Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124.67 |
125.03 |
0.36 |
0.3% |
125.07 |
| High |
125.57 |
125.58 |
0.01 |
0.0% |
126.01 |
| Low |
124.52 |
124.99 |
0.47 |
0.4% |
124.36 |
| Close |
124.70 |
125.36 |
0.66 |
0.5% |
124.70 |
| Range |
1.05 |
0.59 |
-0.46 |
-43.8% |
1.65 |
| ATR |
1.03 |
1.02 |
-0.01 |
-1.1% |
0.00 |
| Volume |
713,020 |
704,001 |
-9,019 |
-1.3% |
3,212,027 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.08 |
126.81 |
125.68 |
|
| R3 |
126.49 |
126.22 |
125.52 |
|
| R2 |
125.90 |
125.90 |
125.47 |
|
| R1 |
125.63 |
125.63 |
125.41 |
125.77 |
| PP |
125.31 |
125.31 |
125.31 |
125.38 |
| S1 |
125.04 |
125.04 |
125.31 |
125.18 |
| S2 |
124.72 |
124.72 |
125.25 |
|
| S3 |
124.13 |
124.45 |
125.20 |
|
| S4 |
123.54 |
123.86 |
125.04 |
|
|
| 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% |
0.82 |
0.7% |
61% |
False |
False |
679,865 |
| 10 |
126.05 |
124.36 |
1.69 |
1.3% |
0.84 |
0.7% |
59% |
False |
False |
699,633 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.89 |
0.7% |
85% |
False |
False |
684,594 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
0.98 |
0.8% |
77% |
False |
False |
672,722 |
| 60 |
126.53 |
121.33 |
5.20 |
4.1% |
1.05 |
0.8% |
78% |
False |
False |
583,043 |
| 80 |
126.53 |
116.00 |
10.53 |
8.4% |
0.97 |
0.8% |
89% |
False |
False |
440,399 |
| 100 |
126.53 |
114.18 |
12.35 |
9.9% |
0.94 |
0.8% |
91% |
False |
False |
352,492 |
| 120 |
126.53 |
113.48 |
13.05 |
10.4% |
0.91 |
0.7% |
91% |
False |
False |
293,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.09 |
|
2.618 |
127.12 |
|
1.618 |
126.53 |
|
1.000 |
126.17 |
|
0.618 |
125.94 |
|
HIGH |
125.58 |
|
0.618 |
125.35 |
|
0.500 |
125.29 |
|
0.382 |
125.22 |
|
LOW |
124.99 |
|
0.618 |
124.63 |
|
1.000 |
124.40 |
|
1.618 |
124.04 |
|
2.618 |
123.45 |
|
4.250 |
122.48 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.34 |
125.23 |
| PP |
125.31 |
125.10 |
| S1 |
125.29 |
124.97 |
|