Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125.47 |
124.67 |
-0.80 |
-0.6% |
125.07 |
| High |
125.47 |
125.57 |
0.10 |
0.1% |
126.01 |
| Low |
124.36 |
124.52 |
0.16 |
0.1% |
124.36 |
| Close |
124.45 |
124.70 |
0.25 |
0.2% |
124.70 |
| Range |
1.11 |
1.05 |
-0.06 |
-5.4% |
1.65 |
| ATR |
1.03 |
1.03 |
0.01 |
0.7% |
0.00 |
| Volume |
785,334 |
713,020 |
-72,314 |
-9.2% |
3,212,027 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.08 |
127.44 |
125.28 |
|
| R3 |
127.03 |
126.39 |
124.99 |
|
| R2 |
125.98 |
125.98 |
124.89 |
|
| R1 |
125.34 |
125.34 |
124.80 |
125.66 |
| PP |
124.93 |
124.93 |
124.93 |
125.09 |
| S1 |
124.29 |
124.29 |
124.60 |
124.61 |
| S2 |
123.88 |
123.88 |
124.51 |
|
| S3 |
122.83 |
123.24 |
124.41 |
|
| S4 |
121.78 |
122.19 |
124.12 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.97 |
128.99 |
125.61 |
|
| R3 |
128.32 |
127.34 |
125.15 |
|
| R2 |
126.67 |
126.67 |
125.00 |
|
| R1 |
125.69 |
125.69 |
124.85 |
125.36 |
| PP |
125.02 |
125.02 |
125.02 |
124.86 |
| S1 |
124.04 |
124.04 |
124.55 |
123.71 |
| S2 |
123.37 |
123.37 |
124.40 |
|
| S3 |
121.72 |
122.39 |
124.25 |
|
| S4 |
120.07 |
120.74 |
123.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.01 |
124.36 |
1.65 |
1.3% |
0.87 |
0.7% |
21% |
False |
False |
642,405 |
| 10 |
126.05 |
124.13 |
1.92 |
1.5% |
0.84 |
0.7% |
30% |
False |
False |
686,563 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.90 |
0.7% |
70% |
False |
False |
683,367 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
1.00 |
0.8% |
63% |
False |
False |
660,430 |
| 60 |
126.53 |
121.33 |
5.20 |
4.2% |
1.04 |
0.8% |
65% |
False |
False |
572,266 |
| 80 |
126.53 |
116.00 |
10.53 |
8.4% |
0.98 |
0.8% |
83% |
False |
False |
431,610 |
| 100 |
126.53 |
114.18 |
12.35 |
9.9% |
0.94 |
0.8% |
85% |
False |
False |
345,452 |
| 120 |
126.53 |
113.48 |
13.05 |
10.5% |
0.90 |
0.7% |
86% |
False |
False |
287,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.03 |
|
2.618 |
128.32 |
|
1.618 |
127.27 |
|
1.000 |
126.62 |
|
0.618 |
126.22 |
|
HIGH |
125.57 |
|
0.618 |
125.17 |
|
0.500 |
125.05 |
|
0.382 |
124.92 |
|
LOW |
124.52 |
|
0.618 |
123.87 |
|
1.000 |
123.47 |
|
1.618 |
122.82 |
|
2.618 |
121.77 |
|
4.250 |
120.06 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.05 |
125.16 |
| PP |
124.93 |
125.00 |
| S1 |
124.82 |
124.85 |
|