Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 16-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123.38 |
123.16 |
-0.22 |
-0.2% |
120.92 |
High |
123.38 |
123.96 |
0.58 |
0.5% |
123.60 |
Low |
122.90 |
123.13 |
0.23 |
0.2% |
120.37 |
Close |
123.26 |
123.92 |
0.66 |
0.5% |
123.26 |
Range |
0.48 |
0.83 |
0.35 |
72.9% |
3.23 |
ATR |
0.81 |
0.81 |
0.00 |
0.2% |
0.00 |
Volume |
5,352 |
3,281 |
-2,071 |
-38.7% |
15,100 |
|
Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.16 |
125.87 |
124.38 |
|
R3 |
125.33 |
125.04 |
124.15 |
|
R2 |
124.50 |
124.50 |
124.07 |
|
R1 |
124.21 |
124.21 |
124.00 |
124.36 |
PP |
123.67 |
123.67 |
123.67 |
123.74 |
S1 |
123.38 |
123.38 |
123.84 |
123.53 |
S2 |
122.84 |
122.84 |
123.77 |
|
S3 |
122.01 |
122.55 |
123.69 |
|
S4 |
121.18 |
121.72 |
123.46 |
|
|
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 |
123.96 |
120.53 |
3.43 |
2.8% |
0.92 |
0.7% |
99% |
True |
False |
3,501 |
10 |
123.96 |
120.37 |
3.59 |
2.9% |
0.78 |
0.6% |
99% |
True |
False |
2,252 |
20 |
124.44 |
120.37 |
4.07 |
3.3% |
0.81 |
0.7% |
87% |
False |
False |
1,559 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.70 |
0.6% |
72% |
False |
False |
958 |
60 |
125.30 |
119.66 |
5.64 |
4.6% |
0.56 |
0.5% |
76% |
False |
False |
671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.49 |
2.618 |
126.13 |
1.618 |
125.30 |
1.000 |
124.79 |
0.618 |
124.47 |
HIGH |
123.96 |
0.618 |
123.64 |
0.500 |
123.55 |
0.382 |
123.45 |
LOW |
123.13 |
0.618 |
122.62 |
1.000 |
122.30 |
1.618 |
121.79 |
2.618 |
120.96 |
4.250 |
119.60 |
|
|
Fisher Pivots for day following 16-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123.80 |
123.69 |
PP |
123.67 |
123.45 |
S1 |
123.55 |
123.22 |
|