Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125.38 |
125.27 |
-0.11 |
-0.1% |
124.65 |
| High |
125.62 |
125.55 |
-0.07 |
-0.1% |
126.53 |
| Low |
124.57 |
124.86 |
0.29 |
0.2% |
124.41 |
| Close |
124.98 |
125.29 |
0.31 |
0.2% |
125.59 |
| Range |
1.05 |
0.69 |
-0.36 |
-34.3% |
2.12 |
| ATR |
1.09 |
1.06 |
-0.03 |
-2.6% |
0.00 |
| Volume |
765,020 |
537,166 |
-227,854 |
-29.8% |
3,301,823 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.30 |
126.99 |
125.67 |
|
| R3 |
126.61 |
126.30 |
125.48 |
|
| R2 |
125.92 |
125.92 |
125.42 |
|
| R1 |
125.61 |
125.61 |
125.35 |
125.77 |
| PP |
125.23 |
125.23 |
125.23 |
125.31 |
| S1 |
124.92 |
124.92 |
125.23 |
125.08 |
| S2 |
124.54 |
124.54 |
125.16 |
|
| S3 |
123.85 |
124.23 |
125.10 |
|
| S4 |
123.16 |
123.54 |
124.91 |
|
|
| 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% |
0.91 |
0.7% |
41% |
False |
False |
645,675 |
| 10 |
126.53 |
122.54 |
3.99 |
3.2% |
1.00 |
0.8% |
69% |
False |
False |
642,485 |
| 20 |
126.53 |
122.54 |
3.99 |
3.2% |
1.01 |
0.8% |
69% |
False |
False |
492,050 |
| 40 |
126.53 |
119.90 |
6.63 |
5.3% |
1.09 |
0.9% |
81% |
False |
False |
411,687 |
| 60 |
126.53 |
116.00 |
10.53 |
8.4% |
0.96 |
0.8% |
88% |
False |
False |
275,292 |
| 80 |
126.53 |
113.74 |
12.79 |
10.2% |
0.93 |
0.7% |
90% |
False |
False |
206,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.48 |
|
2.618 |
127.36 |
|
1.618 |
126.67 |
|
1.000 |
126.24 |
|
0.618 |
125.98 |
|
HIGH |
125.55 |
|
0.618 |
125.29 |
|
0.500 |
125.21 |
|
0.382 |
125.12 |
|
LOW |
124.86 |
|
0.618 |
124.43 |
|
1.000 |
124.17 |
|
1.618 |
123.74 |
|
2.618 |
123.05 |
|
4.250 |
121.93 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.26 |
125.21 |
| PP |
125.23 |
125.13 |
| S1 |
125.21 |
125.05 |
|