Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.88 |
123.25 |
-0.63 |
-0.5% |
123.80 |
| High |
123.90 |
124.66 |
0.76 |
0.6% |
124.70 |
| Low |
122.97 |
123.01 |
0.04 |
0.0% |
123.13 |
| Close |
123.26 |
124.15 |
0.89 |
0.7% |
123.42 |
| Range |
0.93 |
1.65 |
0.72 |
77.4% |
1.57 |
| ATR |
0.88 |
0.94 |
0.05 |
6.2% |
0.00 |
| Volume |
629,177 |
1,106,605 |
477,428 |
75.9% |
152,180 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.89 |
128.17 |
125.06 |
|
| R3 |
127.24 |
126.52 |
124.60 |
|
| R2 |
125.59 |
125.59 |
124.45 |
|
| R1 |
124.87 |
124.87 |
124.30 |
125.23 |
| PP |
123.94 |
123.94 |
123.94 |
124.12 |
| S1 |
123.22 |
123.22 |
124.00 |
123.58 |
| S2 |
122.29 |
122.29 |
123.85 |
|
| S3 |
120.64 |
121.57 |
123.70 |
|
| S4 |
118.99 |
119.92 |
123.24 |
|
|
| 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 |
124.66 |
122.97 |
1.69 |
1.4% |
1.06 |
0.9% |
70% |
True |
False |
363,691 |
| 10 |
124.70 |
122.97 |
1.73 |
1.4% |
0.89 |
0.7% |
68% |
False |
False |
190,744 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.84 |
0.7% |
87% |
False |
False |
97,236 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.82 |
0.7% |
77% |
False |
False |
48,909 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.72 |
0.6% |
77% |
False |
False |
32,702 |
| 80 |
125.30 |
118.42 |
6.88 |
5.5% |
0.55 |
0.4% |
83% |
False |
False |
24,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.67 |
|
2.618 |
128.98 |
|
1.618 |
127.33 |
|
1.000 |
126.31 |
|
0.618 |
125.68 |
|
HIGH |
124.66 |
|
0.618 |
124.03 |
|
0.500 |
123.84 |
|
0.382 |
123.64 |
|
LOW |
123.01 |
|
0.618 |
121.99 |
|
1.000 |
121.36 |
|
1.618 |
120.34 |
|
2.618 |
118.69 |
|
4.250 |
116.00 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.05 |
124.04 |
| PP |
123.94 |
123.93 |
| S1 |
123.84 |
123.82 |
|