Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.78 |
124.60 |
-0.18 |
-0.1% |
123.53 |
| High |
125.30 |
124.80 |
-0.50 |
-0.4% |
125.30 |
| Low |
124.73 |
124.28 |
-0.45 |
-0.4% |
123.41 |
| Close |
125.03 |
124.42 |
-0.61 |
-0.5% |
124.42 |
| Range |
0.57 |
0.52 |
-0.05 |
-8.8% |
1.89 |
| ATR |
0.75 |
0.75 |
0.00 |
0.0% |
0.00 |
| Volume |
339 |
90 |
-249 |
-73.5% |
1,187 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.06 |
125.76 |
124.71 |
|
| R3 |
125.54 |
125.24 |
124.56 |
|
| R2 |
125.02 |
125.02 |
124.52 |
|
| R1 |
124.72 |
124.72 |
124.47 |
124.61 |
| PP |
124.50 |
124.50 |
124.50 |
124.45 |
| S1 |
124.20 |
124.20 |
124.37 |
124.09 |
| S2 |
123.98 |
123.98 |
124.32 |
|
| S3 |
123.46 |
123.68 |
124.28 |
|
| S4 |
122.94 |
123.16 |
124.13 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.05 |
129.12 |
125.46 |
|
| R3 |
128.16 |
127.23 |
124.94 |
|
| R2 |
126.27 |
126.27 |
124.77 |
|
| R1 |
125.34 |
125.34 |
124.59 |
125.81 |
| PP |
124.38 |
124.38 |
124.38 |
124.61 |
| S1 |
123.45 |
123.45 |
124.25 |
123.92 |
| S2 |
122.49 |
122.49 |
124.07 |
|
| S3 |
120.60 |
121.56 |
123.90 |
|
| S4 |
118.71 |
119.67 |
123.38 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.01 |
|
2.618 |
126.16 |
|
1.618 |
125.64 |
|
1.000 |
125.32 |
|
0.618 |
125.12 |
|
HIGH |
124.80 |
|
0.618 |
124.60 |
|
0.500 |
124.54 |
|
0.382 |
124.48 |
|
LOW |
124.28 |
|
0.618 |
123.96 |
|
1.000 |
123.76 |
|
1.618 |
123.44 |
|
2.618 |
122.92 |
|
4.250 |
122.07 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.54 |
124.48 |
| PP |
124.50 |
124.46 |
| S1 |
124.46 |
124.44 |
|