Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120.12 |
122.17 |
2.05 |
1.7% |
124.99 |
| High |
120.12 |
122.17 |
2.05 |
1.7% |
124.99 |
| Low |
120.12 |
122.17 |
2.05 |
1.7% |
120.36 |
| Close |
120.12 |
122.17 |
2.05 |
1.7% |
120.36 |
| Range |
|
|
|
|
|
| ATR |
0.63 |
0.73 |
0.10 |
16.1% |
0.00 |
| Volume |
89 |
207 |
118 |
132.6% |
738 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.17 |
122.17 |
122.17 |
|
| R3 |
122.17 |
122.17 |
122.17 |
|
| R2 |
122.17 |
122.17 |
122.17 |
|
| R1 |
122.17 |
122.17 |
122.17 |
122.17 |
| PP |
122.17 |
122.17 |
122.17 |
122.17 |
| S1 |
122.17 |
122.17 |
122.17 |
122.17 |
| S2 |
122.17 |
122.17 |
122.17 |
|
| S3 |
122.17 |
122.17 |
122.17 |
|
| S4 |
122.17 |
122.17 |
122.17 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.79 |
132.71 |
122.91 |
|
| R3 |
131.16 |
128.08 |
121.63 |
|
| R2 |
126.53 |
126.53 |
121.21 |
|
| R1 |
123.45 |
123.45 |
120.78 |
122.68 |
| PP |
121.90 |
121.90 |
121.90 |
121.52 |
| S1 |
118.82 |
118.82 |
119.94 |
118.05 |
| S2 |
117.27 |
117.27 |
119.51 |
|
| S3 |
112.64 |
114.19 |
119.09 |
|
| S4 |
108.01 |
109.56 |
117.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.17 |
|
2.618 |
122.17 |
|
1.618 |
122.17 |
|
1.000 |
122.17 |
|
0.618 |
122.17 |
|
HIGH |
122.17 |
|
0.618 |
122.17 |
|
0.500 |
122.17 |
|
0.382 |
122.17 |
|
LOW |
122.17 |
|
0.618 |
122.17 |
|
1.000 |
122.17 |
|
1.618 |
122.17 |
|
2.618 |
122.17 |
|
4.250 |
122.17 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.17 |
121.83 |
| PP |
122.17 |
121.49 |
| S1 |
122.17 |
121.15 |
|