Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125.09 |
126.09 |
1.00 |
0.8% |
124.78 |
| High |
126.04 |
126.53 |
0.49 |
0.4% |
124.93 |
| Low |
124.69 |
125.68 |
0.99 |
0.8% |
122.54 |
| Close |
125.83 |
126.17 |
0.34 |
0.3% |
124.72 |
| Range |
1.35 |
0.85 |
-0.50 |
-37.0% |
2.39 |
| ATR |
1.13 |
1.11 |
-0.02 |
-1.8% |
0.00 |
| Volume |
760,498 |
742,634 |
-17,864 |
-2.3% |
3,095,804 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.68 |
128.27 |
126.64 |
|
| R3 |
127.83 |
127.42 |
126.40 |
|
| R2 |
126.98 |
126.98 |
126.33 |
|
| R1 |
126.57 |
126.57 |
126.25 |
126.78 |
| PP |
126.13 |
126.13 |
126.13 |
126.23 |
| S1 |
125.72 |
125.72 |
126.09 |
125.93 |
| S2 |
125.28 |
125.28 |
126.01 |
|
| S3 |
124.43 |
124.87 |
125.94 |
|
| S4 |
123.58 |
124.02 |
125.70 |
|
|
| 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 |
126.53 |
123.47 |
3.06 |
2.4% |
0.98 |
0.8% |
88% |
True |
False |
642,744 |
| 10 |
126.53 |
122.54 |
3.99 |
3.2% |
1.12 |
0.9% |
91% |
True |
False |
591,376 |
| 20 |
126.53 |
121.33 |
5.20 |
4.1% |
1.11 |
0.9% |
93% |
True |
False |
473,614 |
| 40 |
126.53 |
118.00 |
8.53 |
6.8% |
1.06 |
0.8% |
96% |
True |
False |
349,984 |
| 60 |
126.53 |
114.42 |
12.11 |
9.6% |
0.96 |
0.8% |
97% |
True |
False |
233,927 |
| 80 |
126.53 |
113.48 |
13.05 |
10.3% |
0.92 |
0.7% |
97% |
True |
False |
175,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.14 |
|
2.618 |
128.76 |
|
1.618 |
127.91 |
|
1.000 |
127.38 |
|
0.618 |
127.06 |
|
HIGH |
126.53 |
|
0.618 |
126.21 |
|
0.500 |
126.11 |
|
0.382 |
126.00 |
|
LOW |
125.68 |
|
0.618 |
125.15 |
|
1.000 |
124.83 |
|
1.618 |
124.30 |
|
2.618 |
123.45 |
|
4.250 |
122.07 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126.15 |
125.98 |
| PP |
126.13 |
125.80 |
| S1 |
126.11 |
125.61 |
|