Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.06 |
123.83 |
-0.23 |
-0.2% |
123.53 |
| High |
124.33 |
124.05 |
-0.28 |
-0.2% |
125.30 |
| Low |
123.71 |
123.02 |
-0.69 |
-0.6% |
123.41 |
| Close |
124.09 |
123.09 |
-1.00 |
-0.8% |
124.42 |
| Range |
0.62 |
1.03 |
0.41 |
66.1% |
1.89 |
| ATR |
0.76 |
0.78 |
0.02 |
2.9% |
0.00 |
| Volume |
112 |
206 |
94 |
83.9% |
1,187 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.48 |
125.81 |
123.66 |
|
| R3 |
125.45 |
124.78 |
123.37 |
|
| R2 |
124.42 |
124.42 |
123.28 |
|
| R1 |
123.75 |
123.75 |
123.18 |
123.57 |
| PP |
123.39 |
123.39 |
123.39 |
123.30 |
| S1 |
122.72 |
122.72 |
123.00 |
122.54 |
| S2 |
122.36 |
122.36 |
122.90 |
|
| S3 |
121.33 |
121.69 |
122.81 |
|
| S4 |
120.30 |
120.66 |
122.52 |
|
|
| 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 |
128.43 |
|
2.618 |
126.75 |
|
1.618 |
125.72 |
|
1.000 |
125.08 |
|
0.618 |
124.69 |
|
HIGH |
124.05 |
|
0.618 |
123.66 |
|
0.500 |
123.54 |
|
0.382 |
123.41 |
|
LOW |
123.02 |
|
0.618 |
122.38 |
|
1.000 |
121.99 |
|
1.618 |
121.35 |
|
2.618 |
120.32 |
|
4.250 |
118.64 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.54 |
123.73 |
| PP |
123.39 |
123.52 |
| S1 |
123.24 |
123.30 |
|