Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
125.61 |
125.38 |
-0.23 |
-0.2% |
124.65 |
High |
125.66 |
125.62 |
-0.04 |
0.0% |
126.53 |
Low |
124.44 |
124.57 |
0.13 |
0.1% |
124.41 |
Close |
125.18 |
124.98 |
-0.20 |
-0.2% |
125.59 |
Range |
1.22 |
1.05 |
-0.17 |
-13.9% |
2.12 |
ATR |
1.09 |
1.09 |
0.00 |
-0.3% |
0.00 |
Volume |
487,342 |
765,020 |
277,678 |
57.0% |
3,301,823 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.21 |
127.64 |
125.56 |
|
R3 |
127.16 |
126.59 |
125.27 |
|
R2 |
126.11 |
126.11 |
125.17 |
|
R1 |
125.54 |
125.54 |
125.08 |
125.30 |
PP |
125.06 |
125.06 |
125.06 |
124.94 |
S1 |
124.49 |
124.49 |
124.88 |
124.25 |
S2 |
124.01 |
124.01 |
124.79 |
|
S3 |
122.96 |
123.44 |
124.69 |
|
S4 |
121.91 |
122.39 |
124.40 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.87 |
130.85 |
126.76 |
|
R3 |
129.75 |
128.73 |
126.17 |
|
R2 |
127.63 |
127.63 |
125.98 |
|
R1 |
126.61 |
126.61 |
125.78 |
127.12 |
PP |
125.51 |
125.51 |
125.51 |
125.77 |
S1 |
124.49 |
124.49 |
125.40 |
125.00 |
S2 |
123.39 |
123.39 |
125.20 |
|
S3 |
121.27 |
122.37 |
125.01 |
|
S4 |
119.15 |
120.25 |
124.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.53 |
124.44 |
2.09 |
1.7% |
1.05 |
0.8% |
26% |
False |
False |
690,342 |
10 |
126.53 |
122.54 |
3.99 |
3.2% |
1.03 |
0.8% |
61% |
False |
False |
665,441 |
20 |
126.53 |
122.54 |
3.99 |
3.2% |
1.01 |
0.8% |
61% |
False |
False |
494,069 |
40 |
126.53 |
119.24 |
7.29 |
5.8% |
1.09 |
0.9% |
79% |
False |
False |
398,565 |
60 |
126.53 |
116.00 |
10.53 |
8.4% |
0.97 |
0.8% |
85% |
False |
False |
266,344 |
80 |
126.53 |
113.74 |
12.79 |
10.2% |
0.93 |
0.7% |
88% |
False |
False |
199,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.08 |
2.618 |
128.37 |
1.618 |
127.32 |
1.000 |
126.67 |
0.618 |
126.27 |
HIGH |
125.62 |
0.618 |
125.22 |
0.500 |
125.10 |
0.382 |
124.97 |
LOW |
124.57 |
0.618 |
123.92 |
1.000 |
123.52 |
1.618 |
122.87 |
2.618 |
121.82 |
4.250 |
120.11 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
125.10 |
125.29 |
PP |
125.06 |
125.19 |
S1 |
125.02 |
125.08 |
|