Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121.96 |
122.36 |
0.40 |
0.3% |
121.78 |
| High |
122.28 |
122.58 |
0.30 |
0.2% |
122.69 |
| Low |
121.61 |
122.13 |
0.52 |
0.4% |
121.61 |
| Close |
121.81 |
122.30 |
0.49 |
0.4% |
121.81 |
| Range |
0.67 |
0.45 |
-0.22 |
-32.8% |
1.08 |
| ATR |
0.95 |
0.94 |
-0.01 |
-1.4% |
0.00 |
| Volume |
518,131 |
434,722 |
-83,409 |
-16.1% |
1,962,914 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.69 |
123.44 |
122.55 |
|
| R3 |
123.24 |
122.99 |
122.42 |
|
| R2 |
122.79 |
122.79 |
122.38 |
|
| R1 |
122.54 |
122.54 |
122.34 |
122.44 |
| PP |
122.34 |
122.34 |
122.34 |
122.29 |
| S1 |
122.09 |
122.09 |
122.26 |
121.99 |
| S2 |
121.89 |
121.89 |
122.22 |
|
| S3 |
121.44 |
121.64 |
122.18 |
|
| S4 |
120.99 |
121.19 |
122.05 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.28 |
124.62 |
122.40 |
|
| R3 |
124.20 |
123.54 |
122.11 |
|
| R2 |
123.12 |
123.12 |
122.01 |
|
| R1 |
122.46 |
122.46 |
121.91 |
122.79 |
| PP |
122.04 |
122.04 |
122.04 |
122.20 |
| S1 |
121.38 |
121.38 |
121.71 |
121.71 |
| S2 |
120.96 |
120.96 |
121.61 |
|
| S3 |
119.88 |
120.30 |
121.51 |
|
| S4 |
118.80 |
119.22 |
121.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.69 |
121.61 |
1.08 |
0.9% |
0.60 |
0.5% |
64% |
False |
False |
479,527 |
| 10 |
124.66 |
121.61 |
3.05 |
2.5% |
0.80 |
0.7% |
23% |
False |
False |
573,612 |
| 20 |
124.71 |
121.61 |
3.10 |
2.5% |
0.90 |
0.7% |
22% |
False |
False |
326,514 |
| 40 |
125.63 |
120.53 |
5.10 |
4.2% |
0.89 |
0.7% |
35% |
False |
False |
263,989 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.84 |
0.7% |
37% |
False |
False |
176,237 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
37% |
False |
False |
132,256 |
| 100 |
125.63 |
118.94 |
6.69 |
5.5% |
0.64 |
0.5% |
50% |
False |
False |
105,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.49 |
|
2.618 |
123.76 |
|
1.618 |
123.31 |
|
1.000 |
123.03 |
|
0.618 |
122.86 |
|
HIGH |
122.58 |
|
0.618 |
122.41 |
|
0.500 |
122.36 |
|
0.382 |
122.30 |
|
LOW |
122.13 |
|
0.618 |
121.85 |
|
1.000 |
121.68 |
|
1.618 |
121.40 |
|
2.618 |
120.95 |
|
4.250 |
120.22 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.36 |
122.25 |
| PP |
122.34 |
122.20 |
| S1 |
122.32 |
122.15 |
|