Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124.03 |
122.83 |
-1.20 |
-1.0% |
124.58 |
High |
124.03 |
123.15 |
-0.88 |
-0.7% |
124.73 |
Low |
123.90 |
122.61 |
-1.29 |
-1.0% |
122.61 |
Close |
123.86 |
123.38 |
-0.48 |
-0.4% |
123.38 |
Range |
0.13 |
0.54 |
0.41 |
315.4% |
2.12 |
ATR |
0.61 |
0.66 |
0.05 |
7.4% |
0.00 |
Volume |
390 |
2,190 |
1,800 |
461.5% |
9,197 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.67 |
124.56 |
123.68 |
|
R3 |
124.13 |
124.02 |
123.53 |
|
R2 |
123.59 |
123.59 |
123.48 |
|
R1 |
123.48 |
123.48 |
123.43 |
123.54 |
PP |
123.05 |
123.05 |
123.05 |
123.07 |
S1 |
122.94 |
122.94 |
123.33 |
123.00 |
S2 |
122.51 |
122.51 |
123.28 |
|
S3 |
121.97 |
122.40 |
123.23 |
|
S4 |
121.43 |
121.86 |
123.08 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.93 |
128.78 |
124.55 |
|
R3 |
127.81 |
126.66 |
123.96 |
|
R2 |
125.69 |
125.69 |
123.77 |
|
R1 |
124.54 |
124.54 |
123.57 |
124.06 |
PP |
123.57 |
123.57 |
123.57 |
123.33 |
S1 |
122.42 |
122.42 |
123.19 |
121.94 |
S2 |
121.45 |
121.45 |
122.99 |
|
S3 |
119.33 |
120.30 |
122.80 |
|
S4 |
117.21 |
118.18 |
122.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.45 |
2.618 |
124.56 |
1.618 |
124.02 |
1.000 |
123.69 |
0.618 |
123.48 |
HIGH |
123.15 |
0.618 |
122.94 |
0.500 |
122.88 |
0.382 |
122.82 |
LOW |
122.61 |
0.618 |
122.28 |
1.000 |
122.07 |
1.618 |
121.74 |
2.618 |
121.20 |
4.250 |
120.32 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.21 |
123.36 |
PP |
123.05 |
123.34 |
S1 |
122.88 |
123.32 |
|