Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.92 |
123.00 |
-0.92 |
-0.7% |
123.55 |
| High |
123.99 |
123.34 |
-0.65 |
-0.5% |
124.47 |
| Low |
122.81 |
122.63 |
-0.18 |
-0.1% |
122.11 |
| Close |
123.04 |
123.02 |
-0.02 |
0.0% |
123.94 |
| Range |
1.18 |
0.71 |
-0.47 |
-39.8% |
2.36 |
| ATR |
1.11 |
1.09 |
-0.03 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.13 |
124.78 |
123.41 |
|
| R3 |
124.42 |
124.07 |
123.22 |
|
| R2 |
123.71 |
123.71 |
123.15 |
|
| R1 |
123.36 |
123.36 |
123.09 |
123.54 |
| PP |
123.00 |
123.00 |
123.00 |
123.08 |
| S1 |
122.65 |
122.65 |
122.95 |
122.83 |
| S2 |
122.29 |
122.29 |
122.89 |
|
| S3 |
121.58 |
121.94 |
122.82 |
|
| S4 |
120.87 |
121.23 |
122.63 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.59 |
129.62 |
125.24 |
|
| R3 |
128.23 |
127.26 |
124.59 |
|
| R2 |
125.87 |
125.87 |
124.37 |
|
| R1 |
124.90 |
124.90 |
124.16 |
125.39 |
| PP |
123.51 |
123.51 |
123.51 |
123.75 |
| S1 |
122.54 |
122.54 |
123.72 |
123.03 |
| S2 |
121.15 |
121.15 |
123.51 |
|
| S3 |
118.79 |
120.18 |
123.29 |
|
| S4 |
116.43 |
117.82 |
122.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.71 |
122.63 |
2.08 |
1.7% |
0.89 |
0.7% |
19% |
False |
True |
|
| 10 |
124.71 |
122.11 |
2.60 |
2.1% |
1.02 |
0.8% |
35% |
False |
False |
156,207 |
| 20 |
125.63 |
122.11 |
3.52 |
2.9% |
0.96 |
0.8% |
26% |
False |
False |
238,532 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
50% |
False |
False |
120,912 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.79 |
0.6% |
50% |
False |
False |
80,733 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.70 |
0.6% |
50% |
False |
False |
60,569 |
| 100 |
125.63 |
116.83 |
8.80 |
7.2% |
0.56 |
0.5% |
70% |
False |
False |
48,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
125.20 |
|
1.618 |
124.49 |
|
1.000 |
124.05 |
|
0.618 |
123.78 |
|
HIGH |
123.34 |
|
0.618 |
123.07 |
|
0.500 |
122.99 |
|
0.382 |
122.90 |
|
LOW |
122.63 |
|
0.618 |
122.19 |
|
1.000 |
121.92 |
|
1.618 |
121.48 |
|
2.618 |
120.77 |
|
4.250 |
119.61 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.01 |
123.64 |
| PP |
123.00 |
123.43 |
| S1 |
122.99 |
123.23 |
|