Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121.12 |
120.92 |
-0.20 |
-0.2% |
121.18 |
High |
121.23 |
120.92 |
-0.31 |
-0.3% |
121.78 |
Low |
120.67 |
120.37 |
-0.30 |
-0.2% |
120.37 |
Close |
120.78 |
120.47 |
-0.31 |
-0.3% |
120.78 |
Range |
0.56 |
0.55 |
-0.01 |
-1.8% |
1.41 |
ATR |
0.76 |
0.75 |
-0.02 |
-2.0% |
0.00 |
Volume |
2,224 |
876 |
-1,348 |
-60.6% |
4,688 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.24 |
121.90 |
120.77 |
|
R3 |
121.69 |
121.35 |
120.62 |
|
R2 |
121.14 |
121.14 |
120.57 |
|
R1 |
120.80 |
120.80 |
120.52 |
120.70 |
PP |
120.59 |
120.59 |
120.59 |
120.53 |
S1 |
120.25 |
120.25 |
120.42 |
120.15 |
S2 |
120.04 |
120.04 |
120.37 |
|
S3 |
119.49 |
119.70 |
120.32 |
|
S4 |
118.94 |
119.15 |
120.17 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.26 |
2.618 |
122.36 |
1.618 |
121.81 |
1.000 |
121.47 |
0.618 |
121.26 |
HIGH |
120.92 |
0.618 |
120.71 |
0.500 |
120.65 |
0.382 |
120.58 |
LOW |
120.37 |
0.618 |
120.03 |
1.000 |
119.82 |
1.618 |
119.48 |
2.618 |
118.93 |
4.250 |
118.03 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120.65 |
120.80 |
PP |
120.59 |
120.69 |
S1 |
120.53 |
120.58 |
|