Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122.18 |
121.85 |
-0.33 |
-0.3% |
122.36 |
High |
122.22 |
122.73 |
0.51 |
0.4% |
123.21 |
Low |
121.55 |
121.70 |
0.15 |
0.1% |
121.56 |
Close |
121.72 |
122.35 |
0.63 |
0.5% |
122.02 |
Range |
0.67 |
1.03 |
0.36 |
53.7% |
1.65 |
ATR |
1.00 |
1.01 |
0.00 |
0.2% |
0.00 |
Volume |
439,350 |
809,028 |
369,678 |
84.1% |
3,110,001 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.35 |
124.88 |
122.92 |
|
R3 |
124.32 |
123.85 |
122.63 |
|
R2 |
123.29 |
123.29 |
122.54 |
|
R1 |
122.82 |
122.82 |
122.44 |
123.06 |
PP |
122.26 |
122.26 |
122.26 |
122.38 |
S1 |
121.79 |
121.79 |
122.26 |
122.03 |
S2 |
121.23 |
121.23 |
122.16 |
|
S3 |
120.20 |
120.76 |
122.07 |
|
S4 |
119.17 |
119.73 |
121.78 |
|
|
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 |
122.75 |
121.55 |
1.20 |
1.0% |
0.87 |
0.7% |
67% |
False |
False |
666,324 |
10 |
123.39 |
121.55 |
1.84 |
1.5% |
0.89 |
0.7% |
43% |
False |
False |
644,528 |
20 |
126.53 |
121.55 |
4.98 |
4.1% |
1.01 |
0.8% |
16% |
False |
False |
668,854 |
40 |
126.53 |
121.33 |
5.20 |
4.3% |
1.04 |
0.9% |
20% |
False |
False |
558,622 |
60 |
126.53 |
117.85 |
8.68 |
7.1% |
1.03 |
0.8% |
52% |
False |
False |
431,527 |
80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.96 |
0.8% |
66% |
False |
False |
323,875 |
100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.93 |
0.8% |
68% |
False |
False |
259,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.11 |
2.618 |
125.43 |
1.618 |
124.40 |
1.000 |
123.76 |
0.618 |
123.37 |
HIGH |
122.73 |
0.618 |
122.34 |
0.500 |
122.22 |
0.382 |
122.09 |
LOW |
121.70 |
0.618 |
121.06 |
1.000 |
120.67 |
1.618 |
120.03 |
2.618 |
119.00 |
4.250 |
117.32 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122.31 |
122.28 |
PP |
122.26 |
122.22 |
S1 |
122.22 |
122.15 |
|