Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
124.22 |
122.80 |
-1.42 |
-1.1% |
123.59 |
High |
124.22 |
122.80 |
-1.42 |
-1.1% |
124.16 |
Low |
124.22 |
122.80 |
-1.42 |
-1.1% |
123.59 |
Close |
124.22 |
122.80 |
-1.42 |
-1.1% |
123.89 |
Range |
|
|
|
|
|
ATR |
0.50 |
0.56 |
0.07 |
13.3% |
0.00 |
Volume |
116 |
212 |
96 |
82.8% |
1,141 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.80 |
122.80 |
122.80 |
|
R3 |
122.80 |
122.80 |
122.80 |
|
R2 |
122.80 |
122.80 |
122.80 |
|
R1 |
122.80 |
122.80 |
122.80 |
122.80 |
PP |
122.80 |
122.80 |
122.80 |
122.80 |
S1 |
122.80 |
122.80 |
122.80 |
122.80 |
S2 |
122.80 |
122.80 |
122.80 |
|
S3 |
122.80 |
122.80 |
122.80 |
|
S4 |
122.80 |
122.80 |
122.80 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.59 |
125.31 |
124.20 |
|
R3 |
125.02 |
124.74 |
124.05 |
|
R2 |
124.45 |
124.45 |
123.99 |
|
R1 |
124.17 |
124.17 |
123.94 |
124.31 |
PP |
123.88 |
123.88 |
123.88 |
123.95 |
S1 |
123.60 |
123.60 |
123.84 |
123.74 |
S2 |
123.31 |
123.31 |
123.79 |
|
S3 |
122.74 |
123.03 |
123.73 |
|
S4 |
122.17 |
122.46 |
123.58 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.80 |
2.618 |
122.80 |
1.618 |
122.80 |
1.000 |
122.80 |
0.618 |
122.80 |
HIGH |
122.80 |
0.618 |
122.80 |
0.500 |
122.80 |
0.382 |
122.80 |
LOW |
122.80 |
0.618 |
122.80 |
1.000 |
122.80 |
1.618 |
122.80 |
2.618 |
122.80 |
4.250 |
122.80 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122.80 |
123.51 |
PP |
122.80 |
123.27 |
S1 |
122.80 |
123.04 |
|