Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.36 |
122.66 |
0.30 |
0.2% |
121.78 |
| High |
122.58 |
123.14 |
0.56 |
0.5% |
122.69 |
| Low |
122.13 |
122.56 |
0.43 |
0.4% |
121.61 |
| Close |
122.30 |
122.94 |
0.64 |
0.5% |
121.81 |
| Range |
0.45 |
0.58 |
0.13 |
28.9% |
1.08 |
| ATR |
0.94 |
0.93 |
-0.01 |
-0.8% |
0.00 |
| Volume |
434,722 |
537,555 |
102,833 |
23.7% |
1,962,914 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.62 |
124.36 |
123.26 |
|
| R3 |
124.04 |
123.78 |
123.10 |
|
| R2 |
123.46 |
123.46 |
123.05 |
|
| R1 |
123.20 |
123.20 |
122.99 |
123.33 |
| PP |
122.88 |
122.88 |
122.88 |
122.95 |
| S1 |
122.62 |
122.62 |
122.89 |
122.75 |
| S2 |
122.30 |
122.30 |
122.83 |
|
| S3 |
121.72 |
122.04 |
122.78 |
|
| S4 |
121.14 |
121.46 |
122.62 |
|
|
| 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 |
123.14 |
121.61 |
1.53 |
1.2% |
0.59 |
0.5% |
87% |
True |
False |
482,875 |
| 10 |
124.66 |
121.61 |
3.05 |
2.5% |
0.76 |
0.6% |
44% |
False |
False |
571,504 |
| 20 |
124.71 |
121.61 |
3.10 |
2.5% |
0.88 |
0.7% |
43% |
False |
False |
313,683 |
| 40 |
125.63 |
121.42 |
4.21 |
3.4% |
0.88 |
0.7% |
36% |
False |
False |
277,372 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.85 |
0.7% |
49% |
False |
False |
185,192 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.76 |
0.6% |
49% |
False |
False |
138,975 |
| 100 |
125.63 |
119.23 |
6.40 |
5.2% |
0.65 |
0.5% |
58% |
False |
False |
111,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.61 |
|
2.618 |
124.66 |
|
1.618 |
124.08 |
|
1.000 |
123.72 |
|
0.618 |
123.50 |
|
HIGH |
123.14 |
|
0.618 |
122.92 |
|
0.500 |
122.85 |
|
0.382 |
122.78 |
|
LOW |
122.56 |
|
0.618 |
122.20 |
|
1.000 |
121.98 |
|
1.618 |
121.62 |
|
2.618 |
121.04 |
|
4.250 |
120.10 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.91 |
122.75 |
| PP |
122.88 |
122.56 |
| S1 |
122.85 |
122.38 |
|