Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124.09 |
124.24 |
0.15 |
0.1% |
123.16 |
| High |
124.65 |
124.24 |
-0.41 |
-0.3% |
124.70 |
| Low |
123.97 |
123.13 |
-0.84 |
-0.7% |
123.13 |
| Close |
124.55 |
123.19 |
-1.36 |
-1.1% |
124.24 |
| Range |
0.68 |
1.11 |
0.43 |
63.2% |
1.57 |
| ATR |
0.80 |
0.84 |
0.04 |
5.5% |
0.00 |
| Volume |
24,309 |
38,199 |
13,890 |
57.1% |
38,575 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.85 |
126.13 |
123.80 |
|
| R3 |
125.74 |
125.02 |
123.50 |
|
| R2 |
124.63 |
124.63 |
123.39 |
|
| R1 |
123.91 |
123.91 |
123.29 |
123.72 |
| PP |
123.52 |
123.52 |
123.52 |
123.42 |
| S1 |
122.80 |
122.80 |
123.09 |
122.61 |
| S2 |
122.41 |
122.41 |
122.99 |
|
| S3 |
121.30 |
121.69 |
122.88 |
|
| S4 |
120.19 |
120.58 |
122.58 |
|
|
| 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 |
123.13 |
1.57 |
1.3% |
0.78 |
0.6% |
4% |
False |
True |
24,145 |
| 10 |
124.70 |
122.90 |
1.80 |
1.5% |
0.74 |
0.6% |
16% |
False |
False |
15,163 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.74 |
0.6% |
65% |
False |
False |
8,421 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.77 |
0.6% |
57% |
False |
False |
4,525 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.66 |
0.5% |
57% |
False |
False |
3,034 |
| 80 |
125.30 |
116.83 |
8.47 |
6.9% |
0.49 |
0.4% |
75% |
False |
False |
2,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.96 |
|
2.618 |
127.15 |
|
1.618 |
126.04 |
|
1.000 |
125.35 |
|
0.618 |
124.93 |
|
HIGH |
124.24 |
|
0.618 |
123.82 |
|
0.500 |
123.69 |
|
0.382 |
123.55 |
|
LOW |
123.13 |
|
0.618 |
122.44 |
|
1.000 |
122.02 |
|
1.618 |
121.33 |
|
2.618 |
120.22 |
|
4.250 |
118.41 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.69 |
123.92 |
| PP |
123.52 |
123.67 |
| S1 |
123.36 |
123.43 |
|