Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122.96 |
124.03 |
1.07 |
0.9% |
123.63 |
High |
123.24 |
124.03 |
0.79 |
0.6% |
124.80 |
Low |
122.96 |
123.90 |
0.94 |
0.8% |
122.73 |
Close |
123.17 |
123.86 |
0.69 |
0.6% |
124.77 |
Range |
0.28 |
0.13 |
-0.15 |
-53.6% |
2.07 |
ATR |
0.59 |
0.61 |
0.02 |
3.2% |
0.00 |
Volume |
1,062 |
390 |
-672 |
-63.3% |
6,395 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.32 |
124.22 |
123.93 |
|
R3 |
124.19 |
124.09 |
123.90 |
|
R2 |
124.06 |
124.06 |
123.88 |
|
R1 |
123.96 |
123.96 |
123.87 |
123.95 |
PP |
123.93 |
123.93 |
123.93 |
123.92 |
S1 |
123.83 |
123.83 |
123.85 |
123.82 |
S2 |
123.80 |
123.80 |
123.84 |
|
S3 |
123.67 |
123.70 |
123.82 |
|
S4 |
123.54 |
123.57 |
123.79 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.31 |
129.61 |
125.91 |
|
R3 |
128.24 |
127.54 |
125.34 |
|
R2 |
126.17 |
126.17 |
125.15 |
|
R1 |
125.47 |
125.47 |
124.96 |
125.82 |
PP |
124.10 |
124.10 |
124.10 |
124.28 |
S1 |
123.40 |
123.40 |
124.58 |
123.75 |
S2 |
122.03 |
122.03 |
124.39 |
|
S3 |
119.96 |
121.33 |
124.20 |
|
S4 |
117.89 |
119.26 |
123.63 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.58 |
2.618 |
124.37 |
1.618 |
124.24 |
1.000 |
124.16 |
0.618 |
124.11 |
HIGH |
124.03 |
0.618 |
123.98 |
0.500 |
123.97 |
0.382 |
123.95 |
LOW |
123.90 |
0.618 |
123.82 |
1.000 |
123.77 |
1.618 |
123.69 |
2.618 |
123.56 |
4.250 |
123.35 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.97 |
123.74 |
PP |
123.93 |
123.62 |
S1 |
123.90 |
123.50 |
|