Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121.80 |
122.40 |
0.60 |
0.5% |
122.36 |
| High |
122.61 |
122.75 |
0.14 |
0.1% |
123.21 |
| Low |
121.57 |
121.78 |
0.21 |
0.2% |
121.56 |
| Close |
122.26 |
122.02 |
-0.24 |
-0.2% |
122.02 |
| Range |
1.04 |
0.97 |
-0.07 |
-6.7% |
1.65 |
| ATR |
1.03 |
1.03 |
0.00 |
-0.4% |
0.00 |
| Volume |
753,003 |
645,768 |
-107,235 |
-14.2% |
3,110,001 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.09 |
124.53 |
122.55 |
|
| R3 |
124.12 |
123.56 |
122.29 |
|
| R2 |
123.15 |
123.15 |
122.20 |
|
| R1 |
122.59 |
122.59 |
122.11 |
122.39 |
| PP |
122.18 |
122.18 |
122.18 |
122.08 |
| S1 |
121.62 |
121.62 |
121.93 |
121.42 |
| S2 |
121.21 |
121.21 |
121.84 |
|
| S3 |
120.24 |
120.65 |
121.75 |
|
| S4 |
119.27 |
119.68 |
121.49 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.21 |
126.27 |
122.93 |
|
| R3 |
125.56 |
124.62 |
122.47 |
|
| R2 |
123.91 |
123.91 |
122.32 |
|
| R1 |
122.97 |
122.97 |
122.17 |
122.62 |
| PP |
122.26 |
122.26 |
122.26 |
122.09 |
| S1 |
121.32 |
121.32 |
121.87 |
120.97 |
| S2 |
120.61 |
120.61 |
121.72 |
|
| S3 |
118.96 |
119.67 |
121.57 |
|
| S4 |
117.31 |
118.02 |
121.11 |
|
|
| 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 |
1.4% |
0.91 |
0.7% |
28% |
False |
False |
622,000 |
| 10 |
123.39 |
121.56 |
1.83 |
1.5% |
0.97 |
0.8% |
25% |
False |
False |
647,128 |
| 20 |
126.53 |
121.56 |
4.97 |
4.1% |
0.99 |
0.8% |
9% |
False |
False |
661,559 |
| 40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.07 |
0.9% |
13% |
False |
False |
556,465 |
| 60 |
126.53 |
117.50 |
9.03 |
7.4% |
1.02 |
0.8% |
50% |
False |
False |
410,769 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.94 |
0.8% |
63% |
False |
False |
308,278 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.93 |
0.8% |
65% |
False |
False |
246,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.87 |
|
2.618 |
125.29 |
|
1.618 |
124.32 |
|
1.000 |
123.72 |
|
0.618 |
123.35 |
|
HIGH |
122.75 |
|
0.618 |
122.38 |
|
0.500 |
122.27 |
|
0.382 |
122.15 |
|
LOW |
121.78 |
|
0.618 |
121.18 |
|
1.000 |
120.81 |
|
1.618 |
120.21 |
|
2.618 |
119.24 |
|
4.250 |
117.66 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.27 |
122.16 |
| PP |
122.18 |
122.11 |
| S1 |
122.10 |
122.07 |
|