Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122.12 |
121.82 |
-0.30 |
-0.2% |
121.55 |
High |
122.33 |
121.95 |
-0.38 |
-0.3% |
121.90 |
Low |
122.10 |
121.74 |
-0.36 |
-0.3% |
121.18 |
Close |
122.39 |
122.11 |
-0.28 |
-0.2% |
121.24 |
Range |
0.23 |
0.21 |
-0.02 |
-8.7% |
0.72 |
ATR |
0.67 |
0.67 |
0.00 |
-0.3% |
0.00 |
Volume |
107 |
10 |
-97 |
-90.7% |
1,704 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.56 |
122.55 |
122.23 |
|
R3 |
122.35 |
122.34 |
122.17 |
|
R2 |
122.14 |
122.14 |
122.15 |
|
R1 |
122.13 |
122.13 |
122.13 |
122.14 |
PP |
121.93 |
121.93 |
121.93 |
121.94 |
S1 |
121.92 |
121.92 |
122.09 |
121.93 |
S2 |
121.72 |
121.72 |
122.07 |
|
S3 |
121.51 |
121.71 |
122.05 |
|
S4 |
121.30 |
121.50 |
121.99 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.33 |
121.18 |
1.15 |
0.9% |
0.26 |
0.2% |
81% |
False |
False |
400 |
10 |
124.05 |
121.18 |
2.87 |
2.4% |
0.48 |
0.4% |
32% |
False |
False |
378 |
20 |
124.05 |
121.18 |
2.87 |
2.4% |
0.57 |
0.5% |
32% |
False |
False |
432 |
40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.33 |
0.3% |
26% |
False |
False |
754 |
60 |
124.99 |
120.12 |
4.87 |
4.0% |
0.22 |
0.2% |
41% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.84 |
2.618 |
122.50 |
1.618 |
122.29 |
1.000 |
122.16 |
0.618 |
122.08 |
HIGH |
121.95 |
0.618 |
121.87 |
0.500 |
121.85 |
0.382 |
121.82 |
LOW |
121.74 |
0.618 |
121.61 |
1.000 |
121.53 |
1.618 |
121.40 |
2.618 |
121.19 |
4.250 |
120.85 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.02 |
122.08 |
PP |
121.93 |
122.04 |
S1 |
121.85 |
122.01 |
|