Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123.75 |
123.80 |
0.05 |
0.0% |
123.16 |
| High |
124.44 |
124.35 |
-0.09 |
-0.1% |
124.70 |
| Low |
123.68 |
123.56 |
-0.12 |
-0.1% |
123.13 |
| Close |
124.24 |
124.16 |
-0.08 |
-0.1% |
124.24 |
| Range |
0.76 |
0.79 |
0.03 |
3.9% |
1.57 |
| ATR |
0.83 |
0.83 |
0.00 |
-0.4% |
0.00 |
| Volume |
13,025 |
20,137 |
7,112 |
54.6% |
38,575 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.39 |
126.07 |
124.59 |
|
| R3 |
125.60 |
125.28 |
124.38 |
|
| R2 |
124.81 |
124.81 |
124.30 |
|
| R1 |
124.49 |
124.49 |
124.23 |
124.65 |
| PP |
124.02 |
124.02 |
124.02 |
124.11 |
| S1 |
123.70 |
123.70 |
124.09 |
123.86 |
| S2 |
123.23 |
123.23 |
124.02 |
|
| S3 |
122.44 |
122.91 |
123.94 |
|
| S4 |
121.65 |
122.12 |
123.73 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.73 |
128.06 |
125.10 |
|
| R3 |
127.16 |
126.49 |
124.67 |
|
| R2 |
125.59 |
125.59 |
124.53 |
|
| R1 |
124.92 |
124.92 |
124.38 |
125.26 |
| PP |
124.02 |
124.02 |
124.02 |
124.19 |
| S1 |
123.35 |
123.35 |
124.10 |
123.69 |
| S2 |
122.45 |
122.45 |
123.95 |
|
| S3 |
120.88 |
121.78 |
123.81 |
|
| S4 |
119.31 |
120.21 |
123.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.70 |
123.27 |
1.43 |
1.2% |
0.75 |
0.6% |
62% |
False |
False |
11,086 |
| 10 |
124.70 |
120.53 |
4.17 |
3.4% |
0.84 |
0.7% |
87% |
False |
False |
7,293 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.75 |
0.6% |
88% |
False |
False |
4,271 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.71 |
0.6% |
77% |
False |
False |
2,336 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.62 |
0.5% |
77% |
False |
False |
1,580 |
| 80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.47 |
0.4% |
87% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.71 |
|
2.618 |
126.42 |
|
1.618 |
125.63 |
|
1.000 |
125.14 |
|
0.618 |
124.84 |
|
HIGH |
124.35 |
|
0.618 |
124.05 |
|
0.500 |
123.96 |
|
0.382 |
123.86 |
|
LOW |
123.56 |
|
0.618 |
123.07 |
|
1.000 |
122.77 |
|
1.618 |
122.28 |
|
2.618 |
121.49 |
|
4.250 |
120.20 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.09 |
124.06 |
| PP |
124.02 |
123.96 |
| S1 |
123.96 |
123.86 |
|