Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122.40 |
122.18 |
-0.22 |
-0.2% |
122.36 |
High |
122.75 |
122.22 |
-0.53 |
-0.4% |
123.21 |
Low |
121.78 |
121.55 |
-0.23 |
-0.2% |
121.56 |
Close |
122.02 |
121.72 |
-0.30 |
-0.2% |
122.02 |
Range |
0.97 |
0.67 |
-0.30 |
-30.9% |
1.65 |
ATR |
1.03 |
1.00 |
-0.03 |
-2.5% |
0.00 |
Volume |
645,768 |
439,350 |
-206,418 |
-32.0% |
3,110,001 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.84 |
123.45 |
122.09 |
|
R3 |
123.17 |
122.78 |
121.90 |
|
R2 |
122.50 |
122.50 |
121.84 |
|
R1 |
122.11 |
122.11 |
121.78 |
121.97 |
PP |
121.83 |
121.83 |
121.83 |
121.76 |
S1 |
121.44 |
121.44 |
121.66 |
121.30 |
S2 |
121.16 |
121.16 |
121.60 |
|
S3 |
120.49 |
120.77 |
121.54 |
|
S4 |
119.82 |
120.10 |
121.35 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.21 |
126.27 |
122.93 |
|
R3 |
125.56 |
124.62 |
122.47 |
|
R2 |
123.91 |
123.91 |
122.32 |
|
R1 |
122.97 |
122.97 |
122.17 |
122.62 |
PP |
122.26 |
122.26 |
122.26 |
122.09 |
S1 |
121.32 |
121.32 |
121.87 |
120.97 |
S2 |
120.61 |
120.61 |
121.72 |
|
S3 |
118.96 |
119.67 |
121.57 |
|
S4 |
117.31 |
118.02 |
121.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.83 |
121.55 |
1.28 |
1.1% |
0.86 |
0.7% |
13% |
False |
True |
622,827 |
10 |
123.39 |
121.55 |
1.84 |
1.5% |
0.91 |
0.8% |
9% |
False |
True |
625,009 |
20 |
126.53 |
121.55 |
4.98 |
4.1% |
0.98 |
0.8% |
3% |
False |
True |
661,546 |
40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.06 |
0.9% |
8% |
False |
False |
553,299 |
60 |
126.53 |
117.80 |
8.73 |
7.2% |
1.02 |
0.8% |
45% |
False |
False |
418,087 |
80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
61% |
False |
False |
313,769 |
100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.93 |
0.8% |
63% |
False |
False |
251,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.07 |
2.618 |
123.97 |
1.618 |
123.30 |
1.000 |
122.89 |
0.618 |
122.63 |
HIGH |
122.22 |
0.618 |
121.96 |
0.500 |
121.89 |
0.382 |
121.81 |
LOW |
121.55 |
0.618 |
121.14 |
1.000 |
120.88 |
1.618 |
120.47 |
2.618 |
119.80 |
4.250 |
118.70 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121.89 |
122.15 |
PP |
121.83 |
122.01 |
S1 |
121.78 |
121.86 |
|