Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124.47 |
125.70 |
1.23 |
1.0% |
125.03 |
| High |
125.92 |
126.52 |
0.60 |
0.5% |
126.52 |
| Low |
124.29 |
125.67 |
1.38 |
1.1% |
124.29 |
| Close |
125.42 |
126.42 |
1.00 |
0.8% |
126.42 |
| Range |
1.63 |
0.85 |
-0.78 |
-47.9% |
2.23 |
| ATR |
1.03 |
1.03 |
0.01 |
0.5% |
0.00 |
| Volume |
595,924 |
30,206 |
-565,718 |
-94.9% |
2,176,450 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.75 |
128.44 |
126.89 |
|
| R3 |
127.90 |
127.59 |
126.65 |
|
| R2 |
127.05 |
127.05 |
126.58 |
|
| R1 |
126.74 |
126.74 |
126.50 |
126.90 |
| PP |
126.20 |
126.20 |
126.20 |
126.28 |
| S1 |
125.89 |
125.89 |
126.34 |
126.05 |
| S2 |
125.35 |
125.35 |
126.26 |
|
| S3 |
124.50 |
125.04 |
126.19 |
|
| S4 |
123.65 |
124.19 |
125.95 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.43 |
131.66 |
127.65 |
|
| R3 |
130.20 |
129.43 |
127.03 |
|
| R2 |
127.97 |
127.97 |
126.83 |
|
| R1 |
127.20 |
127.20 |
126.62 |
127.59 |
| PP |
125.74 |
125.74 |
125.74 |
125.94 |
| S1 |
124.97 |
124.97 |
126.22 |
125.36 |
| S2 |
123.51 |
123.51 |
126.01 |
|
| S3 |
121.28 |
122.74 |
125.81 |
|
| S4 |
119.05 |
120.51 |
125.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.52 |
124.29 |
2.23 |
1.8% |
0.92 |
0.7% |
96% |
True |
False |
577,894 |
| 10 |
126.52 |
124.29 |
2.23 |
1.8% |
0.87 |
0.7% |
96% |
True |
False |
608,694 |
| 20 |
126.52 |
121.55 |
4.97 |
3.9% |
0.91 |
0.7% |
98% |
True |
False |
672,655 |
| 40 |
126.53 |
121.55 |
4.98 |
3.9% |
0.97 |
0.8% |
98% |
False |
False |
665,475 |
| 60 |
126.53 |
121.33 |
5.20 |
4.1% |
1.03 |
0.8% |
98% |
False |
False |
595,677 |
| 80 |
126.53 |
117.45 |
9.08 |
7.2% |
0.98 |
0.8% |
99% |
False |
False |
458,774 |
| 100 |
126.53 |
114.18 |
12.35 |
9.8% |
0.94 |
0.7% |
99% |
False |
False |
367,167 |
| 120 |
126.53 |
113.48 |
13.05 |
10.3% |
0.92 |
0.7% |
99% |
False |
False |
306,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.13 |
|
2.618 |
128.75 |
|
1.618 |
127.90 |
|
1.000 |
127.37 |
|
0.618 |
127.05 |
|
HIGH |
126.52 |
|
0.618 |
126.20 |
|
0.500 |
126.10 |
|
0.382 |
125.99 |
|
LOW |
125.67 |
|
0.618 |
125.14 |
|
1.000 |
124.82 |
|
1.618 |
124.29 |
|
2.618 |
123.44 |
|
4.250 |
122.06 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126.31 |
126.08 |
| PP |
126.20 |
125.74 |
| S1 |
126.10 |
125.41 |
|