Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123.53 |
124.00 |
0.47 |
0.4% |
123.41 |
| High |
123.97 |
124.15 |
0.18 |
0.1% |
123.75 |
| Low |
123.41 |
123.99 |
0.58 |
0.5% |
121.61 |
| Close |
123.99 |
123.97 |
-0.02 |
0.0% |
123.58 |
| Range |
0.56 |
0.16 |
-0.40 |
-71.4% |
2.14 |
| ATR |
0.77 |
0.73 |
-0.04 |
-5.7% |
0.00 |
| Volume |
275 |
252 |
-23 |
-8.4% |
1,216 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.52 |
124.40 |
124.06 |
|
| R3 |
124.36 |
124.24 |
124.01 |
|
| R2 |
124.20 |
124.20 |
124.00 |
|
| R1 |
124.08 |
124.08 |
123.98 |
124.06 |
| PP |
124.04 |
124.04 |
124.04 |
124.03 |
| S1 |
123.92 |
123.92 |
123.96 |
123.90 |
| S2 |
123.88 |
123.88 |
123.94 |
|
| S3 |
123.72 |
123.76 |
123.93 |
|
| S4 |
123.56 |
123.60 |
123.88 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.40 |
128.63 |
124.76 |
|
| R3 |
127.26 |
126.49 |
124.17 |
|
| R2 |
125.12 |
125.12 |
123.97 |
|
| R1 |
124.35 |
124.35 |
123.78 |
124.74 |
| PP |
122.98 |
122.98 |
122.98 |
123.17 |
| S1 |
122.21 |
122.21 |
123.38 |
122.60 |
| S2 |
120.84 |
120.84 |
123.19 |
|
| S3 |
118.70 |
120.07 |
122.99 |
|
| S4 |
116.56 |
117.93 |
122.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.83 |
|
2.618 |
124.57 |
|
1.618 |
124.41 |
|
1.000 |
124.31 |
|
0.618 |
124.25 |
|
HIGH |
124.15 |
|
0.618 |
124.09 |
|
0.500 |
124.07 |
|
0.382 |
124.05 |
|
LOW |
123.99 |
|
0.618 |
123.89 |
|
1.000 |
123.83 |
|
1.618 |
123.73 |
|
2.618 |
123.57 |
|
4.250 |
123.31 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.07 |
123.76 |
| PP |
124.04 |
123.55 |
| S1 |
124.00 |
123.34 |
|