Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123.23 |
123.64 |
0.41 |
0.3% |
124.78 |
| High |
123.90 |
124.93 |
1.03 |
0.8% |
124.93 |
| Low |
122.54 |
123.47 |
0.93 |
0.8% |
122.54 |
| Close |
123.57 |
124.72 |
1.15 |
0.9% |
124.72 |
| Range |
1.36 |
1.46 |
0.10 |
7.4% |
2.39 |
| ATR |
1.17 |
1.19 |
0.02 |
1.8% |
0.00 |
| Volume |
725,386 |
608,114 |
-117,272 |
-16.2% |
3,095,804 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.75 |
128.20 |
125.52 |
|
| R3 |
127.29 |
126.74 |
125.12 |
|
| R2 |
125.83 |
125.83 |
124.99 |
|
| R1 |
125.28 |
125.28 |
124.85 |
125.56 |
| PP |
124.37 |
124.37 |
124.37 |
124.51 |
| S1 |
123.82 |
123.82 |
124.59 |
124.10 |
| S2 |
122.91 |
122.91 |
124.45 |
|
| S3 |
121.45 |
122.36 |
124.32 |
|
| S4 |
119.99 |
120.90 |
123.92 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.23 |
130.37 |
126.03 |
|
| R3 |
128.84 |
127.98 |
125.38 |
|
| R2 |
126.45 |
126.45 |
125.16 |
|
| R1 |
125.59 |
125.59 |
124.94 |
124.83 |
| PP |
124.06 |
124.06 |
124.06 |
123.68 |
| S1 |
123.20 |
123.20 |
124.50 |
122.44 |
| S2 |
121.67 |
121.67 |
124.28 |
|
| S3 |
119.28 |
120.81 |
124.06 |
|
| S4 |
116.89 |
118.42 |
123.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.93 |
122.54 |
2.39 |
1.9% |
1.27 |
1.0% |
91% |
True |
False |
619,160 |
| 10 |
125.56 |
122.54 |
3.02 |
2.4% |
1.11 |
0.9% |
72% |
False |
False |
397,134 |
| 20 |
125.56 |
121.33 |
4.23 |
3.4% |
1.15 |
0.9% |
80% |
False |
False |
451,370 |
| 40 |
125.56 |
117.50 |
8.06 |
6.5% |
1.03 |
0.8% |
90% |
False |
False |
285,374 |
| 60 |
125.56 |
114.18 |
11.38 |
9.1% |
0.93 |
0.7% |
93% |
False |
False |
190,517 |
| 80 |
125.56 |
113.48 |
12.08 |
9.7% |
0.91 |
0.7% |
93% |
False |
False |
143,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.14 |
|
2.618 |
128.75 |
|
1.618 |
127.29 |
|
1.000 |
126.39 |
|
0.618 |
125.83 |
|
HIGH |
124.93 |
|
0.618 |
124.37 |
|
0.500 |
124.20 |
|
0.382 |
124.03 |
|
LOW |
123.47 |
|
0.618 |
122.57 |
|
1.000 |
122.01 |
|
1.618 |
121.11 |
|
2.618 |
119.65 |
|
4.250 |
117.27 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.55 |
124.39 |
| PP |
124.37 |
124.06 |
| S1 |
124.20 |
123.74 |
|