Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122.39 |
122.89 |
0.50 |
0.4% |
125.61 |
| High |
123.24 |
123.39 |
0.15 |
0.1% |
125.66 |
| Low |
121.97 |
122.54 |
0.57 |
0.5% |
122.92 |
| Close |
122.72 |
123.06 |
0.34 |
0.3% |
123.29 |
| Range |
1.27 |
0.85 |
-0.42 |
-33.1% |
2.74 |
| ATR |
1.13 |
1.11 |
-0.02 |
-1.8% |
0.00 |
| Volume |
613,836 |
670,090 |
56,254 |
9.2% |
3,458,084 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.55 |
125.15 |
123.53 |
|
| R3 |
124.70 |
124.30 |
123.29 |
|
| R2 |
123.85 |
123.85 |
123.22 |
|
| R1 |
123.45 |
123.45 |
123.14 |
123.65 |
| PP |
123.00 |
123.00 |
123.00 |
123.10 |
| S1 |
122.60 |
122.60 |
122.98 |
122.80 |
| S2 |
122.15 |
122.15 |
122.90 |
|
| S3 |
121.30 |
121.75 |
122.83 |
|
| S4 |
120.45 |
120.90 |
122.59 |
|
|
| 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 |
125.34 |
121.97 |
3.37 |
2.7% |
1.24 |
1.0% |
32% |
False |
False |
722,605 |
| 10 |
126.53 |
121.97 |
4.56 |
3.7% |
1.08 |
0.9% |
24% |
False |
False |
684,140 |
| 20 |
126.53 |
121.97 |
4.56 |
3.7% |
1.10 |
0.9% |
24% |
False |
False |
608,796 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.10 |
0.9% |
33% |
False |
False |
498,811 |
| 60 |
126.53 |
116.00 |
10.53 |
8.6% |
1.00 |
0.8% |
67% |
False |
False |
335,417 |
| 80 |
126.53 |
114.18 |
12.35 |
10.0% |
0.95 |
0.8% |
72% |
False |
False |
251,758 |
| 100 |
126.53 |
113.48 |
13.05 |
10.6% |
0.89 |
0.7% |
73% |
False |
False |
201,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.00 |
|
2.618 |
125.62 |
|
1.618 |
124.77 |
|
1.000 |
124.24 |
|
0.618 |
123.92 |
|
HIGH |
123.39 |
|
0.618 |
123.07 |
|
0.500 |
122.97 |
|
0.382 |
122.86 |
|
LOW |
122.54 |
|
0.618 |
122.01 |
|
1.000 |
121.69 |
|
1.618 |
121.16 |
|
2.618 |
120.31 |
|
4.250 |
118.93 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.03 |
122.93 |
| PP |
123.00 |
122.81 |
| S1 |
122.97 |
122.68 |
|