Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122.17 |
123.15 |
0.98 |
0.8% |
124.99 |
High |
122.17 |
123.15 |
0.98 |
0.8% |
124.99 |
Low |
122.17 |
123.15 |
0.98 |
0.8% |
120.36 |
Close |
122.17 |
123.15 |
0.98 |
0.8% |
120.36 |
Range |
|
|
|
|
|
ATR |
0.73 |
0.75 |
0.02 |
2.4% |
0.00 |
Volume |
207 |
93 |
-114 |
-55.1% |
738 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.15 |
123.15 |
123.15 |
|
R3 |
123.15 |
123.15 |
123.15 |
|
R2 |
123.15 |
123.15 |
123.15 |
|
R1 |
123.15 |
123.15 |
123.15 |
123.15 |
PP |
123.15 |
123.15 |
123.15 |
123.15 |
S1 |
123.15 |
123.15 |
123.15 |
123.15 |
S2 |
123.15 |
123.15 |
123.15 |
|
S3 |
123.15 |
123.15 |
123.15 |
|
S4 |
123.15 |
123.15 |
123.15 |
|
|
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 |
123.15 |
2.618 |
123.15 |
1.618 |
123.15 |
1.000 |
123.15 |
0.618 |
123.15 |
HIGH |
123.15 |
0.618 |
123.15 |
0.500 |
123.15 |
0.382 |
123.15 |
LOW |
123.15 |
0.618 |
123.15 |
1.000 |
123.15 |
1.618 |
123.15 |
2.618 |
123.15 |
4.250 |
123.15 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123.15 |
122.65 |
PP |
123.15 |
122.14 |
S1 |
123.15 |
121.64 |
|