Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124.16 |
124.09 |
-0.07 |
-0.1% |
123.16 |
| High |
124.70 |
124.65 |
-0.05 |
0.0% |
124.70 |
| Low |
124.13 |
123.97 |
-0.16 |
-0.1% |
123.13 |
| Close |
124.41 |
124.55 |
0.14 |
0.1% |
124.24 |
| Range |
0.57 |
0.68 |
0.11 |
19.3% |
1.57 |
| ATR |
0.81 |
0.80 |
-0.01 |
-1.1% |
0.00 |
| Volume |
25,059 |
24,309 |
-750 |
-3.0% |
38,575 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.43 |
126.17 |
124.92 |
|
| R3 |
125.75 |
125.49 |
124.74 |
|
| R2 |
125.07 |
125.07 |
124.67 |
|
| R1 |
124.81 |
124.81 |
124.61 |
124.94 |
| PP |
124.39 |
124.39 |
124.39 |
124.46 |
| S1 |
124.13 |
124.13 |
124.49 |
124.26 |
| S2 |
123.71 |
123.71 |
124.43 |
|
| S3 |
123.03 |
123.45 |
124.36 |
|
| S4 |
122.35 |
122.77 |
124.18 |
|
|
| 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 |
1.1% |
0.73 |
0.6% |
90% |
False |
False |
17,798 |
| 10 |
124.70 |
122.48 |
2.22 |
1.8% |
0.74 |
0.6% |
93% |
False |
False |
11,707 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.73 |
0.6% |
97% |
False |
False |
6,571 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.74 |
0.6% |
85% |
False |
False |
3,570 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.64 |
0.5% |
85% |
False |
False |
2,398 |
| 80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.48 |
0.4% |
91% |
False |
False |
1,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.54 |
|
2.618 |
126.43 |
|
1.618 |
125.75 |
|
1.000 |
125.33 |
|
0.618 |
125.07 |
|
HIGH |
124.65 |
|
0.618 |
124.39 |
|
0.500 |
124.31 |
|
0.382 |
124.23 |
|
LOW |
123.97 |
|
0.618 |
123.55 |
|
1.000 |
123.29 |
|
1.618 |
122.87 |
|
2.618 |
122.19 |
|
4.250 |
121.08 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.47 |
124.41 |
| PP |
124.39 |
124.27 |
| S1 |
124.31 |
124.13 |
|