Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124.67 |
125.23 |
0.56 |
0.4% |
122.18 |
| High |
124.71 |
125.97 |
1.26 |
1.0% |
124.90 |
| Low |
124.13 |
125.18 |
1.05 |
0.8% |
121.55 |
| Close |
124.52 |
125.76 |
1.24 |
1.0% |
124.52 |
| Range |
0.58 |
0.79 |
0.21 |
36.2% |
3.35 |
| ATR |
1.03 |
1.06 |
0.03 |
2.9% |
0.00 |
| Volume |
573,298 |
746,312 |
173,014 |
30.2% |
3,585,557 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.01 |
127.67 |
126.19 |
|
| R3 |
127.22 |
126.88 |
125.98 |
|
| R2 |
126.43 |
126.43 |
125.90 |
|
| R1 |
126.09 |
126.09 |
125.83 |
126.26 |
| PP |
125.64 |
125.64 |
125.64 |
125.72 |
| S1 |
125.30 |
125.30 |
125.69 |
125.47 |
| S2 |
124.85 |
124.85 |
125.62 |
|
| S3 |
124.06 |
124.51 |
125.54 |
|
| S4 |
123.27 |
123.72 |
125.33 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.71 |
132.46 |
126.36 |
|
| R3 |
130.36 |
129.11 |
125.44 |
|
| R2 |
127.01 |
127.01 |
125.13 |
|
| R1 |
125.76 |
125.76 |
124.83 |
126.39 |
| PP |
123.66 |
123.66 |
123.66 |
123.97 |
| S1 |
122.41 |
122.41 |
124.21 |
123.04 |
| S2 |
120.31 |
120.31 |
123.91 |
|
| S3 |
116.96 |
119.06 |
123.60 |
|
| S4 |
113.61 |
115.71 |
122.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.97 |
121.70 |
4.27 |
3.4% |
0.99 |
0.8% |
95% |
True |
False |
778,503 |
| 10 |
125.97 |
121.55 |
4.42 |
3.5% |
0.93 |
0.7% |
95% |
True |
False |
700,665 |
| 20 |
125.97 |
121.55 |
4.42 |
3.5% |
1.00 |
0.8% |
95% |
True |
False |
688,694 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
1.02 |
0.8% |
85% |
False |
False |
584,469 |
| 60 |
126.53 |
118.86 |
7.67 |
6.1% |
1.05 |
0.8% |
90% |
False |
False |
482,561 |
| 80 |
126.53 |
115.27 |
11.26 |
9.0% |
0.97 |
0.8% |
93% |
False |
False |
362,409 |
| 100 |
126.53 |
113.74 |
12.79 |
10.2% |
0.94 |
0.7% |
94% |
False |
False |
290,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.33 |
|
2.618 |
128.04 |
|
1.618 |
127.25 |
|
1.000 |
126.76 |
|
0.618 |
126.46 |
|
HIGH |
125.97 |
|
0.618 |
125.67 |
|
0.500 |
125.58 |
|
0.382 |
125.48 |
|
LOW |
125.18 |
|
0.618 |
124.69 |
|
1.000 |
124.39 |
|
1.618 |
123.90 |
|
2.618 |
123.11 |
|
4.250 |
121.82 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.70 |
125.46 |
| PP |
125.64 |
125.15 |
| S1 |
125.58 |
124.85 |
|