Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122.73 |
123.90 |
1.17 |
1.0% |
123.81 |
| High |
122.73 |
123.90 |
1.17 |
1.0% |
124.22 |
| Low |
122.73 |
123.90 |
1.17 |
1.0% |
122.80 |
| Close |
122.73 |
123.97 |
1.24 |
1.0% |
123.05 |
| Range |
|
|
|
|
|
| ATR |
0.53 |
0.58 |
0.05 |
8.6% |
0.00 |
| Volume |
100 |
1 |
-99 |
-99.0% |
536 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.92 |
123.95 |
123.97 |
|
| R3 |
123.92 |
123.95 |
123.97 |
|
| R2 |
123.92 |
123.92 |
123.97 |
|
| R1 |
123.95 |
123.95 |
123.97 |
123.94 |
| PP |
123.92 |
123.92 |
123.92 |
123.92 |
| S1 |
123.95 |
123.95 |
123.97 |
123.94 |
| S2 |
123.92 |
123.92 |
123.97 |
|
| S3 |
123.92 |
123.95 |
123.97 |
|
| S4 |
123.92 |
123.95 |
123.97 |
|
|
| 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 |
123.90 |
|
2.618 |
123.90 |
|
1.618 |
123.90 |
|
1.000 |
123.90 |
|
0.618 |
123.90 |
|
HIGH |
123.90 |
|
0.618 |
123.90 |
|
0.500 |
123.90 |
|
0.382 |
123.90 |
|
LOW |
123.90 |
|
0.618 |
123.90 |
|
1.000 |
123.90 |
|
1.618 |
123.90 |
|
2.618 |
123.90 |
|
4.250 |
123.90 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.95 |
123.75 |
| PP |
123.92 |
123.53 |
| S1 |
123.90 |
123.32 |
|