Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.75 |
124.34 |
-0.41 |
-0.3% |
125.61 |
| High |
125.34 |
124.54 |
-0.80 |
-0.6% |
125.66 |
| Low |
124.09 |
122.92 |
-1.17 |
-0.9% |
122.92 |
| Close |
124.27 |
123.29 |
-0.98 |
-0.8% |
123.29 |
| Range |
1.25 |
1.62 |
0.37 |
29.6% |
2.74 |
| ATR |
1.08 |
1.11 |
0.04 |
3.6% |
0.00 |
| Volume |
864,140 |
804,416 |
-59,724 |
-6.9% |
3,458,084 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.44 |
127.49 |
124.18 |
|
| R3 |
126.82 |
125.87 |
123.74 |
|
| R2 |
125.20 |
125.20 |
123.59 |
|
| R1 |
124.25 |
124.25 |
123.44 |
123.92 |
| PP |
123.58 |
123.58 |
123.58 |
123.42 |
| S1 |
122.63 |
122.63 |
123.14 |
122.30 |
| S2 |
121.96 |
121.96 |
122.99 |
|
| S3 |
120.34 |
121.01 |
122.84 |
|
| S4 |
118.72 |
119.39 |
122.40 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.18 |
130.47 |
124.80 |
|
| R3 |
129.44 |
127.73 |
124.04 |
|
| R2 |
126.70 |
126.70 |
123.79 |
|
| R1 |
124.99 |
124.99 |
123.54 |
124.48 |
| PP |
123.96 |
123.96 |
123.96 |
123.70 |
| S1 |
122.25 |
122.25 |
123.04 |
121.74 |
| S2 |
121.22 |
121.22 |
122.79 |
|
| S3 |
118.48 |
119.51 |
122.54 |
|
| S4 |
115.74 |
116.77 |
121.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.66 |
122.92 |
2.74 |
2.2% |
1.17 |
0.9% |
14% |
False |
True |
691,616 |
| 10 |
126.53 |
122.92 |
3.61 |
2.9% |
1.00 |
0.8% |
10% |
False |
True |
675,990 |
| 20 |
126.53 |
122.54 |
3.99 |
3.2% |
1.06 |
0.9% |
19% |
False |
False |
536,562 |
| 40 |
126.53 |
119.90 |
6.63 |
5.4% |
1.10 |
0.9% |
51% |
False |
False |
452,498 |
| 60 |
126.53 |
116.00 |
10.53 |
8.5% |
0.98 |
0.8% |
69% |
False |
False |
303,076 |
| 80 |
126.53 |
114.18 |
12.35 |
10.0% |
0.96 |
0.8% |
74% |
False |
False |
227,475 |
| 100 |
126.53 |
113.48 |
13.05 |
10.6% |
0.86 |
0.7% |
75% |
False |
False |
182,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.43 |
|
2.618 |
128.78 |
|
1.618 |
127.16 |
|
1.000 |
126.16 |
|
0.618 |
125.54 |
|
HIGH |
124.54 |
|
0.618 |
123.92 |
|
0.500 |
123.73 |
|
0.382 |
123.54 |
|
LOW |
122.92 |
|
0.618 |
121.92 |
|
1.000 |
121.30 |
|
1.618 |
120.30 |
|
2.618 |
118.68 |
|
4.250 |
116.04 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.73 |
124.24 |
| PP |
123.58 |
123.92 |
| S1 |
123.44 |
123.61 |
|