Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.54 |
123.43 |
-1.11 |
-0.9% |
125.10 |
| High |
124.67 |
123.69 |
-0.98 |
-0.8% |
125.56 |
| Low |
123.03 |
122.69 |
-0.34 |
-0.3% |
124.05 |
| Close |
123.43 |
122.86 |
-0.57 |
-0.5% |
125.28 |
| Range |
1.64 |
1.00 |
-0.64 |
-39.0% |
1.51 |
| ATR |
1.16 |
1.15 |
-0.01 |
-1.0% |
0.00 |
| Volume |
567,167 |
766,733 |
199,566 |
35.2% |
507,895 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.08 |
125.47 |
123.41 |
|
| R3 |
125.08 |
124.47 |
123.14 |
|
| R2 |
124.08 |
124.08 |
123.04 |
|
| R1 |
123.47 |
123.47 |
122.95 |
123.28 |
| PP |
123.08 |
123.08 |
123.08 |
122.98 |
| S1 |
122.47 |
122.47 |
122.77 |
122.28 |
| S2 |
122.08 |
122.08 |
122.68 |
|
| S3 |
121.08 |
121.47 |
122.59 |
|
| S4 |
120.08 |
120.47 |
122.31 |
|
|
| 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 |
122.69 |
2.87 |
2.3% |
1.14 |
0.9% |
6% |
False |
True |
427,609 |
| 10 |
125.56 |
122.69 |
2.87 |
2.3% |
1.01 |
0.8% |
6% |
False |
True |
341,616 |
| 20 |
125.56 |
121.33 |
4.23 |
3.4% |
1.14 |
0.9% |
36% |
False |
False |
456,080 |
| 40 |
125.56 |
117.45 |
8.11 |
6.6% |
0.99 |
0.8% |
67% |
False |
False |
252,073 |
| 60 |
125.56 |
114.18 |
11.38 |
9.3% |
0.92 |
0.7% |
76% |
False |
False |
168,295 |
| 80 |
125.56 |
113.48 |
12.08 |
9.8% |
0.89 |
0.7% |
78% |
False |
False |
126,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.94 |
|
2.618 |
126.31 |
|
1.618 |
125.31 |
|
1.000 |
124.69 |
|
0.618 |
124.31 |
|
HIGH |
123.69 |
|
0.618 |
123.31 |
|
0.500 |
123.19 |
|
0.382 |
123.07 |
|
LOW |
122.69 |
|
0.618 |
122.07 |
|
1.000 |
121.69 |
|
1.618 |
121.07 |
|
2.618 |
120.07 |
|
4.250 |
118.44 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123.19 |
123.79 |
| PP |
123.08 |
123.48 |
| S1 |
122.97 |
123.17 |
|