Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125.27 |
124.75 |
-0.52 |
-0.4% |
124.65 |
| High |
125.55 |
125.34 |
-0.21 |
-0.2% |
126.53 |
| Low |
124.86 |
124.09 |
-0.77 |
-0.6% |
124.41 |
| Close |
125.29 |
124.27 |
-1.02 |
-0.8% |
125.59 |
| Range |
0.69 |
1.25 |
0.56 |
81.2% |
2.12 |
| ATR |
1.06 |
1.08 |
0.01 |
1.3% |
0.00 |
| Volume |
537,166 |
864,140 |
326,974 |
60.9% |
3,301,823 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.32 |
127.54 |
124.96 |
|
| R3 |
127.07 |
126.29 |
124.61 |
|
| R2 |
125.82 |
125.82 |
124.50 |
|
| R1 |
125.04 |
125.04 |
124.38 |
124.81 |
| PP |
124.57 |
124.57 |
124.57 |
124.45 |
| S1 |
123.79 |
123.79 |
124.16 |
123.56 |
| S2 |
123.32 |
123.32 |
124.04 |
|
| S3 |
122.07 |
122.54 |
123.93 |
|
| S4 |
120.82 |
121.29 |
123.58 |
|
|
| 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 |
126.14 |
124.09 |
2.05 |
1.6% |
0.99 |
0.8% |
9% |
False |
True |
669,976 |
| 10 |
126.53 |
123.47 |
3.06 |
2.5% |
0.99 |
0.8% |
26% |
False |
False |
656,360 |
| 20 |
126.53 |
122.54 |
3.99 |
3.2% |
1.03 |
0.8% |
43% |
False |
False |
510,581 |
| 40 |
126.53 |
119.90 |
6.63 |
5.3% |
1.08 |
0.9% |
66% |
False |
False |
432,727 |
| 60 |
126.53 |
116.00 |
10.53 |
8.5% |
0.97 |
0.8% |
79% |
False |
False |
289,673 |
| 80 |
126.53 |
113.98 |
12.55 |
10.1% |
0.94 |
0.8% |
82% |
False |
False |
217,422 |
| 100 |
126.53 |
113.48 |
13.05 |
10.5% |
0.84 |
0.7% |
83% |
False |
False |
174,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.65 |
|
2.618 |
128.61 |
|
1.618 |
127.36 |
|
1.000 |
126.59 |
|
0.618 |
126.11 |
|
HIGH |
125.34 |
|
0.618 |
124.86 |
|
0.500 |
124.72 |
|
0.382 |
124.57 |
|
LOW |
124.09 |
|
0.618 |
123.32 |
|
1.000 |
122.84 |
|
1.618 |
122.07 |
|
2.618 |
120.82 |
|
4.250 |
118.78 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.72 |
124.86 |
| PP |
124.57 |
124.66 |
| S1 |
124.42 |
124.47 |
|