Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
124.08 |
123.75 |
-0.33 |
-0.3% |
123.16 |
High |
124.13 |
124.44 |
0.31 |
0.2% |
124.70 |
Low |
123.27 |
123.68 |
0.41 |
0.3% |
123.13 |
Close |
123.45 |
124.24 |
0.79 |
0.6% |
124.24 |
Range |
0.86 |
0.76 |
-0.10 |
-11.6% |
1.57 |
ATR |
0.82 |
0.83 |
0.01 |
1.5% |
0.00 |
Volume |
6,460 |
13,025 |
6,565 |
101.6% |
38,575 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.40 |
126.08 |
124.66 |
|
R3 |
125.64 |
125.32 |
124.45 |
|
R2 |
124.88 |
124.88 |
124.38 |
|
R1 |
124.56 |
124.56 |
124.31 |
124.72 |
PP |
124.12 |
124.12 |
124.12 |
124.20 |
S1 |
123.80 |
123.80 |
124.17 |
123.96 |
S2 |
123.36 |
123.36 |
124.10 |
|
S3 |
122.60 |
123.04 |
124.03 |
|
S4 |
121.84 |
122.28 |
123.82 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.73 |
128.06 |
125.10 |
|
R3 |
127.16 |
126.49 |
124.67 |
|
R2 |
125.59 |
125.59 |
124.53 |
|
R1 |
124.92 |
124.92 |
124.38 |
125.26 |
PP |
124.02 |
124.02 |
124.02 |
124.19 |
S1 |
123.35 |
123.35 |
124.10 |
123.69 |
S2 |
122.45 |
122.45 |
123.95 |
|
S3 |
120.88 |
121.78 |
123.81 |
|
S4 |
119.31 |
120.21 |
123.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.70 |
123.13 |
1.57 |
1.3% |
0.75 |
0.6% |
71% |
False |
False |
7,715 |
10 |
124.70 |
120.37 |
4.33 |
3.5% |
0.81 |
0.7% |
89% |
False |
False |
5,367 |
20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.76 |
0.6% |
89% |
False |
False |
3,292 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.71 |
0.6% |
78% |
False |
False |
1,833 |
60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.61 |
0.5% |
78% |
False |
False |
1,248 |
80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.46 |
0.4% |
87% |
False |
False |
980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.67 |
2.618 |
126.43 |
1.618 |
125.67 |
1.000 |
125.20 |
0.618 |
124.91 |
HIGH |
124.44 |
0.618 |
124.15 |
0.500 |
124.06 |
0.382 |
123.97 |
LOW |
123.68 |
0.618 |
123.21 |
1.000 |
122.92 |
1.618 |
122.45 |
2.618 |
121.69 |
4.250 |
120.45 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
124.18 |
124.16 |
PP |
124.12 |
124.07 |
S1 |
124.06 |
123.99 |
|