Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120.61 |
120.58 |
-0.03 |
0.0% |
122.00 |
| High |
120.90 |
121.12 |
0.22 |
0.2% |
122.10 |
| Low |
120.37 |
120.41 |
0.04 |
0.0% |
120.78 |
| Close |
120.69 |
121.01 |
0.32 |
0.3% |
121.16 |
| Range |
0.53 |
0.71 |
0.18 |
34.0% |
1.32 |
| ATR |
0.78 |
0.78 |
-0.01 |
-0.7% |
0.00 |
| Volume |
924 |
871 |
-53 |
-5.7% |
7,487 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.98 |
122.70 |
121.40 |
|
| R3 |
122.27 |
121.99 |
121.21 |
|
| R2 |
121.56 |
121.56 |
121.14 |
|
| R1 |
121.28 |
121.28 |
121.08 |
121.42 |
| PP |
120.85 |
120.85 |
120.85 |
120.92 |
| S1 |
120.57 |
120.57 |
120.94 |
120.71 |
| S2 |
120.14 |
120.14 |
120.88 |
|
| S3 |
119.43 |
119.86 |
120.81 |
|
| S4 |
118.72 |
119.15 |
120.62 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.31 |
124.55 |
121.89 |
|
| R3 |
123.99 |
123.23 |
121.52 |
|
| R2 |
122.67 |
122.67 |
121.40 |
|
| R1 |
121.91 |
121.91 |
121.28 |
121.63 |
| PP |
121.35 |
121.35 |
121.35 |
121.21 |
| S1 |
120.59 |
120.59 |
121.04 |
120.31 |
| S2 |
120.03 |
120.03 |
120.92 |
|
| S3 |
118.71 |
119.27 |
120.80 |
|
| S4 |
117.39 |
117.95 |
120.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.78 |
120.37 |
1.41 |
1.2% |
0.61 |
0.5% |
45% |
False |
False |
967 |
| 10 |
123.30 |
120.37 |
2.93 |
2.4% |
0.79 |
0.7% |
22% |
False |
False |
997 |
| 20 |
125.30 |
120.37 |
4.93 |
4.1% |
0.77 |
0.6% |
13% |
False |
False |
621 |
| 40 |
125.30 |
120.37 |
4.93 |
4.1% |
0.65 |
0.5% |
13% |
False |
False |
447 |
| 60 |
125.30 |
118.64 |
6.66 |
5.5% |
0.46 |
0.4% |
36% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.14 |
|
2.618 |
122.98 |
|
1.618 |
122.27 |
|
1.000 |
121.83 |
|
0.618 |
121.56 |
|
HIGH |
121.12 |
|
0.618 |
120.85 |
|
0.500 |
120.77 |
|
0.382 |
120.68 |
|
LOW |
120.41 |
|
0.618 |
119.97 |
|
1.000 |
119.70 |
|
1.618 |
119.26 |
|
2.618 |
118.55 |
|
4.250 |
117.39 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.93 |
120.99 |
| PP |
120.85 |
120.96 |
| S1 |
120.77 |
120.94 |
|