Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122.50 |
123.38 |
0.88 |
0.7% |
120.92 |
High |
123.60 |
123.38 |
-0.22 |
-0.2% |
123.60 |
Low |
122.48 |
122.90 |
0.42 |
0.3% |
120.37 |
Close |
123.47 |
123.26 |
-0.21 |
-0.2% |
123.26 |
Range |
1.12 |
0.48 |
-0.64 |
-57.1% |
3.23 |
ATR |
0.82 |
0.81 |
-0.02 |
-2.2% |
0.00 |
Volume |
3,638 |
5,352 |
1,714 |
47.1% |
15,100 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.62 |
124.42 |
123.52 |
|
R3 |
124.14 |
123.94 |
123.39 |
|
R2 |
123.66 |
123.66 |
123.35 |
|
R1 |
123.46 |
123.46 |
123.30 |
123.32 |
PP |
123.18 |
123.18 |
123.18 |
123.11 |
S1 |
122.98 |
122.98 |
123.22 |
122.84 |
S2 |
122.70 |
122.70 |
123.17 |
|
S3 |
122.22 |
122.50 |
123.13 |
|
S4 |
121.74 |
122.02 |
123.00 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.10 |
130.91 |
125.04 |
|
R3 |
128.87 |
127.68 |
124.15 |
|
R2 |
125.64 |
125.64 |
123.85 |
|
R1 |
124.45 |
124.45 |
123.56 |
125.05 |
PP |
122.41 |
122.41 |
122.41 |
122.71 |
S1 |
121.22 |
121.22 |
122.96 |
121.82 |
S2 |
119.18 |
119.18 |
122.67 |
|
S3 |
115.95 |
117.99 |
122.37 |
|
S4 |
112.72 |
114.76 |
121.48 |
|
|
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% |
0.87 |
0.7% |
89% |
False |
False |
3,020 |
10 |
123.60 |
120.37 |
3.23 |
2.6% |
0.76 |
0.6% |
89% |
False |
False |
1,978 |
20 |
124.44 |
120.37 |
4.07 |
3.3% |
0.81 |
0.7% |
71% |
False |
False |
1,399 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.68 |
0.6% |
59% |
False |
False |
876 |
60 |
125.30 |
119.64 |
5.66 |
4.6% |
0.54 |
0.4% |
64% |
False |
False |
617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.42 |
2.618 |
124.64 |
1.618 |
124.16 |
1.000 |
123.86 |
0.618 |
123.68 |
HIGH |
123.38 |
0.618 |
123.20 |
0.500 |
123.14 |
0.382 |
123.08 |
LOW |
122.90 |
0.618 |
122.60 |
1.000 |
122.42 |
1.618 |
122.12 |
2.618 |
121.64 |
4.250 |
120.86 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123.22 |
123.01 |
PP |
123.18 |
122.76 |
S1 |
123.14 |
122.51 |
|