Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121.85 |
122.66 |
0.81 |
0.7% |
122.36 |
| High |
122.73 |
124.00 |
1.27 |
1.0% |
123.21 |
| Low |
121.70 |
122.63 |
0.93 |
0.8% |
121.56 |
| Close |
122.35 |
123.77 |
1.42 |
1.2% |
122.02 |
| Range |
1.03 |
1.37 |
0.34 |
33.0% |
1.65 |
| ATR |
1.01 |
1.05 |
0.05 |
4.6% |
0.00 |
| Volume |
809,028 |
891,870 |
82,842 |
10.2% |
3,110,001 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.58 |
127.04 |
124.52 |
|
| R3 |
126.21 |
125.67 |
124.15 |
|
| R2 |
124.84 |
124.84 |
124.02 |
|
| R1 |
124.30 |
124.30 |
123.90 |
124.57 |
| PP |
123.47 |
123.47 |
123.47 |
123.60 |
| S1 |
122.93 |
122.93 |
123.64 |
123.20 |
| S2 |
122.10 |
122.10 |
123.52 |
|
| S3 |
120.73 |
121.56 |
123.39 |
|
| S4 |
119.36 |
120.19 |
123.02 |
|
|
| 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 |
124.00 |
121.55 |
2.45 |
2.0% |
1.02 |
0.8% |
91% |
True |
False |
707,803 |
| 10 |
124.00 |
121.55 |
2.45 |
2.0% |
0.94 |
0.8% |
91% |
True |
False |
666,706 |
| 20 |
126.53 |
121.55 |
4.98 |
4.0% |
1.01 |
0.8% |
45% |
False |
False |
675,423 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.06 |
0.9% |
47% |
False |
False |
567,911 |
| 60 |
126.53 |
118.00 |
8.53 |
6.9% |
1.04 |
0.8% |
68% |
False |
False |
446,127 |
| 80 |
126.53 |
114.18 |
12.35 |
10.0% |
0.97 |
0.8% |
78% |
False |
False |
335,018 |
| 100 |
126.53 |
113.48 |
13.05 |
10.5% |
0.93 |
0.8% |
79% |
False |
False |
268,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.82 |
|
2.618 |
127.59 |
|
1.618 |
126.22 |
|
1.000 |
125.37 |
|
0.618 |
124.85 |
|
HIGH |
124.00 |
|
0.618 |
123.48 |
|
0.500 |
123.32 |
|
0.382 |
123.15 |
|
LOW |
122.63 |
|
0.618 |
121.78 |
|
1.000 |
121.26 |
|
1.618 |
120.41 |
|
2.618 |
119.04 |
|
4.250 |
116.81 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.62 |
123.44 |
| PP |
123.47 |
123.11 |
| S1 |
123.32 |
122.78 |
|