Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123.28 |
122.39 |
-0.89 |
-0.7% |
125.61 |
| High |
123.35 |
123.24 |
-0.11 |
-0.1% |
125.66 |
| Low |
122.12 |
121.97 |
-0.15 |
-0.1% |
122.92 |
| Close |
122.36 |
122.72 |
0.36 |
0.3% |
123.29 |
| Range |
1.23 |
1.27 |
0.04 |
3.3% |
2.74 |
| ATR |
1.12 |
1.13 |
0.01 |
0.9% |
0.00 |
| Volume |
660,543 |
613,836 |
-46,707 |
-7.1% |
3,458,084 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.45 |
125.86 |
123.42 |
|
| R3 |
125.18 |
124.59 |
123.07 |
|
| R2 |
123.91 |
123.91 |
122.95 |
|
| R1 |
123.32 |
123.32 |
122.84 |
123.62 |
| PP |
122.64 |
122.64 |
122.64 |
122.79 |
| S1 |
122.05 |
122.05 |
122.60 |
122.35 |
| S2 |
121.37 |
121.37 |
122.49 |
|
| S3 |
120.10 |
120.78 |
122.37 |
|
| S4 |
118.83 |
119.51 |
122.02 |
|
|
| 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 |
125.55 |
121.97 |
3.58 |
2.9% |
1.21 |
1.0% |
21% |
False |
True |
696,020 |
| 10 |
126.53 |
121.97 |
4.56 |
3.7% |
1.13 |
0.9% |
16% |
False |
True |
693,181 |
| 20 |
126.53 |
121.97 |
4.56 |
3.7% |
1.09 |
0.9% |
16% |
False |
True |
581,899 |
| 40 |
126.53 |
120.95 |
5.58 |
4.5% |
1.10 |
0.9% |
32% |
False |
False |
483,125 |
| 60 |
126.53 |
116.00 |
10.53 |
8.6% |
1.00 |
0.8% |
64% |
False |
False |
324,283 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
69% |
False |
False |
243,395 |
| 100 |
126.53 |
113.48 |
13.05 |
10.6% |
0.89 |
0.7% |
71% |
False |
False |
194,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.64 |
|
2.618 |
126.56 |
|
1.618 |
125.29 |
|
1.000 |
124.51 |
|
0.618 |
124.02 |
|
HIGH |
123.24 |
|
0.618 |
122.75 |
|
0.500 |
122.61 |
|
0.382 |
122.46 |
|
LOW |
121.97 |
|
0.618 |
121.19 |
|
1.000 |
120.70 |
|
1.618 |
119.92 |
|
2.618 |
118.65 |
|
4.250 |
116.57 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.68 |
123.26 |
| PP |
122.64 |
123.08 |
| S1 |
122.61 |
122.90 |
|