Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.78 |
122.24 |
0.46 |
0.4% |
123.23 |
| High |
122.39 |
122.46 |
0.07 |
0.1% |
124.66 |
| Low |
121.76 |
122.02 |
0.26 |
0.2% |
121.77 |
| Close |
122.23 |
122.14 |
-0.09 |
-0.1% |
122.28 |
| Range |
0.63 |
0.44 |
-0.19 |
-30.2% |
2.89 |
| ATR |
1.03 |
0.99 |
-0.04 |
-4.1% |
0.00 |
| Volume |
520,812 |
454,817 |
-65,995 |
-12.7% |
3,338,484 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.53 |
123.27 |
122.38 |
|
| R3 |
123.09 |
122.83 |
122.26 |
|
| R2 |
122.65 |
122.65 |
122.22 |
|
| R1 |
122.39 |
122.39 |
122.18 |
122.30 |
| PP |
122.21 |
122.21 |
122.21 |
122.16 |
| S1 |
121.95 |
121.95 |
122.10 |
121.86 |
| S2 |
121.77 |
121.77 |
122.06 |
|
| S3 |
121.33 |
121.51 |
122.02 |
|
| S4 |
120.89 |
121.07 |
121.90 |
|
|
| 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% |
0.89 |
0.7% |
13% |
False |
False |
647,354 |
| 10 |
124.66 |
121.76 |
2.90 |
2.4% |
0.88 |
0.7% |
13% |
False |
False |
431,411 |
| 20 |
125.63 |
121.76 |
3.87 |
3.2% |
0.94 |
0.8% |
10% |
False |
False |
359,840 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.89 |
0.7% |
34% |
False |
False |
228,538 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
34% |
False |
False |
152,553 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
34% |
False |
False |
114,487 |
| 100 |
125.63 |
118.42 |
7.21 |
5.9% |
0.62 |
0.5% |
52% |
False |
False |
91,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.33 |
|
2.618 |
123.61 |
|
1.618 |
123.17 |
|
1.000 |
122.90 |
|
0.618 |
122.73 |
|
HIGH |
122.46 |
|
0.618 |
122.29 |
|
0.500 |
122.24 |
|
0.382 |
122.19 |
|
LOW |
122.02 |
|
0.618 |
121.75 |
|
1.000 |
121.58 |
|
1.618 |
121.31 |
|
2.618 |
120.87 |
|
4.250 |
120.15 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.24 |
122.35 |
| PP |
122.21 |
122.28 |
| S1 |
122.17 |
122.21 |
|