Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122.45 |
122.47 |
0.02 |
0.0% |
123.28 |
| High |
123.25 |
122.95 |
-0.30 |
-0.2% |
123.39 |
| Low |
122.24 |
122.14 |
-0.10 |
-0.1% |
121.97 |
| Close |
122.89 |
122.37 |
-0.52 |
-0.4% |
122.37 |
| Range |
1.01 |
0.81 |
-0.20 |
-19.8% |
1.42 |
| ATR |
1.11 |
1.08 |
-0.02 |
-1.9% |
0.00 |
| Volume |
737,366 |
679,449 |
-57,917 |
-7.9% |
3,361,284 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
124.45 |
122.82 |
|
| R3 |
124.11 |
123.64 |
122.59 |
|
| R2 |
123.30 |
123.30 |
122.52 |
|
| R1 |
122.83 |
122.83 |
122.44 |
122.66 |
| PP |
122.49 |
122.49 |
122.49 |
122.40 |
| S1 |
122.02 |
122.02 |
122.30 |
121.85 |
| S2 |
121.68 |
121.68 |
122.22 |
|
| S3 |
120.87 |
121.21 |
122.15 |
|
| S4 |
120.06 |
120.40 |
121.92 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.84 |
126.02 |
123.15 |
|
| R3 |
125.42 |
124.60 |
122.76 |
|
| R2 |
124.00 |
124.00 |
122.63 |
|
| R1 |
123.18 |
123.18 |
122.50 |
122.88 |
| PP |
122.58 |
122.58 |
122.58 |
122.43 |
| S1 |
121.76 |
121.76 |
122.24 |
121.46 |
| S2 |
121.16 |
121.16 |
122.11 |
|
| S3 |
119.74 |
120.34 |
121.98 |
|
| S4 |
118.32 |
118.92 |
121.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.39 |
121.97 |
1.42 |
1.2% |
1.03 |
0.8% |
28% |
False |
False |
672,256 |
| 10 |
125.66 |
121.97 |
3.69 |
3.0% |
1.10 |
0.9% |
11% |
False |
False |
681,936 |
| 20 |
126.53 |
121.97 |
4.56 |
3.7% |
1.08 |
0.9% |
9% |
False |
False |
660,849 |
| 40 |
126.53 |
121.33 |
5.20 |
4.2% |
1.13 |
0.9% |
20% |
False |
False |
532,267 |
| 60 |
126.53 |
116.00 |
10.53 |
8.6% |
0.99 |
0.8% |
60% |
False |
False |
359,001 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
66% |
False |
False |
269,466 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.91 |
0.7% |
68% |
False |
False |
215,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.39 |
|
2.618 |
125.07 |
|
1.618 |
124.26 |
|
1.000 |
123.76 |
|
0.618 |
123.45 |
|
HIGH |
122.95 |
|
0.618 |
122.64 |
|
0.500 |
122.55 |
|
0.382 |
122.45 |
|
LOW |
122.14 |
|
0.618 |
121.64 |
|
1.000 |
121.33 |
|
1.618 |
120.83 |
|
2.618 |
120.02 |
|
4.250 |
118.70 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.55 |
122.77 |
| PP |
122.49 |
122.63 |
| S1 |
122.43 |
122.50 |
|