Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.78 |
124.54 |
-0.24 |
-0.2% |
125.10 |
| High |
124.89 |
124.67 |
-0.22 |
-0.2% |
125.56 |
| Low |
124.01 |
123.03 |
-0.98 |
-0.8% |
124.05 |
| Close |
124.65 |
123.43 |
-1.22 |
-1.0% |
125.28 |
| Range |
0.88 |
1.64 |
0.76 |
86.4% |
1.51 |
| ATR |
1.13 |
1.16 |
0.04 |
3.2% |
0.00 |
| Volume |
428,404 |
567,167 |
138,763 |
32.4% |
507,895 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.63 |
127.67 |
124.33 |
|
| R3 |
126.99 |
126.03 |
123.88 |
|
| R2 |
125.35 |
125.35 |
123.73 |
|
| R1 |
124.39 |
124.39 |
123.58 |
124.05 |
| PP |
123.71 |
123.71 |
123.71 |
123.54 |
| S1 |
122.75 |
122.75 |
123.28 |
122.41 |
| S2 |
122.07 |
122.07 |
123.13 |
|
| S3 |
120.43 |
121.11 |
122.98 |
|
| S4 |
118.79 |
119.47 |
122.53 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.49 |
128.90 |
126.11 |
|
| R3 |
127.98 |
127.39 |
125.70 |
|
| R2 |
126.47 |
126.47 |
125.56 |
|
| R1 |
125.88 |
125.88 |
125.42 |
126.18 |
| PP |
124.96 |
124.96 |
124.96 |
125.11 |
| S1 |
124.37 |
124.37 |
125.14 |
124.67 |
| S2 |
123.45 |
123.45 |
125.00 |
|
| S3 |
121.94 |
122.86 |
124.86 |
|
| S4 |
120.43 |
121.35 |
124.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.56 |
123.03 |
2.53 |
2.0% |
1.09 |
0.9% |
16% |
False |
True |
300,693 |
| 10 |
125.56 |
123.03 |
2.53 |
2.0% |
1.00 |
0.8% |
16% |
False |
True |
322,698 |
| 20 |
125.56 |
121.33 |
4.23 |
3.4% |
1.16 |
0.9% |
50% |
False |
False |
437,236 |
| 40 |
125.56 |
116.46 |
9.10 |
7.4% |
0.98 |
0.8% |
77% |
False |
False |
232,912 |
| 60 |
125.56 |
114.18 |
11.38 |
9.2% |
0.93 |
0.8% |
81% |
False |
False |
155,593 |
| 80 |
125.56 |
113.48 |
12.08 |
9.8% |
0.88 |
0.7% |
82% |
False |
False |
116,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.64 |
|
2.618 |
128.96 |
|
1.618 |
127.32 |
|
1.000 |
126.31 |
|
0.618 |
125.68 |
|
HIGH |
124.67 |
|
0.618 |
124.04 |
|
0.500 |
123.85 |
|
0.382 |
123.66 |
|
LOW |
123.03 |
|
0.618 |
122.02 |
|
1.000 |
121.39 |
|
1.618 |
120.38 |
|
2.618 |
118.74 |
|
4.250 |
116.06 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.85 |
124.27 |
| PP |
123.71 |
123.99 |
| S1 |
123.57 |
123.71 |
|