
4.250 |
121.12 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.33 |
122.18 |
| PP |
122.27 |
121.97 |
| S1 |
122.22 |
121.76 |
|