Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.87 |
122.19 |
0.32 |
0.3% |
121.77 |
| High |
121.97 |
122.43 |
0.46 |
0.4% |
122.33 |
| Low |
121.21 |
122.19 |
0.98 |
0.8% |
121.21 |
| Close |
121.27 |
122.34 |
1.07 |
0.9% |
121.27 |
| Range |
0.76 |
0.24 |
-0.52 |
-68.4% |
1.12 |
| ATR |
0.69 |
0.72 |
0.03 |
4.9% |
0.00 |
| Volume |
28 |
1,954 |
1,926 |
6,878.6% |
1,101 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.04 |
122.93 |
122.47 |
|
| R3 |
122.80 |
122.69 |
122.41 |
|
| R2 |
122.56 |
122.56 |
122.38 |
|
| R1 |
122.45 |
122.45 |
122.36 |
122.51 |
| PP |
122.32 |
122.32 |
122.32 |
122.35 |
| S1 |
122.21 |
122.21 |
122.32 |
122.27 |
| S2 |
122.08 |
122.08 |
122.30 |
|
| S3 |
121.84 |
121.97 |
122.27 |
|
| S4 |
121.60 |
121.73 |
122.21 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.96 |
124.24 |
121.89 |
|
| R3 |
123.84 |
123.12 |
121.58 |
|
| R2 |
122.72 |
122.72 |
121.48 |
|
| R1 |
122.00 |
122.00 |
121.37 |
121.80 |
| PP |
121.60 |
121.60 |
121.60 |
121.51 |
| S1 |
120.88 |
120.88 |
121.17 |
120.68 |
| S2 |
120.48 |
120.48 |
121.06 |
|
| S3 |
119.36 |
119.76 |
120.96 |
|
| S4 |
118.24 |
118.64 |
120.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.45 |
|
2.618 |
123.06 |
|
1.618 |
122.82 |
|
1.000 |
122.67 |
|
0.618 |
122.58 |
|
HIGH |
122.43 |
|
0.618 |
122.34 |
|
0.500 |
122.31 |
|
0.382 |
122.28 |
|
LOW |
122.19 |
|
0.618 |
122.04 |
|
1.000 |
121.95 |
|
1.618 |
121.80 |
|
2.618 |
121.56 |
|
4.250 |
121.17 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.33 |
122.17 |
| PP |
122.32 |
121.99 |
| S1 |
122.31 |
121.82 |
|