Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121.92 |
122.25 |
0.33 |
0.3% |
122.19 |
High |
122.12 |
122.74 |
0.62 |
0.5% |
122.88 |
Low |
121.80 |
122.25 |
0.45 |
0.4% |
121.55 |
Close |
121.97 |
122.29 |
0.32 |
0.3% |
121.97 |
Range |
0.32 |
0.49 |
0.17 |
53.1% |
1.33 |
ATR |
0.68 |
0.69 |
0.01 |
0.9% |
0.00 |
Volume |
255 |
260 |
5 |
2.0% |
4,790 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.90 |
123.58 |
122.56 |
|
R3 |
123.41 |
123.09 |
122.42 |
|
R2 |
122.92 |
122.92 |
122.38 |
|
R1 |
122.60 |
122.60 |
122.33 |
122.76 |
PP |
122.43 |
122.43 |
122.43 |
122.51 |
S1 |
122.11 |
122.11 |
122.25 |
122.27 |
S2 |
121.94 |
121.94 |
122.20 |
|
S3 |
121.45 |
121.62 |
122.16 |
|
S4 |
120.96 |
121.13 |
122.02 |
|
|
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 |
122.88 |
121.55 |
1.33 |
1.1% |
0.54 |
0.4% |
56% |
False |
False |
619 |
10 |
122.88 |
121.21 |
1.67 |
1.4% |
0.43 |
0.3% |
65% |
False |
False |
615 |
20 |
124.05 |
121.18 |
2.87 |
2.3% |
0.50 |
0.4% |
39% |
False |
False |
523 |
40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.42 |
0.3% |
31% |
False |
False |
861 |
60 |
124.99 |
120.12 |
4.87 |
4.0% |
0.28 |
0.2% |
45% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.82 |
2.618 |
124.02 |
1.618 |
123.53 |
1.000 |
123.23 |
0.618 |
123.04 |
HIGH |
122.74 |
0.618 |
122.55 |
0.500 |
122.50 |
0.382 |
122.44 |
LOW |
122.25 |
0.618 |
121.95 |
1.000 |
121.76 |
1.618 |
121.46 |
2.618 |
120.97 |
4.250 |
120.17 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122.50 |
122.24 |
PP |
122.43 |
122.19 |
S1 |
122.36 |
122.15 |
|