Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125.38 |
124.94 |
-0.44 |
-0.4% |
125.23 |
| High |
125.45 |
125.72 |
0.27 |
0.2% |
126.05 |
| Low |
124.37 |
124.90 |
0.53 |
0.4% |
124.37 |
| Close |
124.71 |
125.49 |
0.78 |
0.6% |
125.49 |
| Range |
1.08 |
0.82 |
-0.26 |
-24.1% |
1.68 |
| ATR |
1.06 |
1.06 |
0.00 |
-0.3% |
0.00 |
| Volume |
808,590 |
698,463 |
-110,127 |
-13.6% |
3,080,307 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.83 |
127.48 |
125.94 |
|
| R3 |
127.01 |
126.66 |
125.72 |
|
| R2 |
126.19 |
126.19 |
125.64 |
|
| R1 |
125.84 |
125.84 |
125.57 |
126.02 |
| PP |
125.37 |
125.37 |
125.37 |
125.46 |
| S1 |
125.02 |
125.02 |
125.41 |
125.20 |
| S2 |
124.55 |
124.55 |
125.34 |
|
| S3 |
123.73 |
124.20 |
125.26 |
|
| S4 |
122.91 |
123.38 |
125.04 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.34 |
129.60 |
126.41 |
|
| R3 |
128.66 |
127.92 |
125.95 |
|
| R2 |
126.98 |
126.98 |
125.80 |
|
| R1 |
126.24 |
126.24 |
125.64 |
126.61 |
| PP |
125.30 |
125.30 |
125.30 |
125.49 |
| S1 |
124.56 |
124.56 |
125.34 |
124.93 |
| S2 |
123.62 |
123.62 |
125.18 |
|
| S3 |
121.94 |
122.88 |
125.03 |
|
| S4 |
120.26 |
121.20 |
124.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.05 |
124.13 |
1.92 |
1.5% |
0.81 |
0.6% |
71% |
False |
False |
730,721 |
| 10 |
126.05 |
121.55 |
4.50 |
3.6% |
0.93 |
0.7% |
88% |
False |
False |
731,163 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.98 |
0.8% |
88% |
False |
False |
697,078 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
1.00 |
0.8% |
79% |
False |
False |
603,829 |
| 60 |
126.53 |
119.90 |
6.63 |
5.3% |
1.05 |
0.8% |
84% |
False |
False |
520,844 |
| 80 |
126.53 |
116.00 |
10.53 |
8.4% |
0.97 |
0.8% |
90% |
False |
False |
391,524 |
| 100 |
126.53 |
113.98 |
12.55 |
10.0% |
0.95 |
0.8% |
92% |
False |
False |
313,353 |
| 120 |
126.53 |
113.48 |
13.05 |
10.4% |
0.87 |
0.7% |
92% |
False |
False |
261,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.21 |
|
2.618 |
127.87 |
|
1.618 |
127.05 |
|
1.000 |
126.54 |
|
0.618 |
126.23 |
|
HIGH |
125.72 |
|
0.618 |
125.41 |
|
0.500 |
125.31 |
|
0.382 |
125.21 |
|
LOW |
124.90 |
|
0.618 |
124.39 |
|
1.000 |
124.08 |
|
1.618 |
123.57 |
|
2.618 |
122.75 |
|
4.250 |
121.42 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.43 |
125.40 |
| PP |
125.37 |
125.30 |
| S1 |
125.31 |
125.21 |
|