Euro Bund Future September 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123.63 |
123.55 |
-0.08 |
-0.1% |
123.81 |
High |
123.63 |
123.55 |
-0.08 |
-0.1% |
124.22 |
Low |
123.63 |
123.55 |
-0.08 |
-0.1% |
122.80 |
Close |
123.63 |
123.55 |
-0.08 |
-0.1% |
123.05 |
Range |
|
|
|
|
|
ATR |
0.54 |
0.51 |
-0.03 |
-6.1% |
0.00 |
Volume |
90 |
36 |
-54 |
-60.0% |
536 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.55 |
123.55 |
123.55 |
|
R3 |
123.55 |
123.55 |
123.55 |
|
R2 |
123.55 |
123.55 |
123.55 |
|
R1 |
123.55 |
123.55 |
123.55 |
123.55 |
PP |
123.55 |
123.55 |
123.55 |
123.55 |
S1 |
123.55 |
123.55 |
123.55 |
123.55 |
S2 |
123.55 |
123.55 |
123.55 |
|
S3 |
123.55 |
123.55 |
123.55 |
|
S4 |
123.55 |
123.55 |
123.55 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.62 |
126.75 |
123.83 |
|
R3 |
126.20 |
125.33 |
123.44 |
|
R2 |
124.78 |
124.78 |
123.31 |
|
R1 |
123.91 |
123.91 |
123.18 |
123.64 |
PP |
123.36 |
123.36 |
123.36 |
123.22 |
S1 |
122.49 |
122.49 |
122.92 |
122.22 |
S2 |
121.94 |
121.94 |
122.79 |
|
S3 |
120.52 |
121.07 |
122.66 |
|
S4 |
119.10 |
119.65 |
122.27 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.55 |
2.618 |
123.55 |
1.618 |
123.55 |
1.000 |
123.55 |
0.618 |
123.55 |
HIGH |
123.55 |
0.618 |
123.55 |
0.500 |
123.55 |
0.382 |
123.55 |
LOW |
123.55 |
0.618 |
123.55 |
1.000 |
123.55 |
1.618 |
123.55 |
2.618 |
123.55 |
4.250 |
123.55 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123.55 |
123.48 |
PP |
123.55 |
123.41 |
S1 |
123.55 |
123.34 |
|