Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125.22 |
124.47 |
-0.75 |
-0.6% |
125.07 |
| High |
125.40 |
125.92 |
0.52 |
0.4% |
126.01 |
| Low |
124.92 |
124.29 |
-0.63 |
-0.5% |
124.36 |
| Close |
125.35 |
125.42 |
0.07 |
0.1% |
124.70 |
| Range |
0.48 |
1.63 |
1.15 |
239.6% |
1.65 |
| ATR |
0.98 |
1.03 |
0.05 |
4.7% |
0.00 |
| Volume |
846,319 |
595,924 |
-250,395 |
-29.6% |
3,212,027 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.10 |
129.39 |
126.32 |
|
| R3 |
128.47 |
127.76 |
125.87 |
|
| R2 |
126.84 |
126.84 |
125.72 |
|
| R1 |
126.13 |
126.13 |
125.57 |
126.49 |
| PP |
125.21 |
125.21 |
125.21 |
125.39 |
| S1 |
124.50 |
124.50 |
125.27 |
124.86 |
| S2 |
123.58 |
123.58 |
125.12 |
|
| S3 |
121.95 |
122.87 |
124.97 |
|
| S4 |
120.32 |
121.24 |
124.52 |
|
|
| 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 |
125.92 |
124.29 |
1.63 |
1.3% |
0.97 |
0.8% |
69% |
True |
True |
728,919 |
| 10 |
126.01 |
124.29 |
1.72 |
1.4% |
0.90 |
0.7% |
66% |
False |
True |
686,532 |
| 20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.90 |
0.7% |
86% |
False |
False |
705,368 |
| 40 |
126.53 |
121.55 |
4.98 |
4.0% |
0.97 |
0.8% |
78% |
False |
False |
683,889 |
| 60 |
126.53 |
121.33 |
5.20 |
4.1% |
1.04 |
0.8% |
79% |
False |
False |
601,671 |
| 80 |
126.53 |
116.46 |
10.07 |
8.0% |
0.98 |
0.8% |
89% |
False |
False |
458,400 |
| 100 |
126.53 |
114.18 |
12.35 |
9.8% |
0.95 |
0.8% |
91% |
False |
False |
366,911 |
| 120 |
126.53 |
113.48 |
13.05 |
10.4% |
0.91 |
0.7% |
91% |
False |
False |
305,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.85 |
|
2.618 |
130.19 |
|
1.618 |
128.56 |
|
1.000 |
127.55 |
|
0.618 |
126.93 |
|
HIGH |
125.92 |
|
0.618 |
125.30 |
|
0.500 |
125.11 |
|
0.382 |
124.91 |
|
LOW |
124.29 |
|
0.618 |
123.28 |
|
1.000 |
122.66 |
|
1.618 |
121.65 |
|
2.618 |
120.02 |
|
4.250 |
117.36 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.32 |
125.32 |
| PP |
125.21 |
125.21 |
| S1 |
125.11 |
125.11 |
|