Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.24 |
122.36 |
0.12 |
0.1% |
123.23 |
| High |
122.46 |
122.69 |
0.23 |
0.2% |
124.66 |
| Low |
122.02 |
121.90 |
-0.12 |
-0.1% |
121.77 |
| Close |
122.14 |
122.29 |
0.15 |
0.1% |
122.28 |
| Range |
0.44 |
0.79 |
0.35 |
79.5% |
2.89 |
| ATR |
0.99 |
0.97 |
-0.01 |
-1.4% |
0.00 |
| Volume |
454,817 |
469,154 |
14,337 |
3.2% |
3,338,484 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.66 |
124.27 |
122.72 |
|
| R3 |
123.87 |
123.48 |
122.51 |
|
| R2 |
123.08 |
123.08 |
122.43 |
|
| R1 |
122.69 |
122.69 |
122.36 |
122.49 |
| PP |
122.29 |
122.29 |
122.29 |
122.20 |
| S1 |
121.90 |
121.90 |
122.22 |
121.70 |
| S2 |
121.50 |
121.50 |
122.15 |
|
| S3 |
120.71 |
121.11 |
122.07 |
|
| S4 |
119.92 |
120.32 |
121.86 |
|
|
| 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 |
124.41 |
121.76 |
2.65 |
2.2% |
0.96 |
0.8% |
20% |
False |
False |
626,686 |
| 10 |
124.66 |
121.76 |
2.90 |
2.4% |
0.84 |
0.7% |
18% |
False |
False |
478,326 |
| 20 |
125.63 |
121.76 |
3.87 |
3.2% |
0.93 |
0.8% |
14% |
False |
False |
345,355 |
| 40 |
125.63 |
120.37 |
5.26 |
4.3% |
0.89 |
0.7% |
37% |
False |
False |
240,245 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.85 |
0.7% |
37% |
False |
False |
160,370 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
37% |
False |
False |
120,346 |
| 100 |
125.63 |
118.64 |
6.99 |
5.7% |
0.63 |
0.5% |
52% |
False |
False |
96,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.05 |
|
2.618 |
124.76 |
|
1.618 |
123.97 |
|
1.000 |
123.48 |
|
0.618 |
123.18 |
|
HIGH |
122.69 |
|
0.618 |
122.39 |
|
0.500 |
122.30 |
|
0.382 |
122.20 |
|
LOW |
121.90 |
|
0.618 |
121.41 |
|
1.000 |
121.11 |
|
1.618 |
120.62 |
|
2.618 |
119.83 |
|
4.250 |
118.54 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.30 |
122.27 |
| PP |
122.29 |
122.25 |
| S1 |
122.29 |
122.23 |
|