Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.53 |
121.78 |
-0.75 |
-0.6% |
123.23 |
| High |
122.94 |
122.39 |
-0.55 |
-0.4% |
124.66 |
| Low |
121.77 |
121.76 |
-0.01 |
0.0% |
121.77 |
| Close |
122.28 |
122.23 |
-0.05 |
0.0% |
122.28 |
| Range |
1.17 |
0.63 |
-0.54 |
-46.2% |
2.89 |
| ATR |
1.06 |
1.03 |
-0.03 |
-2.9% |
0.00 |
| Volume |
667,808 |
520,812 |
-146,996 |
-22.0% |
3,338,484 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.02 |
123.75 |
122.58 |
|
| R3 |
123.39 |
123.12 |
122.40 |
|
| R2 |
122.76 |
122.76 |
122.35 |
|
| R1 |
122.49 |
122.49 |
122.29 |
122.63 |
| PP |
122.13 |
122.13 |
122.13 |
122.19 |
| S1 |
121.86 |
121.86 |
122.17 |
122.00 |
| S2 |
121.50 |
121.50 |
122.11 |
|
| S3 |
120.87 |
121.23 |
122.06 |
|
| S4 |
120.24 |
120.60 |
121.88 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.57 |
129.82 |
123.87 |
|
| R3 |
128.68 |
126.93 |
123.07 |
|
| R2 |
125.79 |
125.79 |
122.81 |
|
| R1 |
124.04 |
124.04 |
122.54 |
123.47 |
| PP |
122.90 |
122.90 |
122.90 |
122.62 |
| S1 |
121.15 |
121.15 |
122.02 |
120.58 |
| S2 |
120.01 |
120.01 |
121.75 |
|
| S3 |
117.12 |
118.26 |
121.49 |
|
| S4 |
114.23 |
115.37 |
120.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.66 |
121.76 |
2.90 |
2.4% |
0.92 |
0.8% |
16% |
False |
True |
660,132 |
| 10 |
124.66 |
121.76 |
2.90 |
2.4% |
0.90 |
0.7% |
16% |
False |
True |
385,929 |
| 20 |
125.63 |
121.76 |
3.87 |
3.2% |
1.00 |
0.8% |
12% |
False |
True |
392,429 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.89 |
0.7% |
35% |
False |
False |
217,191 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.85 |
0.7% |
35% |
False |
False |
144,977 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.78 |
0.6% |
35% |
False |
False |
108,802 |
| 100 |
125.63 |
117.97 |
7.66 |
6.3% |
0.62 |
0.5% |
56% |
False |
False |
87,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.07 |
|
2.618 |
124.04 |
|
1.618 |
123.41 |
|
1.000 |
123.02 |
|
0.618 |
122.78 |
|
HIGH |
122.39 |
|
0.618 |
122.15 |
|
0.500 |
122.08 |
|
0.382 |
122.00 |
|
LOW |
121.76 |
|
0.618 |
121.37 |
|
1.000 |
121.13 |
|
1.618 |
120.74 |
|
2.618 |
120.11 |
|
4.250 |
119.08 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.18 |
123.09 |
| PP |
122.13 |
122.80 |
| S1 |
122.08 |
122.52 |
|