Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123.80 |
124.16 |
0.36 |
0.3% |
123.16 |
High |
124.35 |
124.70 |
0.35 |
0.3% |
124.70 |
Low |
123.56 |
124.13 |
0.57 |
0.5% |
123.13 |
Close |
124.16 |
124.41 |
0.25 |
0.2% |
124.24 |
Range |
0.79 |
0.57 |
-0.22 |
-27.8% |
1.57 |
ATR |
0.83 |
0.81 |
-0.02 |
-2.2% |
0.00 |
Volume |
20,137 |
25,059 |
4,922 |
24.4% |
38,575 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.12 |
125.84 |
124.72 |
|
R3 |
125.55 |
125.27 |
124.57 |
|
R2 |
124.98 |
124.98 |
124.51 |
|
R1 |
124.70 |
124.70 |
124.46 |
124.84 |
PP |
124.41 |
124.41 |
124.41 |
124.49 |
S1 |
124.13 |
124.13 |
124.36 |
124.27 |
S2 |
123.84 |
123.84 |
124.31 |
|
S3 |
123.27 |
123.56 |
124.25 |
|
S4 |
122.70 |
122.99 |
124.10 |
|
|
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 |
123.27 |
1.43 |
1.1% |
0.73 |
0.6% |
80% |
True |
False |
15,005 |
10 |
124.70 |
121.42 |
3.28 |
2.6% |
0.80 |
0.6% |
91% |
True |
False |
9,575 |
20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.72 |
0.6% |
93% |
True |
False |
5,483 |
40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.72 |
0.6% |
82% |
False |
False |
2,962 |
60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.63 |
0.5% |
82% |
False |
False |
1,994 |
80 |
125.30 |
116.83 |
8.47 |
6.8% |
0.47 |
0.4% |
89% |
False |
False |
1,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.12 |
2.618 |
126.19 |
1.618 |
125.62 |
1.000 |
125.27 |
0.618 |
125.05 |
HIGH |
124.70 |
0.618 |
124.48 |
0.500 |
124.42 |
0.382 |
124.35 |
LOW |
124.13 |
0.618 |
123.78 |
1.000 |
123.56 |
1.618 |
123.21 |
2.618 |
122.64 |
4.250 |
121.71 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
124.42 |
124.32 |
PP |
124.41 |
124.22 |
S1 |
124.41 |
124.13 |
|