Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123.79 |
124.67 |
0.88 |
0.7% |
122.18 |
High |
124.90 |
124.71 |
-0.19 |
-0.2% |
124.90 |
Low |
123.72 |
124.13 |
0.41 |
0.3% |
121.55 |
Close |
124.75 |
124.52 |
-0.23 |
-0.2% |
124.52 |
Range |
1.18 |
0.58 |
-0.60 |
-50.8% |
3.35 |
ATR |
1.06 |
1.03 |
-0.03 |
-3.0% |
0.00 |
Volume |
872,011 |
573,298 |
-298,713 |
-34.3% |
3,585,557 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.19 |
125.94 |
124.84 |
|
R3 |
125.61 |
125.36 |
124.68 |
|
R2 |
125.03 |
125.03 |
124.63 |
|
R1 |
124.78 |
124.78 |
124.57 |
124.62 |
PP |
124.45 |
124.45 |
124.45 |
124.37 |
S1 |
124.20 |
124.20 |
124.47 |
124.04 |
S2 |
123.87 |
123.87 |
124.41 |
|
S3 |
123.29 |
123.62 |
124.36 |
|
S4 |
122.71 |
123.04 |
124.20 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.71 |
132.46 |
126.36 |
|
R3 |
130.36 |
129.11 |
125.44 |
|
R2 |
127.01 |
127.01 |
125.13 |
|
R1 |
125.76 |
125.76 |
124.83 |
126.39 |
PP |
123.66 |
123.66 |
123.66 |
123.97 |
S1 |
122.41 |
122.41 |
124.21 |
123.04 |
S2 |
120.31 |
120.31 |
123.91 |
|
S3 |
116.96 |
119.06 |
123.60 |
|
S4 |
113.61 |
115.71 |
122.68 |
|
|
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% |
0.97 |
0.8% |
89% |
False |
False |
717,111 |
10 |
124.90 |
121.55 |
3.35 |
2.7% |
0.94 |
0.8% |
89% |
False |
False |
669,555 |
20 |
125.66 |
121.55 |
4.11 |
3.3% |
1.02 |
0.8% |
72% |
False |
False |
675,746 |
40 |
126.53 |
121.55 |
4.98 |
4.0% |
1.03 |
0.8% |
60% |
False |
False |
575,582 |
60 |
126.53 |
118.53 |
8.00 |
6.4% |
1.04 |
0.8% |
75% |
False |
False |
470,142 |
80 |
126.53 |
114.76 |
11.77 |
9.5% |
0.97 |
0.8% |
83% |
False |
False |
353,081 |
100 |
126.53 |
113.48 |
13.05 |
10.5% |
0.94 |
0.8% |
85% |
False |
False |
282,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.18 |
2.618 |
126.23 |
1.618 |
125.65 |
1.000 |
125.29 |
0.618 |
125.07 |
HIGH |
124.71 |
0.618 |
124.49 |
0.500 |
124.42 |
0.382 |
124.35 |
LOW |
124.13 |
0.618 |
123.77 |
1.000 |
123.55 |
1.618 |
123.19 |
2.618 |
122.61 |
4.250 |
121.67 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
124.49 |
124.27 |
PP |
124.45 |
124.02 |
S1 |
124.42 |
123.77 |
|