Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122.97 |
123.00 |
0.03 |
0.0% |
122.36 |
| High |
123.47 |
123.28 |
-0.19 |
-0.2% |
123.14 |
| Low |
122.66 |
122.23 |
-0.43 |
-0.4% |
121.64 |
| Close |
123.19 |
122.34 |
-0.85 |
-0.7% |
121.80 |
| Range |
0.81 |
1.05 |
0.24 |
29.6% |
1.50 |
| ATR |
0.94 |
0.95 |
0.01 |
0.8% |
0.00 |
| Volume |
879,580 |
850,143 |
-29,437 |
-3.3% |
2,003,579 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.77 |
125.10 |
122.92 |
|
| R3 |
124.72 |
124.05 |
122.63 |
|
| R2 |
123.67 |
123.67 |
122.53 |
|
| R1 |
123.00 |
123.00 |
122.44 |
122.81 |
| PP |
122.62 |
122.62 |
122.62 |
122.52 |
| S1 |
121.95 |
121.95 |
122.24 |
121.76 |
| S2 |
121.57 |
121.57 |
122.15 |
|
| S3 |
120.52 |
120.90 |
122.05 |
|
| S4 |
119.47 |
119.85 |
121.76 |
|
|
| 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 |
123.47 |
121.64 |
1.83 |
1.5% |
0.94 |
0.8% |
38% |
False |
False |
674,261 |
| 10 |
123.47 |
121.61 |
1.86 |
1.5% |
0.76 |
0.6% |
39% |
False |
False |
578,568 |
| 20 |
124.66 |
121.61 |
3.05 |
2.5% |
0.83 |
0.7% |
24% |
False |
False |
482,249 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.89 |
0.7% |
18% |
False |
False |
361,136 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
37% |
False |
False |
241,363 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.79 |
0.6% |
37% |
False |
False |
181,115 |
| 100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.70 |
0.6% |
37% |
False |
False |
144,911 |
| 120 |
125.63 |
116.83 |
8.80 |
7.2% |
0.58 |
0.5% |
63% |
False |
False |
120,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.74 |
|
2.618 |
126.03 |
|
1.618 |
124.98 |
|
1.000 |
124.33 |
|
0.618 |
123.93 |
|
HIGH |
123.28 |
|
0.618 |
122.88 |
|
0.500 |
122.76 |
|
0.382 |
122.63 |
|
LOW |
122.23 |
|
0.618 |
121.58 |
|
1.000 |
121.18 |
|
1.618 |
120.53 |
|
2.618 |
119.48 |
|
4.250 |
117.77 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.76 |
122.60 |
| PP |
122.62 |
122.51 |
| S1 |
122.48 |
122.43 |
|