Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124.42 |
125.20 |
0.78 |
0.6% |
123.76 |
| High |
125.43 |
125.63 |
0.20 |
0.2% |
125.43 |
| Low |
124.42 |
125.00 |
0.58 |
0.5% |
122.97 |
| Close |
125.37 |
125.10 |
-0.27 |
-0.2% |
125.37 |
| Range |
1.01 |
0.63 |
-0.38 |
-37.6% |
2.46 |
| ATR |
0.96 |
0.94 |
-0.02 |
-2.5% |
0.00 |
| Volume |
758,851 |
561,765 |
-197,086 |
-26.0% |
2,494,633 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.13 |
126.75 |
125.45 |
|
| R3 |
126.50 |
126.12 |
125.27 |
|
| R2 |
125.87 |
125.87 |
125.22 |
|
| R1 |
125.49 |
125.49 |
125.16 |
125.37 |
| PP |
125.24 |
125.24 |
125.24 |
125.18 |
| S1 |
124.86 |
124.86 |
125.04 |
124.74 |
| S2 |
124.61 |
124.61 |
124.98 |
|
| S3 |
123.98 |
124.23 |
124.93 |
|
| S4 |
123.35 |
123.60 |
124.75 |
|
|
| 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 |
125.63 |
122.97 |
2.66 |
2.1% |
0.96 |
0.8% |
80% |
True |
False |
611,279 |
| 10 |
125.63 |
122.97 |
2.66 |
2.1% |
0.90 |
0.7% |
80% |
True |
False |
320,857 |
| 20 |
125.63 |
120.37 |
5.26 |
4.2% |
0.85 |
0.7% |
90% |
True |
False |
163,112 |
| 40 |
125.63 |
120.37 |
5.26 |
4.2% |
0.80 |
0.6% |
90% |
True |
False |
81,908 |
| 60 |
125.63 |
120.37 |
5.26 |
4.2% |
0.72 |
0.6% |
90% |
True |
False |
54,705 |
| 80 |
125.63 |
118.77 |
6.86 |
5.5% |
0.57 |
0.5% |
92% |
True |
False |
41,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.31 |
|
2.618 |
127.28 |
|
1.618 |
126.65 |
|
1.000 |
126.26 |
|
0.618 |
126.02 |
|
HIGH |
125.63 |
|
0.618 |
125.39 |
|
0.500 |
125.32 |
|
0.382 |
125.24 |
|
LOW |
125.00 |
|
0.618 |
124.61 |
|
1.000 |
124.37 |
|
1.618 |
123.98 |
|
2.618 |
123.35 |
|
4.250 |
122.32 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.32 |
124.84 |
| PP |
125.24 |
124.58 |
| S1 |
125.17 |
124.32 |
|