Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.19 |
122.61 |
0.42 |
0.3% |
121.77 |
| High |
122.43 |
122.88 |
0.45 |
0.4% |
122.33 |
| Low |
122.19 |
122.28 |
0.09 |
0.1% |
121.21 |
| Close |
122.34 |
122.74 |
0.40 |
0.3% |
121.27 |
| Range |
0.24 |
0.60 |
0.36 |
150.0% |
1.12 |
| ATR |
0.72 |
0.71 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,954 |
2,214 |
260 |
13.3% |
1,101 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.43 |
124.19 |
123.07 |
|
| R3 |
123.83 |
123.59 |
122.91 |
|
| R2 |
123.23 |
123.23 |
122.85 |
|
| R1 |
122.99 |
122.99 |
122.80 |
123.11 |
| PP |
122.63 |
122.63 |
122.63 |
122.70 |
| S1 |
122.39 |
122.39 |
122.69 |
122.51 |
| S2 |
122.03 |
122.03 |
122.63 |
|
| S3 |
121.43 |
121.79 |
122.58 |
|
| S4 |
120.83 |
121.19 |
122.41 |
|
|
| 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 |
125.43 |
|
2.618 |
124.45 |
|
1.618 |
123.85 |
|
1.000 |
123.48 |
|
0.618 |
123.25 |
|
HIGH |
122.88 |
|
0.618 |
122.65 |
|
0.500 |
122.58 |
|
0.382 |
122.51 |
|
LOW |
122.28 |
|
0.618 |
121.91 |
|
1.000 |
121.68 |
|
1.618 |
121.31 |
|
2.618 |
120.71 |
|
4.250 |
119.73 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.69 |
122.51 |
| PP |
122.63 |
122.28 |
| S1 |
122.58 |
122.05 |
|