Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
122.30 |
-0.70 |
-0.6% |
122.36 |
| High |
123.28 |
122.46 |
-0.82 |
-0.7% |
123.14 |
| Low |
122.23 |
121.94 |
-0.29 |
-0.2% |
121.64 |
| Close |
122.34 |
122.17 |
-0.17 |
-0.1% |
121.80 |
| Range |
1.05 |
0.52 |
-0.53 |
-50.5% |
1.50 |
| ATR |
0.95 |
0.92 |
-0.03 |
-3.2% |
0.00 |
| Volume |
850,143 |
686,610 |
-163,533 |
-19.2% |
2,003,579 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.75 |
123.48 |
122.46 |
|
| R3 |
123.23 |
122.96 |
122.31 |
|
| R2 |
122.71 |
122.71 |
122.27 |
|
| R1 |
122.44 |
122.44 |
122.22 |
122.32 |
| PP |
122.19 |
122.19 |
122.19 |
122.13 |
| S1 |
121.92 |
121.92 |
122.12 |
121.80 |
| S2 |
121.67 |
121.67 |
122.07 |
|
| S3 |
121.15 |
121.40 |
122.03 |
|
| S4 |
120.63 |
120.88 |
121.88 |
|
|
| 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% |
0.93 |
0.8% |
29% |
False |
False |
707,392 |
| 10 |
123.47 |
121.61 |
1.86 |
1.5% |
0.77 |
0.6% |
30% |
False |
False |
601,748 |
| 20 |
124.66 |
121.61 |
3.05 |
2.5% |
0.82 |
0.7% |
18% |
False |
False |
516,579 |
| 40 |
125.63 |
121.61 |
4.02 |
3.3% |
0.89 |
0.7% |
14% |
False |
False |
378,043 |
| 60 |
125.63 |
120.37 |
5.26 |
4.3% |
0.86 |
0.7% |
34% |
False |
False |
252,805 |
| 80 |
125.63 |
120.37 |
5.26 |
4.3% |
0.78 |
0.6% |
34% |
False |
False |
189,695 |
| 100 |
125.63 |
120.37 |
5.26 |
4.3% |
0.70 |
0.6% |
34% |
False |
False |
151,775 |
| 120 |
125.63 |
116.83 |
8.80 |
7.2% |
0.58 |
0.5% |
61% |
False |
False |
126,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.67 |
|
2.618 |
123.82 |
|
1.618 |
123.30 |
|
1.000 |
122.98 |
|
0.618 |
122.78 |
|
HIGH |
122.46 |
|
0.618 |
122.26 |
|
0.500 |
122.20 |
|
0.382 |
122.14 |
|
LOW |
121.94 |
|
0.618 |
121.62 |
|
1.000 |
121.42 |
|
1.618 |
121.10 |
|
2.618 |
120.58 |
|
4.250 |
119.73 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.20 |
122.71 |
| PP |
122.19 |
122.53 |
| S1 |
122.18 |
122.35 |
|