Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121.99 |
121.80 |
-0.19 |
-0.2% |
123.28 |
| High |
122.18 |
122.61 |
0.43 |
0.4% |
123.39 |
| Low |
121.56 |
121.57 |
0.01 |
0.0% |
121.97 |
| Close |
121.92 |
122.26 |
0.34 |
0.3% |
122.37 |
| Range |
0.62 |
1.04 |
0.42 |
67.7% |
1.42 |
| ATR |
1.03 |
1.03 |
0.00 |
0.0% |
0.00 |
| Volume |
684,471 |
753,003 |
68,532 |
10.0% |
3,361,284 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.27 |
124.80 |
122.83 |
|
| R3 |
124.23 |
123.76 |
122.55 |
|
| R2 |
123.19 |
123.19 |
122.45 |
|
| R1 |
122.72 |
122.72 |
122.36 |
122.96 |
| PP |
122.15 |
122.15 |
122.15 |
122.26 |
| S1 |
121.68 |
121.68 |
122.16 |
121.92 |
| S2 |
121.11 |
121.11 |
122.07 |
|
| S3 |
120.07 |
120.64 |
121.97 |
|
| S4 |
119.03 |
119.60 |
121.69 |
|
|
| 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 |
123.21 |
121.56 |
1.65 |
1.3% |
0.87 |
0.7% |
42% |
False |
False |
628,736 |
| 10 |
124.54 |
121.56 |
2.98 |
2.4% |
1.04 |
0.8% |
23% |
False |
False |
662,993 |
| 20 |
126.53 |
121.56 |
4.97 |
4.1% |
1.01 |
0.8% |
14% |
False |
False |
659,676 |
| 40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.07 |
0.9% |
18% |
False |
False |
560,294 |
| 60 |
126.53 |
117.50 |
9.03 |
7.4% |
1.01 |
0.8% |
53% |
False |
False |
400,016 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
65% |
False |
False |
300,206 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.93 |
0.8% |
67% |
False |
False |
240,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.03 |
|
2.618 |
125.33 |
|
1.618 |
124.29 |
|
1.000 |
123.65 |
|
0.618 |
123.25 |
|
HIGH |
122.61 |
|
0.618 |
122.21 |
|
0.500 |
122.09 |
|
0.382 |
121.97 |
|
LOW |
121.57 |
|
0.618 |
120.93 |
|
1.000 |
120.53 |
|
1.618 |
119.89 |
|
2.618 |
118.85 |
|
4.250 |
117.15 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.20 |
122.24 |
| PP |
122.15 |
122.22 |
| S1 |
122.09 |
122.20 |
|