Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120.92 |
120.53 |
-0.39 |
-0.3% |
121.18 |
High |
120.92 |
121.45 |
0.53 |
0.4% |
121.78 |
Low |
120.37 |
120.53 |
0.16 |
0.1% |
120.37 |
Close |
120.47 |
121.45 |
0.98 |
0.8% |
120.78 |
Range |
0.55 |
0.92 |
0.37 |
67.3% |
1.41 |
ATR |
0.75 |
0.76 |
0.02 |
2.2% |
0.00 |
Volume |
876 |
2,236 |
1,360 |
155.3% |
4,688 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.90 |
123.60 |
121.96 |
|
R3 |
122.98 |
122.68 |
121.70 |
|
R2 |
122.06 |
122.06 |
121.62 |
|
R1 |
121.76 |
121.76 |
121.53 |
121.91 |
PP |
121.14 |
121.14 |
121.14 |
121.22 |
S1 |
120.84 |
120.84 |
121.37 |
120.99 |
S2 |
120.22 |
120.22 |
121.28 |
|
S3 |
119.30 |
119.92 |
121.20 |
|
S4 |
118.38 |
119.00 |
120.94 |
|
|
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 |
121.45 |
120.37 |
1.08 |
0.9% |
0.65 |
0.5% |
100% |
True |
False |
1,426 |
10 |
122.10 |
120.37 |
1.73 |
1.4% |
0.64 |
0.5% |
62% |
False |
False |
1,391 |
20 |
125.30 |
120.37 |
4.93 |
4.1% |
0.78 |
0.6% |
22% |
False |
False |
833 |
40 |
125.30 |
120.37 |
4.93 |
4.1% |
0.65 |
0.5% |
22% |
False |
False |
579 |
60 |
125.30 |
119.23 |
6.07 |
5.0% |
0.50 |
0.4% |
37% |
False |
False |
421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.36 |
2.618 |
123.86 |
1.618 |
122.94 |
1.000 |
122.37 |
0.618 |
122.02 |
HIGH |
121.45 |
0.618 |
121.10 |
0.500 |
120.99 |
0.382 |
120.88 |
LOW |
120.53 |
0.618 |
119.96 |
1.000 |
119.61 |
1.618 |
119.04 |
2.618 |
118.12 |
4.250 |
116.62 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121.30 |
121.27 |
PP |
121.14 |
121.09 |
S1 |
120.99 |
120.91 |
|