Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120.58 |
121.12 |
0.54 |
0.4% |
121.18 |
High |
121.12 |
121.23 |
0.11 |
0.1% |
121.78 |
Low |
120.41 |
120.67 |
0.26 |
0.2% |
120.37 |
Close |
121.01 |
120.78 |
-0.23 |
-0.2% |
120.78 |
Range |
0.71 |
0.56 |
-0.15 |
-21.1% |
1.41 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.0% |
0.00 |
Volume |
871 |
2,224 |
1,353 |
155.3% |
4,688 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.57 |
122.24 |
121.09 |
|
R3 |
122.01 |
121.68 |
120.93 |
|
R2 |
121.45 |
121.45 |
120.88 |
|
R1 |
121.12 |
121.12 |
120.83 |
121.01 |
PP |
120.89 |
120.89 |
120.89 |
120.84 |
S1 |
120.56 |
120.56 |
120.73 |
120.45 |
S2 |
120.33 |
120.33 |
120.68 |
|
S3 |
119.77 |
120.00 |
120.63 |
|
S4 |
119.21 |
119.44 |
120.47 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.21 |
124.40 |
121.56 |
|
R3 |
123.80 |
122.99 |
121.17 |
|
R2 |
122.39 |
122.39 |
121.04 |
|
R1 |
121.58 |
121.58 |
120.91 |
121.28 |
PP |
120.98 |
120.98 |
120.98 |
120.83 |
S1 |
120.17 |
120.17 |
120.65 |
119.87 |
S2 |
119.57 |
119.57 |
120.52 |
|
S3 |
118.16 |
118.76 |
120.39 |
|
S4 |
116.75 |
117.35 |
120.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.78 |
120.37 |
1.41 |
1.2% |
0.64 |
0.5% |
29% |
False |
False |
937 |
10 |
122.10 |
120.37 |
1.73 |
1.4% |
0.70 |
0.6% |
24% |
False |
False |
1,217 |
20 |
125.30 |
120.37 |
4.93 |
4.1% |
0.74 |
0.6% |
8% |
False |
False |
703 |
40 |
125.30 |
120.37 |
4.93 |
4.1% |
0.65 |
0.5% |
8% |
False |
False |
502 |
60 |
125.30 |
118.77 |
6.53 |
5.4% |
0.47 |
0.4% |
31% |
False |
False |
376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.61 |
2.618 |
122.70 |
1.618 |
122.14 |
1.000 |
121.79 |
0.618 |
121.58 |
HIGH |
121.23 |
0.618 |
121.02 |
0.500 |
120.95 |
0.382 |
120.88 |
LOW |
120.67 |
0.618 |
120.32 |
1.000 |
120.11 |
1.618 |
119.76 |
2.618 |
119.20 |
4.250 |
118.29 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120.95 |
120.80 |
PP |
120.89 |
120.79 |
S1 |
120.84 |
120.79 |
|