Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123.98 |
124.50 |
0.52 |
0.4% |
120.92 |
High |
124.64 |
124.70 |
0.06 |
0.0% |
123.60 |
Low |
123.98 |
124.04 |
0.06 |
0.0% |
120.37 |
Close |
124.48 |
124.46 |
-0.02 |
0.0% |
123.26 |
Range |
0.66 |
0.66 |
0.00 |
0.0% |
3.23 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.3% |
0.00 |
Volume |
5,461 |
10,348 |
4,887 |
89.5% |
15,100 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.38 |
126.08 |
124.82 |
|
R3 |
125.72 |
125.42 |
124.64 |
|
R2 |
125.06 |
125.06 |
124.58 |
|
R1 |
124.76 |
124.76 |
124.52 |
124.58 |
PP |
124.40 |
124.40 |
124.40 |
124.31 |
S1 |
124.10 |
124.10 |
124.40 |
123.92 |
S2 |
123.74 |
123.74 |
124.34 |
|
S3 |
123.08 |
123.44 |
124.28 |
|
S4 |
122.42 |
122.78 |
124.10 |
|
|
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 |
124.70 |
122.48 |
2.22 |
1.8% |
0.75 |
0.6% |
89% |
True |
False |
5,616 |
10 |
124.70 |
120.37 |
4.33 |
3.5% |
0.78 |
0.6% |
94% |
True |
False |
3,728 |
20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.80 |
0.6% |
94% |
True |
False |
2,329 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.68 |
0.5% |
83% |
False |
False |
1,348 |
60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.58 |
0.5% |
83% |
False |
False |
930 |
80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.43 |
0.3% |
90% |
False |
False |
739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.51 |
2.618 |
126.43 |
1.618 |
125.77 |
1.000 |
125.36 |
0.618 |
125.11 |
HIGH |
124.70 |
0.618 |
124.45 |
0.500 |
124.37 |
0.382 |
124.29 |
LOW |
124.04 |
0.618 |
123.63 |
1.000 |
123.38 |
1.618 |
122.97 |
2.618 |
122.31 |
4.250 |
121.24 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
124.43 |
124.28 |
PP |
124.40 |
124.10 |
S1 |
124.37 |
123.92 |
|