Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122.64 |
121.99 |
-0.65 |
-0.5% |
123.28 |
| High |
122.83 |
122.18 |
-0.65 |
-0.5% |
123.39 |
| Low |
121.83 |
121.56 |
-0.27 |
-0.2% |
121.97 |
| Close |
122.18 |
121.92 |
-0.26 |
-0.2% |
122.37 |
| Range |
1.00 |
0.62 |
-0.38 |
-38.0% |
1.42 |
| ATR |
1.07 |
1.03 |
-0.03 |
-3.0% |
0.00 |
| Volume |
591,544 |
684,471 |
92,927 |
15.7% |
3,361,284 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.75 |
123.45 |
122.26 |
|
| R3 |
123.13 |
122.83 |
122.09 |
|
| R2 |
122.51 |
122.51 |
122.03 |
|
| R1 |
122.21 |
122.21 |
121.98 |
122.05 |
| PP |
121.89 |
121.89 |
121.89 |
121.81 |
| S1 |
121.59 |
121.59 |
121.86 |
121.43 |
| S2 |
121.27 |
121.27 |
121.81 |
|
| S3 |
120.65 |
120.97 |
121.75 |
|
| S4 |
120.03 |
120.35 |
121.58 |
|
|
| 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 |
123.25 |
121.56 |
1.69 |
1.4% |
0.87 |
0.7% |
21% |
False |
True |
625,609 |
| 10 |
125.34 |
121.56 |
3.78 |
3.1% |
1.06 |
0.9% |
10% |
False |
True |
674,107 |
| 20 |
126.53 |
121.56 |
4.97 |
4.1% |
1.03 |
0.8% |
7% |
False |
True |
658,296 |
| 40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.09 |
0.9% |
11% |
False |
False |
557,188 |
| 60 |
126.53 |
117.45 |
9.08 |
7.4% |
1.00 |
0.8% |
49% |
False |
False |
387,481 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
63% |
False |
False |
290,795 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.92 |
0.8% |
65% |
False |
False |
232,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.82 |
|
2.618 |
123.80 |
|
1.618 |
123.18 |
|
1.000 |
122.80 |
|
0.618 |
122.56 |
|
HIGH |
122.18 |
|
0.618 |
121.94 |
|
0.500 |
121.87 |
|
0.382 |
121.80 |
|
LOW |
121.56 |
|
0.618 |
121.18 |
|
1.000 |
120.94 |
|
1.618 |
120.56 |
|
2.618 |
119.94 |
|
4.250 |
118.93 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.90 |
122.39 |
| PP |
121.89 |
122.23 |
| S1 |
121.87 |
122.08 |
|