Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.97 |
122.55 |
-0.42 |
-0.3% |
125.20 |
| High |
123.35 |
124.47 |
1.12 |
0.9% |
125.63 |
| Low |
122.41 |
122.11 |
-0.30 |
-0.2% |
123.13 |
| Close |
122.61 |
122.25 |
-0.36 |
-0.3% |
124.00 |
| Range |
0.94 |
2.36 |
1.42 |
151.1% |
2.50 |
| ATR |
0.98 |
1.08 |
0.10 |
10.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.02 |
128.50 |
123.55 |
|
| R3 |
127.66 |
126.14 |
122.90 |
|
| R2 |
125.30 |
125.30 |
122.68 |
|
| R1 |
123.78 |
123.78 |
122.47 |
123.36 |
| PP |
122.94 |
122.94 |
122.94 |
122.74 |
| S1 |
121.42 |
121.42 |
122.03 |
121.00 |
| S2 |
120.58 |
120.58 |
121.82 |
|
| S3 |
118.22 |
119.06 |
121.60 |
|
| S4 |
115.86 |
116.70 |
120.95 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
130.38 |
125.38 |
|
| R3 |
129.25 |
127.88 |
124.69 |
|
| R2 |
126.75 |
126.75 |
124.46 |
|
| R1 |
125.38 |
125.38 |
124.23 |
124.82 |
| PP |
124.25 |
124.25 |
124.25 |
123.97 |
| S1 |
122.88 |
122.88 |
123.77 |
122.32 |
| S2 |
121.75 |
121.75 |
123.54 |
|
| S3 |
119.25 |
120.38 |
123.31 |
|
| S4 |
116.75 |
117.88 |
122.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.52 |
122.11 |
2.41 |
2.0% |
1.16 |
0.9% |
6% |
False |
True |
312,415 |
| 10 |
125.63 |
122.11 |
3.52 |
2.9% |
1.06 |
0.9% |
4% |
False |
True |
461,847 |
| 20 |
125.63 |
122.11 |
3.52 |
2.9% |
0.93 |
0.8% |
4% |
False |
True |
240,461 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.87 |
0.7% |
36% |
False |
False |
120,930 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
36% |
False |
False |
80,738 |
| 80 |
125.63 |
119.64 |
5.99 |
4.9% |
0.64 |
0.5% |
44% |
False |
False |
60,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.50 |
|
2.618 |
130.65 |
|
1.618 |
128.29 |
|
1.000 |
126.83 |
|
0.618 |
125.93 |
|
HIGH |
124.47 |
|
0.618 |
123.57 |
|
0.500 |
123.29 |
|
0.382 |
123.01 |
|
LOW |
122.11 |
|
0.618 |
120.65 |
|
1.000 |
119.75 |
|
1.618 |
118.29 |
|
2.618 |
115.93 |
|
4.250 |
112.08 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.29 |
123.29 |
| PP |
122.94 |
122.94 |
| S1 |
122.60 |
122.60 |
|