Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.25 |
124.42 |
1.17 |
0.9% |
123.76 |
| High |
124.66 |
125.43 |
0.77 |
0.6% |
125.43 |
| Low |
123.01 |
124.42 |
1.41 |
1.1% |
122.97 |
| Close |
124.15 |
125.37 |
1.22 |
1.0% |
125.37 |
| Range |
1.65 |
1.01 |
-0.64 |
-38.8% |
2.46 |
| ATR |
0.94 |
0.96 |
0.02 |
2.6% |
0.00 |
| Volume |
1,106,605 |
758,851 |
-347,754 |
-31.4% |
2,494,633 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.10 |
127.75 |
125.93 |
|
| R3 |
127.09 |
126.74 |
125.65 |
|
| R2 |
126.08 |
126.08 |
125.56 |
|
| R1 |
125.73 |
125.73 |
125.46 |
125.91 |
| PP |
125.07 |
125.07 |
125.07 |
125.16 |
| S1 |
124.72 |
124.72 |
125.28 |
124.90 |
| S2 |
124.06 |
124.06 |
125.18 |
|
| S3 |
123.05 |
123.71 |
125.09 |
|
| S4 |
122.04 |
122.70 |
124.81 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.97 |
131.13 |
126.72 |
|
| R3 |
129.51 |
128.67 |
126.05 |
|
| R2 |
127.05 |
127.05 |
125.82 |
|
| R1 |
126.21 |
126.21 |
125.60 |
126.63 |
| PP |
124.59 |
124.59 |
124.59 |
124.80 |
| S1 |
123.75 |
123.75 |
125.14 |
124.17 |
| S2 |
122.13 |
122.13 |
124.92 |
|
| S3 |
119.67 |
121.29 |
124.69 |
|
| S4 |
117.21 |
118.83 |
124.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.43 |
122.97 |
2.46 |
2.0% |
1.04 |
0.8% |
98% |
True |
False |
507,821 |
| 10 |
125.43 |
122.97 |
2.46 |
2.0% |
0.91 |
0.7% |
98% |
True |
False |
265,983 |
| 20 |
125.43 |
120.37 |
5.06 |
4.0% |
0.85 |
0.7% |
99% |
True |
False |
135,135 |
| 40 |
125.43 |
120.37 |
5.06 |
4.0% |
0.81 |
0.6% |
99% |
True |
False |
67,878 |
| 60 |
125.43 |
120.37 |
5.06 |
4.0% |
0.71 |
0.6% |
99% |
True |
False |
45,343 |
| 80 |
125.43 |
118.64 |
6.79 |
5.4% |
0.56 |
0.4% |
99% |
True |
False |
34,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.72 |
|
2.618 |
128.07 |
|
1.618 |
127.06 |
|
1.000 |
126.44 |
|
0.618 |
126.05 |
|
HIGH |
125.43 |
|
0.618 |
125.04 |
|
0.500 |
124.93 |
|
0.382 |
124.81 |
|
LOW |
124.42 |
|
0.618 |
123.80 |
|
1.000 |
123.41 |
|
1.618 |
122.79 |
|
2.618 |
121.78 |
|
4.250 |
120.13 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.22 |
124.98 |
| PP |
125.07 |
124.59 |
| S1 |
124.93 |
124.20 |
|