Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124.50 |
124.08 |
-0.42 |
-0.3% |
120.92 |
| High |
124.70 |
124.13 |
-0.57 |
-0.5% |
123.60 |
| Low |
124.04 |
123.27 |
-0.77 |
-0.6% |
120.37 |
| Close |
124.46 |
123.45 |
-1.01 |
-0.8% |
123.26 |
| Range |
0.66 |
0.86 |
0.20 |
30.3% |
3.23 |
| ATR |
0.79 |
0.82 |
0.03 |
3.6% |
0.00 |
| Volume |
10,348 |
6,460 |
-3,888 |
-37.6% |
15,100 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.20 |
125.68 |
123.92 |
|
| R3 |
125.34 |
124.82 |
123.69 |
|
| R2 |
124.48 |
124.48 |
123.61 |
|
| R1 |
123.96 |
123.96 |
123.53 |
123.79 |
| PP |
123.62 |
123.62 |
123.62 |
123.53 |
| S1 |
123.10 |
123.10 |
123.37 |
122.93 |
| S2 |
122.76 |
122.76 |
123.29 |
|
| S3 |
121.90 |
122.24 |
123.21 |
|
| S4 |
121.04 |
121.38 |
122.98 |
|
|
| 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 |
122.90 |
1.80 |
1.5% |
0.70 |
0.6% |
31% |
False |
False |
6,180 |
| 10 |
124.70 |
120.37 |
4.33 |
3.5% |
0.79 |
0.6% |
71% |
False |
False |
4,287 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.79 |
0.6% |
71% |
False |
False |
2,642 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.69 |
0.6% |
62% |
False |
False |
1,509 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.59 |
0.5% |
62% |
False |
False |
1,034 |
| 80 |
125.30 |
116.83 |
8.47 |
6.9% |
0.45 |
0.4% |
78% |
False |
False |
819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.79 |
|
2.618 |
126.38 |
|
1.618 |
125.52 |
|
1.000 |
124.99 |
|
0.618 |
124.66 |
|
HIGH |
124.13 |
|
0.618 |
123.80 |
|
0.500 |
123.70 |
|
0.382 |
123.60 |
|
LOW |
123.27 |
|
0.618 |
122.74 |
|
1.000 |
122.41 |
|
1.618 |
121.88 |
|
2.618 |
121.02 |
|
4.250 |
119.62 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.70 |
123.99 |
| PP |
123.62 |
123.81 |
| S1 |
123.53 |
123.63 |
|