Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.83 |
122.55 |
-0.28 |
-0.2% |
122.36 |
| High |
122.83 |
122.59 |
-0.24 |
-0.2% |
123.14 |
| Low |
122.25 |
121.64 |
-0.61 |
-0.5% |
121.64 |
| Close |
122.65 |
121.80 |
-0.85 |
-0.7% |
121.80 |
| Range |
0.58 |
0.95 |
0.37 |
63.8% |
1.50 |
| ATR |
0.91 |
0.92 |
0.01 |
0.7% |
0.00 |
| Volume |
520,956 |
510,346 |
-10,610 |
-2.0% |
2,003,579 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.86 |
124.28 |
122.32 |
|
| R3 |
123.91 |
123.33 |
122.06 |
|
| R2 |
122.96 |
122.96 |
121.97 |
|
| R1 |
122.38 |
122.38 |
121.89 |
122.20 |
| PP |
122.01 |
122.01 |
122.01 |
121.92 |
| S1 |
121.43 |
121.43 |
121.71 |
121.25 |
| S2 |
121.06 |
121.06 |
121.63 |
|
| S3 |
120.11 |
120.48 |
121.54 |
|
| S4 |
119.16 |
119.53 |
121.28 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.69 |
125.75 |
122.63 |
|
| R3 |
125.19 |
124.25 |
122.21 |
|
| R2 |
123.69 |
123.69 |
122.08 |
|
| R1 |
122.75 |
122.75 |
121.94 |
122.47 |
| PP |
122.19 |
122.19 |
122.19 |
122.06 |
| S1 |
121.25 |
121.25 |
121.66 |
120.97 |
| S2 |
120.69 |
120.69 |
121.53 |
|
| S3 |
119.19 |
119.75 |
121.39 |
|
| S4 |
117.69 |
118.25 |
120.98 |
|
|
| 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 |
1.3% |
0.65 |
0.5% |
12% |
False |
False |
504,342 |
| 10 |
124.41 |
121.61 |
2.80 |
2.3% |
0.80 |
0.7% |
7% |
False |
False |
565,514 |
| 20 |
124.71 |
121.61 |
3.10 |
2.5% |
0.88 |
0.7% |
6% |
False |
False |
365,248 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.86 |
0.7% |
5% |
False |
False |
302,988 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.84 |
0.7% |
27% |
False |
False |
202,371 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.77 |
0.6% |
27% |
False |
False |
151,867 |
| 100 |
125.63 |
119.64 |
5.99 |
4.9% |
0.66 |
0.5% |
36% |
False |
False |
121,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.63 |
|
2.618 |
125.08 |
|
1.618 |
124.13 |
|
1.000 |
123.54 |
|
0.618 |
123.18 |
|
HIGH |
122.59 |
|
0.618 |
122.23 |
|
0.500 |
122.12 |
|
0.382 |
122.00 |
|
LOW |
121.64 |
|
0.618 |
121.05 |
|
1.000 |
120.69 |
|
1.618 |
120.10 |
|
2.618 |
119.15 |
|
4.250 |
117.60 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.12 |
122.39 |
| PP |
122.01 |
122.19 |
| S1 |
121.91 |
122.00 |
|