Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121.42 |
122.50 |
1.08 |
0.9% |
121.18 |
| High |
122.69 |
123.60 |
0.91 |
0.7% |
121.78 |
| Low |
121.42 |
122.48 |
1.06 |
0.9% |
120.37 |
| Close |
122.51 |
123.47 |
0.96 |
0.8% |
120.78 |
| Range |
1.27 |
1.12 |
-0.15 |
-11.8% |
1.41 |
| ATR |
0.80 |
0.82 |
0.02 |
2.9% |
0.00 |
| Volume |
2,998 |
3,638 |
640 |
21.3% |
4,688 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.54 |
126.13 |
124.09 |
|
| R3 |
125.42 |
125.01 |
123.78 |
|
| R2 |
124.30 |
124.30 |
123.68 |
|
| R1 |
123.89 |
123.89 |
123.57 |
124.10 |
| PP |
123.18 |
123.18 |
123.18 |
123.29 |
| S1 |
122.77 |
122.77 |
123.37 |
122.98 |
| S2 |
122.06 |
122.06 |
123.26 |
|
| S3 |
120.94 |
121.65 |
123.16 |
|
| S4 |
119.82 |
120.53 |
122.85 |
|
|
| 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 |
123.60 |
120.37 |
3.23 |
2.6% |
0.88 |
0.7% |
96% |
True |
False |
2,394 |
| 10 |
123.60 |
120.37 |
3.23 |
2.6% |
0.75 |
0.6% |
96% |
True |
False |
1,680 |
| 20 |
124.80 |
120.37 |
4.43 |
3.6% |
0.81 |
0.7% |
70% |
False |
False |
1,136 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.68 |
0.6% |
63% |
False |
False |
745 |
| 60 |
125.30 |
119.64 |
5.66 |
4.6% |
0.54 |
0.4% |
68% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.36 |
|
2.618 |
126.53 |
|
1.618 |
125.41 |
|
1.000 |
124.72 |
|
0.618 |
124.29 |
|
HIGH |
123.60 |
|
0.618 |
123.17 |
|
0.500 |
123.04 |
|
0.382 |
122.91 |
|
LOW |
122.48 |
|
0.618 |
121.79 |
|
1.000 |
121.36 |
|
1.618 |
120.67 |
|
2.618 |
119.55 |
|
4.250 |
117.72 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.33 |
123.00 |
| PP |
123.18 |
122.53 |
| S1 |
123.04 |
122.07 |
|