Euro Bund Future March 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 |
124.65 |
125.19 |
0.54 |
0.4% |
124.78 |
| High |
125.21 |
125.47 |
0.26 |
0.2% |
124.93 |
| Low |
124.41 |
125.03 |
0.62 |
0.5% |
122.54 |
| Close |
125.13 |
125.12 |
-0.01 |
0.0% |
124.72 |
| Range |
0.80 |
0.44 |
-0.36 |
-45.0% |
2.39 |
| ATR |
1.16 |
1.11 |
-0.05 |
-4.4% |
0.00 |
| Volume |
439,621 |
662,854 |
223,233 |
50.8% |
3,095,804 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.53 |
126.26 |
125.36 |
|
| R3 |
126.09 |
125.82 |
125.24 |
|
| R2 |
125.65 |
125.65 |
125.20 |
|
| R1 |
125.38 |
125.38 |
125.16 |
125.30 |
| PP |
125.21 |
125.21 |
125.21 |
125.16 |
| S1 |
124.94 |
124.94 |
125.08 |
124.86 |
| S2 |
124.77 |
124.77 |
125.04 |
|
| S3 |
124.33 |
124.50 |
125.00 |
|
| S4 |
123.89 |
124.06 |
124.88 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.23 |
130.37 |
126.03 |
|
| R3 |
128.84 |
127.98 |
125.38 |
|
| R2 |
126.45 |
126.45 |
125.16 |
|
| R1 |
125.59 |
125.59 |
124.94 |
124.83 |
| PP |
124.06 |
124.06 |
124.06 |
123.68 |
| S1 |
123.20 |
123.20 |
124.50 |
122.44 |
| S2 |
121.67 |
121.67 |
124.28 |
|
| S3 |
119.28 |
120.81 |
124.06 |
|
| S4 |
116.89 |
118.42 |
123.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.47 |
122.54 |
2.93 |
2.3% |
1.01 |
0.8% |
88% |
True |
False |
640,541 |
| 10 |
125.56 |
122.54 |
3.02 |
2.4% |
1.05 |
0.8% |
85% |
False |
False |
470,617 |
| 20 |
125.56 |
121.33 |
4.23 |
3.4% |
1.08 |
0.9% |
90% |
False |
False |
448,390 |
| 40 |
125.56 |
117.85 |
7.71 |
6.2% |
1.04 |
0.8% |
94% |
False |
False |
312,863 |
| 60 |
125.56 |
114.18 |
11.38 |
9.1% |
0.94 |
0.7% |
96% |
False |
False |
208,881 |
| 80 |
125.56 |
113.48 |
12.08 |
9.7% |
0.91 |
0.7% |
96% |
False |
False |
156,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.34 |
|
2.618 |
126.62 |
|
1.618 |
126.18 |
|
1.000 |
125.91 |
|
0.618 |
125.74 |
|
HIGH |
125.47 |
|
0.618 |
125.30 |
|
0.500 |
125.25 |
|
0.382 |
125.20 |
|
LOW |
125.03 |
|
0.618 |
124.76 |
|
1.000 |
124.59 |
|
1.618 |
124.32 |
|
2.618 |
123.88 |
|
4.250 |
123.16 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.25 |
124.90 |
| PP |
125.21 |
124.69 |
| S1 |
125.16 |
124.47 |
|