Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121.59 |
121.92 |
0.33 |
0.3% |
122.19 |
High |
121.93 |
122.12 |
0.19 |
0.2% |
122.88 |
Low |
121.55 |
121.80 |
0.25 |
0.2% |
121.55 |
Close |
121.72 |
121.97 |
0.25 |
0.2% |
121.97 |
Range |
0.38 |
0.32 |
-0.06 |
-15.8% |
1.33 |
ATR |
0.71 |
0.68 |
-0.02 |
-3.1% |
0.00 |
Volume |
145 |
255 |
110 |
75.9% |
4,790 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.92 |
122.77 |
122.15 |
|
R3 |
122.60 |
122.45 |
122.06 |
|
R2 |
122.28 |
122.28 |
122.03 |
|
R1 |
122.13 |
122.13 |
122.00 |
122.21 |
PP |
121.96 |
121.96 |
121.96 |
122.00 |
S1 |
121.81 |
121.81 |
121.94 |
121.89 |
S2 |
121.64 |
121.64 |
121.91 |
|
S3 |
121.32 |
121.49 |
121.88 |
|
S4 |
121.00 |
121.17 |
121.79 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.12 |
125.38 |
122.70 |
|
R3 |
124.79 |
124.05 |
122.34 |
|
R2 |
123.46 |
123.46 |
122.21 |
|
R1 |
122.72 |
122.72 |
122.09 |
122.43 |
PP |
122.13 |
122.13 |
122.13 |
121.99 |
S1 |
121.39 |
121.39 |
121.85 |
121.10 |
S2 |
120.80 |
120.80 |
121.73 |
|
S3 |
119.47 |
120.06 |
121.60 |
|
S4 |
118.14 |
118.73 |
121.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.88 |
121.55 |
1.33 |
1.1% |
0.49 |
0.4% |
32% |
False |
False |
958 |
10 |
122.88 |
121.18 |
1.70 |
1.4% |
0.42 |
0.3% |
46% |
False |
False |
672 |
20 |
124.05 |
121.18 |
2.87 |
2.4% |
0.49 |
0.4% |
28% |
False |
False |
510 |
40 |
124.80 |
121.18 |
3.62 |
3.0% |
0.41 |
0.3% |
22% |
False |
False |
860 |
60 |
124.99 |
120.12 |
4.87 |
4.0% |
0.27 |
0.2% |
38% |
False |
False |
627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.48 |
2.618 |
122.96 |
1.618 |
122.64 |
1.000 |
122.44 |
0.618 |
122.32 |
HIGH |
122.12 |
0.618 |
122.00 |
0.500 |
121.96 |
0.382 |
121.92 |
LOW |
121.80 |
0.618 |
121.60 |
1.000 |
121.48 |
1.618 |
121.28 |
2.618 |
120.96 |
4.250 |
120.44 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121.97 |
122.12 |
PP |
121.96 |
122.07 |
S1 |
121.96 |
122.02 |
|