Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.00 |
122.02 |
0.02 |
0.0% |
122.19 |
| High |
122.63 |
122.33 |
-0.30 |
-0.2% |
122.88 |
| Low |
121.80 |
121.85 |
0.05 |
0.0% |
121.55 |
| Close |
122.63 |
122.08 |
-0.55 |
-0.4% |
121.97 |
| Range |
0.83 |
0.48 |
-0.35 |
-42.2% |
1.33 |
| ATR |
0.69 |
0.69 |
0.01 |
1.0% |
0.00 |
| Volume |
86 |
162 |
76 |
88.4% |
4,790 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.53 |
123.28 |
122.34 |
|
| R3 |
123.05 |
122.80 |
122.21 |
|
| R2 |
122.57 |
122.57 |
122.17 |
|
| R1 |
122.32 |
122.32 |
122.12 |
122.45 |
| PP |
122.09 |
122.09 |
122.09 |
122.15 |
| S1 |
121.84 |
121.84 |
122.04 |
121.97 |
| S2 |
121.61 |
121.61 |
121.99 |
|
| S3 |
121.13 |
121.36 |
121.95 |
|
| S4 |
120.65 |
120.88 |
121.82 |
|
|
| 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 |
121.80 |
0.97 |
0.8% |
0.52 |
0.4% |
29% |
False |
False |
180 |
| 10 |
122.88 |
121.21 |
1.67 |
1.4% |
0.55 |
0.4% |
52% |
False |
False |
546 |
| 20 |
124.05 |
121.18 |
2.87 |
2.4% |
0.51 |
0.4% |
31% |
False |
False |
462 |
| 40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.47 |
0.4% |
25% |
False |
False |
866 |
| 60 |
124.80 |
120.12 |
4.68 |
3.8% |
0.31 |
0.3% |
42% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.37 |
|
2.618 |
123.59 |
|
1.618 |
123.11 |
|
1.000 |
122.81 |
|
0.618 |
122.63 |
|
HIGH |
122.33 |
|
0.618 |
122.15 |
|
0.500 |
122.09 |
|
0.382 |
122.03 |
|
LOW |
121.85 |
|
0.618 |
121.55 |
|
1.000 |
121.37 |
|
1.618 |
121.07 |
|
2.618 |
120.59 |
|
4.250 |
119.81 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.09 |
122.29 |
| PP |
122.09 |
122.22 |
| S1 |
122.08 |
122.15 |
|