Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123.64 |
124.65 |
1.01 |
0.8% |
124.78 |
| High |
124.93 |
125.21 |
0.28 |
0.2% |
124.93 |
| Low |
123.47 |
124.41 |
0.94 |
0.8% |
122.54 |
| Close |
124.72 |
125.13 |
0.41 |
0.3% |
124.72 |
| Range |
1.46 |
0.80 |
-0.66 |
-45.2% |
2.39 |
| ATR |
1.19 |
1.16 |
-0.03 |
-2.3% |
0.00 |
| Volume |
608,114 |
439,621 |
-168,493 |
-27.7% |
3,095,804 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.32 |
127.02 |
125.57 |
|
| R3 |
126.52 |
126.22 |
125.35 |
|
| R2 |
125.72 |
125.72 |
125.28 |
|
| R1 |
125.42 |
125.42 |
125.20 |
125.57 |
| PP |
124.92 |
124.92 |
124.92 |
124.99 |
| S1 |
124.62 |
124.62 |
125.06 |
124.77 |
| S2 |
124.12 |
124.12 |
124.98 |
|
| S3 |
123.32 |
123.82 |
124.91 |
|
| S4 |
122.52 |
123.02 |
124.69 |
|
|
| 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 |
125.21 |
122.54 |
2.67 |
2.1% |
1.25 |
1.0% |
97% |
True |
False |
621,404 |
| 10 |
125.56 |
122.54 |
3.02 |
2.4% |
1.04 |
0.8% |
86% |
False |
False |
417,536 |
| 20 |
125.56 |
121.33 |
4.23 |
3.4% |
1.13 |
0.9% |
90% |
False |
False |
445,052 |
| 40 |
125.56 |
117.80 |
7.76 |
6.2% |
1.04 |
0.8% |
94% |
False |
False |
296,358 |
| 60 |
125.56 |
114.18 |
11.38 |
9.1% |
0.93 |
0.7% |
96% |
False |
False |
197,843 |
| 80 |
125.56 |
113.48 |
12.08 |
9.7% |
0.92 |
0.7% |
96% |
False |
False |
148,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.61 |
|
2.618 |
127.30 |
|
1.618 |
126.50 |
|
1.000 |
126.01 |
|
0.618 |
125.70 |
|
HIGH |
125.21 |
|
0.618 |
124.90 |
|
0.500 |
124.81 |
|
0.382 |
124.72 |
|
LOW |
124.41 |
|
0.618 |
123.92 |
|
1.000 |
123.61 |
|
1.618 |
123.12 |
|
2.618 |
122.32 |
|
4.250 |
121.01 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.02 |
124.71 |
| PP |
124.92 |
124.29 |
| S1 |
124.81 |
123.88 |
|