Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.76 |
123.88 |
0.12 |
0.1% |
123.80 |
| High |
124.32 |
123.90 |
-0.42 |
-0.3% |
124.70 |
| Low |
123.76 |
122.97 |
-0.79 |
-0.6% |
123.13 |
| Close |
124.11 |
123.26 |
-0.85 |
-0.7% |
123.42 |
| Range |
0.56 |
0.93 |
0.37 |
66.1% |
1.57 |
| ATR |
0.87 |
0.88 |
0.02 |
2.3% |
0.00 |
| Volume |
0 |
629,177 |
629,177 |
|
152,180 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.17 |
125.64 |
123.77 |
|
| R3 |
125.24 |
124.71 |
123.52 |
|
| R2 |
124.31 |
124.31 |
123.43 |
|
| R1 |
123.78 |
123.78 |
123.35 |
123.58 |
| PP |
123.38 |
123.38 |
123.38 |
123.28 |
| S1 |
122.85 |
122.85 |
123.17 |
122.65 |
| S2 |
122.45 |
122.45 |
123.09 |
|
| S3 |
121.52 |
121.92 |
123.00 |
|
| S4 |
120.59 |
120.99 |
122.75 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.46 |
127.51 |
124.28 |
|
| R3 |
126.89 |
125.94 |
123.85 |
|
| R2 |
125.32 |
125.32 |
123.71 |
|
| R1 |
124.37 |
124.37 |
123.56 |
124.06 |
| PP |
123.75 |
123.75 |
123.75 |
123.60 |
| S1 |
122.80 |
122.80 |
123.28 |
122.49 |
| S2 |
122.18 |
122.18 |
123.13 |
|
| S3 |
120.61 |
121.23 |
122.99 |
|
| S4 |
119.04 |
119.66 |
122.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.65 |
122.97 |
1.68 |
1.4% |
0.86 |
0.7% |
17% |
False |
True |
147,232 |
| 10 |
124.70 |
122.97 |
1.73 |
1.4% |
0.80 |
0.6% |
17% |
False |
True |
81,119 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.78 |
0.6% |
67% |
False |
False |
41,952 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.78 |
0.6% |
59% |
False |
False |
21,250 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.70 |
0.6% |
59% |
False |
False |
14,260 |
| 80 |
125.30 |
117.97 |
7.33 |
5.9% |
0.53 |
0.4% |
72% |
False |
False |
10,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.85 |
|
2.618 |
126.33 |
|
1.618 |
125.40 |
|
1.000 |
124.83 |
|
0.618 |
124.47 |
|
HIGH |
123.90 |
|
0.618 |
123.54 |
|
0.500 |
123.44 |
|
0.382 |
123.33 |
|
LOW |
122.97 |
|
0.618 |
122.40 |
|
1.000 |
122.04 |
|
1.618 |
121.47 |
|
2.618 |
120.54 |
|
4.250 |
119.02 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.44 |
123.65 |
| PP |
123.38 |
123.52 |
| S1 |
123.32 |
123.39 |
|