Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123.16 |
123.98 |
0.82 |
0.7% |
120.92 |
| High |
123.96 |
124.64 |
0.68 |
0.5% |
123.60 |
| Low |
123.13 |
123.98 |
0.85 |
0.7% |
120.37 |
| Close |
123.92 |
124.48 |
0.56 |
0.5% |
123.26 |
| Range |
0.83 |
0.66 |
-0.17 |
-20.5% |
3.23 |
| ATR |
0.81 |
0.80 |
-0.01 |
-0.8% |
0.00 |
| Volume |
3,281 |
5,461 |
2,180 |
66.4% |
15,100 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.35 |
126.07 |
124.84 |
|
| R3 |
125.69 |
125.41 |
124.66 |
|
| R2 |
125.03 |
125.03 |
124.60 |
|
| R1 |
124.75 |
124.75 |
124.54 |
124.89 |
| PP |
124.37 |
124.37 |
124.37 |
124.44 |
| S1 |
124.09 |
124.09 |
124.42 |
124.23 |
| S2 |
123.71 |
123.71 |
124.36 |
|
| S3 |
123.05 |
123.43 |
124.30 |
|
| S4 |
122.39 |
122.77 |
124.12 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.10 |
130.91 |
125.04 |
|
| R3 |
128.87 |
127.68 |
124.15 |
|
| R2 |
125.64 |
125.64 |
123.85 |
|
| R1 |
124.45 |
124.45 |
123.56 |
125.05 |
| PP |
122.41 |
122.41 |
122.41 |
122.71 |
| S1 |
121.22 |
121.22 |
122.96 |
121.82 |
| S2 |
119.18 |
119.18 |
122.67 |
|
| S3 |
115.95 |
117.99 |
122.37 |
|
| S4 |
112.72 |
114.76 |
121.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.64 |
121.42 |
3.22 |
2.6% |
0.87 |
0.7% |
95% |
True |
False |
4,146 |
| 10 |
124.64 |
120.37 |
4.27 |
3.4% |
0.76 |
0.6% |
96% |
True |
False |
2,786 |
| 20 |
124.64 |
120.37 |
4.27 |
3.4% |
0.80 |
0.6% |
96% |
True |
False |
1,818 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.69 |
0.6% |
83% |
False |
False |
1,095 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.57 |
0.5% |
83% |
False |
False |
761 |
| 80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.43 |
0.3% |
90% |
False |
False |
610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.45 |
|
2.618 |
126.37 |
|
1.618 |
125.71 |
|
1.000 |
125.30 |
|
0.618 |
125.05 |
|
HIGH |
124.64 |
|
0.618 |
124.39 |
|
0.500 |
124.31 |
|
0.382 |
124.23 |
|
LOW |
123.98 |
|
0.618 |
123.57 |
|
1.000 |
123.32 |
|
1.618 |
122.91 |
|
2.618 |
122.25 |
|
4.250 |
121.18 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.42 |
124.24 |
| PP |
124.37 |
124.01 |
| S1 |
124.31 |
123.77 |
|