Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121.29 |
121.18 |
-0.11 |
-0.1% |
122.00 |
High |
121.58 |
121.78 |
0.20 |
0.2% |
122.10 |
Low |
121.18 |
121.18 |
0.00 |
0.0% |
120.78 |
Close |
121.16 |
121.46 |
0.30 |
0.2% |
121.16 |
Range |
0.40 |
0.60 |
0.20 |
50.0% |
1.32 |
ATR |
0.81 |
0.80 |
-0.01 |
-1.7% |
0.00 |
Volume |
2,371 |
546 |
-1,825 |
-77.0% |
7,487 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.27 |
122.97 |
121.79 |
|
R3 |
122.67 |
122.37 |
121.63 |
|
R2 |
122.07 |
122.07 |
121.57 |
|
R1 |
121.77 |
121.77 |
121.52 |
121.92 |
PP |
121.47 |
121.47 |
121.47 |
121.55 |
S1 |
121.17 |
121.17 |
121.41 |
121.32 |
S2 |
120.87 |
120.87 |
121.35 |
|
S3 |
120.27 |
120.57 |
121.30 |
|
S4 |
119.67 |
119.97 |
121.13 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.31 |
124.55 |
121.89 |
|
R3 |
123.99 |
123.23 |
121.52 |
|
R2 |
122.67 |
122.67 |
121.40 |
|
R1 |
121.91 |
121.91 |
121.28 |
121.63 |
PP |
121.35 |
121.35 |
121.35 |
121.21 |
S1 |
120.59 |
120.59 |
121.04 |
120.31 |
S2 |
120.03 |
120.03 |
120.92 |
|
S3 |
118.71 |
119.27 |
120.80 |
|
S4 |
117.39 |
117.95 |
120.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.10 |
120.78 |
1.32 |
1.1% |
0.71 |
0.6% |
52% |
False |
False |
1,497 |
10 |
124.44 |
120.78 |
3.66 |
3.0% |
0.83 |
0.7% |
19% |
False |
False |
866 |
20 |
125.30 |
120.78 |
4.52 |
3.7% |
0.80 |
0.7% |
15% |
False |
False |
556 |
40 |
125.30 |
120.78 |
4.52 |
3.7% |
0.64 |
0.5% |
15% |
False |
False |
413 |
60 |
125.30 |
117.58 |
7.72 |
6.4% |
0.43 |
0.4% |
50% |
False |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.33 |
2.618 |
123.35 |
1.618 |
122.75 |
1.000 |
122.38 |
0.618 |
122.15 |
HIGH |
121.78 |
0.618 |
121.55 |
0.500 |
121.48 |
0.382 |
121.41 |
LOW |
121.18 |
0.618 |
120.81 |
1.000 |
120.58 |
1.618 |
120.21 |
2.618 |
119.61 |
4.250 |
118.63 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121.48 |
121.50 |
PP |
121.47 |
121.48 |
S1 |
121.47 |
121.47 |
|