Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122.47 |
122.36 |
-0.11 |
-0.1% |
123.28 |
| High |
122.95 |
123.21 |
0.26 |
0.2% |
123.39 |
| Low |
122.14 |
122.31 |
0.17 |
0.1% |
121.97 |
| Close |
122.37 |
122.69 |
0.32 |
0.3% |
122.37 |
| Range |
0.81 |
0.90 |
0.09 |
11.1% |
1.42 |
| ATR |
1.08 |
1.07 |
-0.01 |
-1.2% |
0.00 |
| Volume |
679,449 |
435,215 |
-244,234 |
-35.9% |
3,361,284 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.44 |
124.96 |
123.19 |
|
| R3 |
124.54 |
124.06 |
122.94 |
|
| R2 |
123.64 |
123.64 |
122.86 |
|
| R1 |
123.16 |
123.16 |
122.77 |
123.40 |
| PP |
122.74 |
122.74 |
122.74 |
122.86 |
| S1 |
122.26 |
122.26 |
122.61 |
122.50 |
| S2 |
121.84 |
121.84 |
122.53 |
|
| S3 |
120.94 |
121.36 |
122.44 |
|
| S4 |
120.04 |
120.46 |
122.20 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.84 |
126.02 |
123.15 |
|
| R3 |
125.42 |
124.60 |
122.76 |
|
| R2 |
124.00 |
124.00 |
122.63 |
|
| R1 |
123.18 |
123.18 |
122.50 |
122.88 |
| PP |
122.58 |
122.58 |
122.58 |
122.43 |
| S1 |
121.76 |
121.76 |
122.24 |
121.46 |
| S2 |
121.16 |
121.16 |
122.11 |
|
| S3 |
119.74 |
120.34 |
121.98 |
|
| S4 |
118.32 |
118.92 |
121.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.39 |
121.97 |
1.42 |
1.2% |
0.97 |
0.8% |
51% |
False |
False |
627,191 |
| 10 |
125.62 |
121.97 |
3.65 |
3.0% |
1.07 |
0.9% |
20% |
False |
False |
676,724 |
| 20 |
126.53 |
121.97 |
4.56 |
3.7% |
1.08 |
0.9% |
16% |
False |
False |
661,190 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.11 |
0.9% |
26% |
False |
False |
539,865 |
| 60 |
126.53 |
116.46 |
10.07 |
8.2% |
0.99 |
0.8% |
62% |
False |
False |
366,241 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
69% |
False |
False |
274,903 |
| 100 |
126.53 |
113.48 |
13.05 |
10.6% |
0.91 |
0.7% |
71% |
False |
False |
220,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.04 |
|
2.618 |
125.57 |
|
1.618 |
124.67 |
|
1.000 |
124.11 |
|
0.618 |
123.77 |
|
HIGH |
123.21 |
|
0.618 |
122.87 |
|
0.500 |
122.76 |
|
0.382 |
122.65 |
|
LOW |
122.31 |
|
0.618 |
121.75 |
|
1.000 |
121.41 |
|
1.618 |
120.85 |
|
2.618 |
119.95 |
|
4.250 |
118.49 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.76 |
122.70 |
| PP |
122.74 |
122.69 |
| S1 |
122.71 |
122.69 |
|