Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125.03 |
125.22 |
0.19 |
0.2% |
125.07 |
| High |
125.58 |
125.40 |
-0.18 |
-0.1% |
126.01 |
| Low |
124.99 |
124.92 |
-0.07 |
-0.1% |
124.36 |
| Close |
125.36 |
125.35 |
-0.01 |
0.0% |
124.70 |
| Range |
0.59 |
0.48 |
-0.11 |
-18.6% |
1.65 |
| ATR |
1.02 |
0.98 |
-0.04 |
-3.8% |
0.00 |
| Volume |
704,001 |
846,319 |
142,318 |
20.2% |
3,212,027 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.66 |
126.49 |
125.61 |
|
| R3 |
126.18 |
126.01 |
125.48 |
|
| R2 |
125.70 |
125.70 |
125.44 |
|
| R1 |
125.53 |
125.53 |
125.39 |
125.62 |
| PP |
125.22 |
125.22 |
125.22 |
125.27 |
| S1 |
125.05 |
125.05 |
125.31 |
125.14 |
| S2 |
124.74 |
124.74 |
125.26 |
|
| S3 |
124.26 |
124.57 |
125.22 |
|
| S4 |
123.78 |
124.09 |
125.09 |
|
|
| 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 |
125.95 |
124.36 |
1.59 |
1.3% |
0.79 |
0.6% |
62% |
False |
False |
724,687 |
| 10 |
126.05 |
124.36 |
1.69 |
1.3% |
0.81 |
0.6% |
59% |
False |
False |
709,634 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.87 |
0.7% |
84% |
False |
False |
705,149 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
0.97 |
0.8% |
76% |
False |
False |
683,170 |
| 60 |
126.53 |
121.33 |
5.20 |
4.1% |
1.03 |
0.8% |
77% |
False |
False |
594,960 |
| 80 |
126.53 |
116.46 |
10.07 |
8.0% |
0.96 |
0.8% |
88% |
False |
False |
450,968 |
| 100 |
126.53 |
114.18 |
12.35 |
9.9% |
0.94 |
0.7% |
90% |
False |
False |
360,952 |
| 120 |
126.53 |
113.48 |
13.05 |
10.4% |
0.91 |
0.7% |
91% |
False |
False |
300,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.44 |
|
2.618 |
126.66 |
|
1.618 |
126.18 |
|
1.000 |
125.88 |
|
0.618 |
125.70 |
|
HIGH |
125.40 |
|
0.618 |
125.22 |
|
0.500 |
125.16 |
|
0.382 |
125.10 |
|
LOW |
124.92 |
|
0.618 |
124.62 |
|
1.000 |
124.44 |
|
1.618 |
124.14 |
|
2.618 |
123.66 |
|
4.250 |
122.88 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.29 |
125.25 |
| PP |
125.22 |
125.15 |
| S1 |
125.16 |
125.05 |
|