Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125.80 |
125.38 |
-0.42 |
-0.3% |
122.18 |
| High |
126.05 |
125.45 |
-0.60 |
-0.5% |
124.90 |
| Low |
125.28 |
124.37 |
-0.91 |
-0.7% |
121.55 |
| Close |
125.72 |
124.71 |
-1.01 |
-0.8% |
124.52 |
| Range |
0.77 |
1.08 |
0.31 |
40.3% |
3.35 |
| ATR |
1.04 |
1.06 |
0.02 |
2.1% |
0.00 |
| Volume |
826,942 |
808,590 |
-18,352 |
-2.2% |
3,585,557 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.08 |
127.48 |
125.30 |
|
| R3 |
127.00 |
126.40 |
125.01 |
|
| R2 |
125.92 |
125.92 |
124.91 |
|
| R1 |
125.32 |
125.32 |
124.81 |
125.08 |
| PP |
124.84 |
124.84 |
124.84 |
124.73 |
| S1 |
124.24 |
124.24 |
124.61 |
124.00 |
| S2 |
123.76 |
123.76 |
124.51 |
|
| S3 |
122.68 |
123.16 |
124.41 |
|
| S4 |
121.60 |
122.08 |
124.12 |
|
|
| 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 |
126.05 |
123.72 |
2.33 |
1.9% |
0.88 |
0.7% |
42% |
False |
False |
765,430 |
| 10 |
126.05 |
121.55 |
4.50 |
3.6% |
0.95 |
0.8% |
70% |
False |
False |
736,617 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
1.00 |
0.8% |
70% |
False |
False |
705,362 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
1.00 |
0.8% |
63% |
False |
False |
598,706 |
| 60 |
126.53 |
119.90 |
6.63 |
5.3% |
1.06 |
0.8% |
73% |
False |
False |
509,579 |
| 80 |
126.53 |
116.00 |
10.53 |
8.4% |
0.97 |
0.8% |
83% |
False |
False |
382,809 |
| 100 |
126.53 |
113.74 |
12.79 |
10.3% |
0.95 |
0.8% |
86% |
False |
False |
306,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.04 |
|
2.618 |
128.28 |
|
1.618 |
127.20 |
|
1.000 |
126.53 |
|
0.618 |
126.12 |
|
HIGH |
125.45 |
|
0.618 |
125.04 |
|
0.500 |
124.91 |
|
0.382 |
124.78 |
|
LOW |
124.37 |
|
0.618 |
123.70 |
|
1.000 |
123.29 |
|
1.618 |
122.62 |
|
2.618 |
121.54 |
|
4.250 |
119.78 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.91 |
125.21 |
| PP |
124.84 |
125.04 |
| S1 |
124.78 |
124.88 |
|