Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122.61 |
122.28 |
-0.33 |
-0.3% |
121.77 |
High |
122.88 |
122.69 |
-0.19 |
-0.2% |
122.33 |
Low |
122.28 |
121.80 |
-0.48 |
-0.4% |
121.21 |
Close |
122.74 |
121.85 |
-0.89 |
-0.7% |
121.27 |
Range |
0.60 |
0.89 |
0.29 |
48.3% |
1.12 |
ATR |
0.71 |
0.73 |
0.02 |
2.3% |
0.00 |
Volume |
2,214 |
222 |
-1,992 |
-90.0% |
1,101 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.78 |
124.21 |
122.34 |
|
R3 |
123.89 |
123.32 |
122.09 |
|
R2 |
123.00 |
123.00 |
122.01 |
|
R1 |
122.43 |
122.43 |
121.93 |
122.27 |
PP |
122.11 |
122.11 |
122.11 |
122.04 |
S1 |
121.54 |
121.54 |
121.77 |
121.38 |
S2 |
121.22 |
121.22 |
121.69 |
|
S3 |
120.33 |
120.65 |
121.61 |
|
S4 |
119.44 |
119.76 |
121.36 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.88 |
121.21 |
1.67 |
1.4% |
0.54 |
0.4% |
38% |
False |
False |
885 |
10 |
122.88 |
121.18 |
1.70 |
1.4% |
0.41 |
0.3% |
39% |
False |
False |
716 |
20 |
124.05 |
121.18 |
2.87 |
2.4% |
0.51 |
0.4% |
23% |
False |
False |
536 |
40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.39 |
0.3% |
19% |
False |
False |
855 |
60 |
124.99 |
120.12 |
4.87 |
4.0% |
0.26 |
0.2% |
36% |
False |
False |
620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.47 |
2.618 |
125.02 |
1.618 |
124.13 |
1.000 |
123.58 |
0.618 |
123.24 |
HIGH |
122.69 |
0.618 |
122.35 |
0.500 |
122.25 |
0.382 |
122.14 |
LOW |
121.80 |
0.618 |
121.25 |
1.000 |
120.91 |
1.618 |
120.36 |
2.618 |
119.47 |
4.250 |
118.02 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.25 |
122.34 |
PP |
122.11 |
122.18 |
S1 |
121.98 |
122.01 |
|