Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122.66 |
123.79 |
1.13 |
0.9% |
122.36 |
| High |
124.00 |
124.90 |
0.90 |
0.7% |
123.21 |
| Low |
122.63 |
123.72 |
1.09 |
0.9% |
121.56 |
| Close |
123.77 |
124.75 |
0.98 |
0.8% |
122.02 |
| Range |
1.37 |
1.18 |
-0.19 |
-13.9% |
1.65 |
| ATR |
1.05 |
1.06 |
0.01 |
0.9% |
0.00 |
| Volume |
891,870 |
872,011 |
-19,859 |
-2.2% |
3,110,001 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.00 |
127.55 |
125.40 |
|
| R3 |
126.82 |
126.37 |
125.07 |
|
| R2 |
125.64 |
125.64 |
124.97 |
|
| R1 |
125.19 |
125.19 |
124.86 |
125.42 |
| PP |
124.46 |
124.46 |
124.46 |
124.57 |
| S1 |
124.01 |
124.01 |
124.64 |
124.24 |
| S2 |
123.28 |
123.28 |
124.53 |
|
| S3 |
122.10 |
122.83 |
124.43 |
|
| S4 |
120.92 |
121.65 |
124.10 |
|
|
| 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 |
124.90 |
121.55 |
3.35 |
2.7% |
1.04 |
0.8% |
96% |
True |
False |
731,605 |
| 10 |
124.90 |
121.55 |
3.35 |
2.7% |
0.96 |
0.8% |
96% |
True |
False |
680,170 |
| 20 |
126.14 |
121.55 |
4.59 |
3.7% |
1.03 |
0.8% |
70% |
False |
False |
681,892 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.07 |
0.9% |
66% |
False |
False |
577,753 |
| 60 |
126.53 |
118.00 |
8.53 |
6.8% |
1.05 |
0.8% |
79% |
False |
False |
460,620 |
| 80 |
126.53 |
114.42 |
12.11 |
9.7% |
0.98 |
0.8% |
85% |
False |
False |
345,918 |
| 100 |
126.53 |
113.48 |
13.05 |
10.5% |
0.94 |
0.8% |
86% |
False |
False |
276,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.92 |
|
2.618 |
127.99 |
|
1.618 |
126.81 |
|
1.000 |
126.08 |
|
0.618 |
125.63 |
|
HIGH |
124.90 |
|
0.618 |
124.45 |
|
0.500 |
124.31 |
|
0.382 |
124.17 |
|
LOW |
123.72 |
|
0.618 |
122.99 |
|
1.000 |
122.54 |
|
1.618 |
121.81 |
|
2.618 |
120.63 |
|
4.250 |
118.71 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.60 |
124.27 |
| PP |
124.46 |
123.78 |
| S1 |
124.31 |
123.30 |
|