Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122.89 |
122.45 |
-0.44 |
-0.4% |
125.61 |
| High |
123.39 |
123.25 |
-0.14 |
-0.1% |
125.66 |
| Low |
122.54 |
122.24 |
-0.30 |
-0.2% |
122.92 |
| Close |
123.06 |
122.89 |
-0.17 |
-0.1% |
123.29 |
| Range |
0.85 |
1.01 |
0.16 |
18.8% |
2.74 |
| ATR |
1.11 |
1.11 |
-0.01 |
-0.7% |
0.00 |
| Volume |
670,090 |
737,366 |
67,276 |
10.0% |
3,458,084 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.82 |
125.37 |
123.45 |
|
| R3 |
124.81 |
124.36 |
123.17 |
|
| R2 |
123.80 |
123.80 |
123.08 |
|
| R1 |
123.35 |
123.35 |
122.98 |
123.58 |
| PP |
122.79 |
122.79 |
122.79 |
122.91 |
| S1 |
122.34 |
122.34 |
122.80 |
122.57 |
| S2 |
121.78 |
121.78 |
122.70 |
|
| S3 |
120.77 |
121.33 |
122.61 |
|
| S4 |
119.76 |
120.32 |
122.33 |
|
|
| 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 |
124.54 |
121.97 |
2.57 |
2.1% |
1.20 |
1.0% |
36% |
False |
False |
697,250 |
| 10 |
126.14 |
121.97 |
4.17 |
3.4% |
1.10 |
0.9% |
22% |
False |
False |
683,613 |
| 20 |
126.53 |
121.97 |
4.56 |
3.7% |
1.11 |
0.9% |
20% |
False |
False |
637,494 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.12 |
0.9% |
30% |
False |
False |
516,716 |
| 60 |
126.53 |
116.00 |
10.53 |
8.6% |
1.00 |
0.8% |
65% |
False |
False |
347,691 |
| 80 |
126.53 |
114.18 |
12.35 |
10.0% |
0.96 |
0.8% |
71% |
False |
False |
260,974 |
| 100 |
126.53 |
113.48 |
13.05 |
10.6% |
0.90 |
0.7% |
72% |
False |
False |
208,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.54 |
|
2.618 |
125.89 |
|
1.618 |
124.88 |
|
1.000 |
124.26 |
|
0.618 |
123.87 |
|
HIGH |
123.25 |
|
0.618 |
122.86 |
|
0.500 |
122.75 |
|
0.382 |
122.63 |
|
LOW |
122.24 |
|
0.618 |
121.62 |
|
1.000 |
121.23 |
|
1.618 |
120.61 |
|
2.618 |
119.60 |
|
4.250 |
117.95 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.84 |
122.82 |
| PP |
122.79 |
122.75 |
| S1 |
122.75 |
122.68 |
|