Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120.53 |
121.42 |
0.89 |
0.7% |
121.18 |
High |
121.45 |
122.69 |
1.24 |
1.0% |
121.78 |
Low |
120.53 |
121.42 |
0.89 |
0.7% |
120.37 |
Close |
121.45 |
122.51 |
1.06 |
0.9% |
120.78 |
Range |
0.92 |
1.27 |
0.35 |
38.0% |
1.41 |
ATR |
0.76 |
0.80 |
0.04 |
4.7% |
0.00 |
Volume |
2,236 |
2,998 |
762 |
34.1% |
4,688 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.02 |
125.53 |
123.21 |
|
R3 |
124.75 |
124.26 |
122.86 |
|
R2 |
123.48 |
123.48 |
122.74 |
|
R1 |
122.99 |
122.99 |
122.63 |
123.24 |
PP |
122.21 |
122.21 |
122.21 |
122.33 |
S1 |
121.72 |
121.72 |
122.39 |
121.97 |
S2 |
120.94 |
120.94 |
122.28 |
|
S3 |
119.67 |
120.45 |
122.16 |
|
S4 |
118.40 |
119.18 |
121.81 |
|
|
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 |
122.69 |
120.37 |
2.32 |
1.9% |
0.80 |
0.7% |
92% |
True |
False |
1,841 |
10 |
122.69 |
120.37 |
2.32 |
1.9% |
0.71 |
0.6% |
92% |
True |
False |
1,436 |
20 |
125.30 |
120.37 |
4.93 |
4.0% |
0.78 |
0.6% |
43% |
False |
False |
971 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.67 |
0.5% |
43% |
False |
False |
654 |
60 |
125.30 |
119.23 |
6.07 |
5.0% |
0.52 |
0.4% |
54% |
False |
False |
469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.09 |
2.618 |
126.01 |
1.618 |
124.74 |
1.000 |
123.96 |
0.618 |
123.47 |
HIGH |
122.69 |
0.618 |
122.20 |
0.500 |
122.06 |
0.382 |
121.91 |
LOW |
121.42 |
0.618 |
120.64 |
1.000 |
120.15 |
1.618 |
119.37 |
2.618 |
118.10 |
4.250 |
116.02 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122.36 |
122.18 |
PP |
122.21 |
121.86 |
S1 |
122.06 |
121.53 |
|