Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.77 |
122.00 |
-0.77 |
-0.6% |
122.19 |
| High |
122.77 |
122.63 |
-0.14 |
-0.1% |
122.88 |
| Low |
122.31 |
121.80 |
-0.51 |
-0.4% |
121.55 |
| Close |
122.49 |
122.63 |
0.14 |
0.1% |
121.97 |
| Range |
0.46 |
0.83 |
0.37 |
80.4% |
1.33 |
| ATR |
0.67 |
0.69 |
0.01 |
1.6% |
0.00 |
| Volume |
138 |
86 |
-52 |
-37.7% |
4,790 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.84 |
124.57 |
123.09 |
|
| R3 |
124.01 |
123.74 |
122.86 |
|
| R2 |
123.18 |
123.18 |
122.78 |
|
| R1 |
122.91 |
122.91 |
122.71 |
123.05 |
| PP |
122.35 |
122.35 |
122.35 |
122.42 |
| S1 |
122.08 |
122.08 |
122.55 |
122.22 |
| S2 |
121.52 |
121.52 |
122.48 |
|
| S3 |
120.69 |
121.25 |
122.40 |
|
| S4 |
119.86 |
120.42 |
122.17 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.12 |
125.38 |
122.70 |
|
| R3 |
124.79 |
124.05 |
122.34 |
|
| R2 |
123.46 |
123.46 |
122.21 |
|
| R1 |
122.72 |
122.72 |
122.09 |
122.43 |
| PP |
122.13 |
122.13 |
122.13 |
121.99 |
| S1 |
121.39 |
121.39 |
121.85 |
121.10 |
| S2 |
120.80 |
120.80 |
121.73 |
|
| S3 |
119.47 |
120.06 |
121.60 |
|
| S4 |
118.14 |
118.73 |
121.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.77 |
121.55 |
1.22 |
1.0% |
0.50 |
0.4% |
89% |
False |
False |
176 |
| 10 |
122.88 |
121.21 |
1.67 |
1.4% |
0.52 |
0.4% |
85% |
False |
False |
531 |
| 20 |
124.05 |
121.18 |
2.87 |
2.3% |
0.51 |
0.4% |
51% |
False |
False |
490 |
| 40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.45 |
0.4% |
40% |
False |
False |
862 |
| 60 |
124.80 |
120.12 |
4.68 |
3.8% |
0.30 |
0.2% |
54% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.16 |
|
2.618 |
124.80 |
|
1.618 |
123.97 |
|
1.000 |
123.46 |
|
0.618 |
123.14 |
|
HIGH |
122.63 |
|
0.618 |
122.31 |
|
0.500 |
122.22 |
|
0.382 |
122.12 |
|
LOW |
121.80 |
|
0.618 |
121.29 |
|
1.000 |
120.97 |
|
1.618 |
120.46 |
|
2.618 |
119.63 |
|
4.250 |
118.27 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.49 |
122.52 |
| PP |
122.35 |
122.40 |
| S1 |
122.22 |
122.29 |
|