Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122.36 |
122.64 |
0.28 |
0.2% |
123.28 |
| High |
123.21 |
122.83 |
-0.38 |
-0.3% |
123.39 |
| Low |
122.31 |
121.83 |
-0.48 |
-0.4% |
121.97 |
| Close |
122.69 |
122.18 |
-0.51 |
-0.4% |
122.37 |
| Range |
0.90 |
1.00 |
0.10 |
11.1% |
1.42 |
| ATR |
1.07 |
1.07 |
-0.01 |
-0.5% |
0.00 |
| Volume |
435,215 |
591,544 |
156,329 |
35.9% |
3,361,284 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.28 |
124.73 |
122.73 |
|
| R3 |
124.28 |
123.73 |
122.46 |
|
| R2 |
123.28 |
123.28 |
122.36 |
|
| R1 |
122.73 |
122.73 |
122.27 |
122.51 |
| PP |
122.28 |
122.28 |
122.28 |
122.17 |
| S1 |
121.73 |
121.73 |
122.09 |
121.51 |
| S2 |
121.28 |
121.28 |
122.00 |
|
| S3 |
120.28 |
120.73 |
121.91 |
|
| S4 |
119.28 |
119.73 |
121.63 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.84 |
126.02 |
123.15 |
|
| R3 |
125.42 |
124.60 |
122.76 |
|
| R2 |
124.00 |
124.00 |
122.63 |
|
| R1 |
123.18 |
123.18 |
122.50 |
122.88 |
| PP |
122.58 |
122.58 |
122.58 |
122.43 |
| S1 |
121.76 |
121.76 |
122.24 |
121.46 |
| S2 |
121.16 |
121.16 |
122.11 |
|
| S3 |
119.74 |
120.34 |
121.98 |
|
| S4 |
118.32 |
118.92 |
121.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.39 |
121.83 |
1.56 |
1.3% |
0.91 |
0.7% |
22% |
False |
True |
622,732 |
| 10 |
125.55 |
121.83 |
3.72 |
3.0% |
1.06 |
0.9% |
9% |
False |
True |
659,376 |
| 20 |
126.53 |
121.83 |
4.70 |
3.8% |
1.05 |
0.9% |
7% |
False |
True |
662,409 |
| 40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.10 |
0.9% |
16% |
False |
False |
549,822 |
| 60 |
126.53 |
116.46 |
10.07 |
8.2% |
1.00 |
0.8% |
57% |
False |
False |
376,078 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.96 |
0.8% |
65% |
False |
False |
282,297 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.91 |
0.7% |
67% |
False |
False |
225,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.08 |
|
2.618 |
125.45 |
|
1.618 |
124.45 |
|
1.000 |
123.83 |
|
0.618 |
123.45 |
|
HIGH |
122.83 |
|
0.618 |
122.45 |
|
0.500 |
122.33 |
|
0.382 |
122.21 |
|
LOW |
121.83 |
|
0.618 |
121.21 |
|
1.000 |
120.83 |
|
1.618 |
120.21 |
|
2.618 |
119.21 |
|
4.250 |
117.58 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.33 |
122.52 |
| PP |
122.28 |
122.41 |
| S1 |
122.23 |
122.29 |
|