Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123.45 |
123.76 |
0.31 |
0.3% |
123.80 |
| High |
124.28 |
124.32 |
0.04 |
0.0% |
124.70 |
| Low |
123.25 |
123.76 |
0.51 |
0.4% |
123.13 |
| Close |
123.42 |
124.11 |
0.69 |
0.6% |
123.42 |
| Range |
1.03 |
0.56 |
-0.47 |
-45.6% |
1.57 |
| ATR |
0.86 |
0.87 |
0.00 |
0.3% |
0.00 |
| Volume |
44,476 |
0 |
-44,476 |
-100.0% |
152,180 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.74 |
125.49 |
124.42 |
|
| R3 |
125.18 |
124.93 |
124.26 |
|
| R2 |
124.62 |
124.62 |
124.21 |
|
| R1 |
124.37 |
124.37 |
124.16 |
124.50 |
| PP |
124.06 |
124.06 |
124.06 |
124.13 |
| S1 |
123.81 |
123.81 |
124.06 |
123.94 |
| S2 |
123.50 |
123.50 |
124.01 |
|
| S3 |
122.94 |
123.25 |
123.96 |
|
| S4 |
122.38 |
122.69 |
123.80 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.46 |
127.51 |
124.28 |
|
| R3 |
126.89 |
125.94 |
123.85 |
|
| R2 |
125.32 |
125.32 |
123.71 |
|
| R1 |
124.37 |
124.37 |
123.56 |
124.06 |
| PP |
123.75 |
123.75 |
123.75 |
123.60 |
| S1 |
122.80 |
122.80 |
123.28 |
122.49 |
| S2 |
122.18 |
122.18 |
123.13 |
|
| S3 |
120.61 |
121.23 |
122.99 |
|
| S4 |
119.04 |
119.66 |
122.56 |
|
|
| 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% |
0.79 |
0.6% |
62% |
False |
False |
26,408 |
| 10 |
124.70 |
123.13 |
1.57 |
1.3% |
0.77 |
0.6% |
62% |
False |
False |
18,747 |
| 20 |
124.70 |
120.37 |
4.33 |
3.5% |
0.77 |
0.6% |
86% |
False |
False |
10,499 |
| 40 |
125.30 |
120.37 |
4.93 |
4.0% |
0.78 |
0.6% |
76% |
False |
False |
5,528 |
| 60 |
125.30 |
120.37 |
4.93 |
4.0% |
0.69 |
0.6% |
76% |
False |
False |
3,775 |
| 80 |
125.30 |
117.58 |
7.72 |
6.2% |
0.51 |
0.4% |
85% |
False |
False |
2,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.70 |
|
2.618 |
125.79 |
|
1.618 |
125.23 |
|
1.000 |
124.88 |
|
0.618 |
124.67 |
|
HIGH |
124.32 |
|
0.618 |
124.11 |
|
0.500 |
124.04 |
|
0.382 |
123.97 |
|
LOW |
123.76 |
|
0.618 |
123.41 |
|
1.000 |
123.20 |
|
1.618 |
122.85 |
|
2.618 |
122.29 |
|
4.250 |
121.38 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.09 |
123.98 |
| PP |
124.06 |
123.85 |
| S1 |
124.04 |
123.73 |
|