Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
125.43 |
125.36 |
-0.07 |
-0.1% |
125.23 |
High |
126.01 |
125.95 |
-0.06 |
0.0% |
126.05 |
Low |
125.37 |
125.22 |
-0.15 |
-0.1% |
124.37 |
Close |
125.69 |
125.82 |
0.13 |
0.1% |
125.49 |
Range |
0.64 |
0.73 |
0.09 |
14.1% |
1.68 |
ATR |
1.01 |
0.99 |
-0.02 |
-2.0% |
0.00 |
Volume |
622,209 |
574,762 |
-47,447 |
-7.6% |
3,080,307 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.85 |
127.57 |
126.22 |
|
R3 |
127.12 |
126.84 |
126.02 |
|
R2 |
126.39 |
126.39 |
125.95 |
|
R1 |
126.11 |
126.11 |
125.89 |
126.25 |
PP |
125.66 |
125.66 |
125.66 |
125.74 |
S1 |
125.38 |
125.38 |
125.75 |
125.52 |
S2 |
124.93 |
124.93 |
125.69 |
|
S3 |
124.20 |
124.65 |
125.62 |
|
S4 |
123.47 |
123.92 |
125.42 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.34 |
129.60 |
126.41 |
|
R3 |
128.66 |
127.92 |
125.95 |
|
R2 |
126.98 |
126.98 |
125.80 |
|
R1 |
126.24 |
126.24 |
125.64 |
126.61 |
PP |
125.30 |
125.30 |
125.30 |
125.49 |
S1 |
124.56 |
124.56 |
125.34 |
124.93 |
S2 |
123.62 |
123.62 |
125.18 |
|
S3 |
121.94 |
122.88 |
125.03 |
|
S4 |
120.26 |
121.20 |
124.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.01 |
124.37 |
1.64 |
1.3% |
0.82 |
0.7% |
88% |
False |
False |
644,145 |
10 |
126.05 |
122.63 |
3.42 |
2.7% |
0.88 |
0.7% |
93% |
False |
False |
713,115 |
20 |
126.05 |
121.55 |
4.50 |
3.6% |
0.88 |
0.7% |
95% |
False |
False |
678,822 |
40 |
126.53 |
121.55 |
4.98 |
4.0% |
0.99 |
0.8% |
86% |
False |
False |
630,360 |
60 |
126.53 |
120.95 |
5.58 |
4.4% |
1.03 |
0.8% |
87% |
False |
False |
548,357 |
80 |
126.53 |
116.00 |
10.53 |
8.4% |
0.97 |
0.8% |
93% |
False |
False |
412,917 |
100 |
126.53 |
114.18 |
12.35 |
9.8% |
0.94 |
0.7% |
94% |
False |
False |
330,480 |
120 |
126.53 |
113.48 |
13.05 |
10.4% |
0.89 |
0.7% |
95% |
False |
False |
275,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.05 |
2.618 |
127.86 |
1.618 |
127.13 |
1.000 |
126.68 |
0.618 |
126.40 |
HIGH |
125.95 |
0.618 |
125.67 |
0.500 |
125.59 |
0.382 |
125.50 |
LOW |
125.22 |
0.618 |
124.77 |
1.000 |
124.49 |
1.618 |
124.04 |
2.618 |
123.31 |
4.250 |
122.12 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
125.74 |
125.68 |
PP |
125.66 |
125.54 |
S1 |
125.59 |
125.41 |
|