Euro Bund Future March 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 |
126.09 |
125.62 |
-0.47 |
-0.4% |
124.65 |
| High |
126.53 |
126.14 |
-0.39 |
-0.3% |
126.53 |
| Low |
125.68 |
125.38 |
-0.30 |
-0.2% |
124.41 |
| Close |
126.17 |
125.59 |
-0.58 |
-0.5% |
125.59 |
| Range |
0.85 |
0.76 |
-0.09 |
-10.6% |
2.12 |
| ATR |
1.11 |
1.08 |
-0.02 |
-2.0% |
0.00 |
| Volume |
742,634 |
696,216 |
-46,418 |
-6.3% |
3,301,823 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.98 |
127.55 |
126.01 |
|
| R3 |
127.22 |
126.79 |
125.80 |
|
| R2 |
126.46 |
126.46 |
125.73 |
|
| R1 |
126.03 |
126.03 |
125.66 |
125.87 |
| PP |
125.70 |
125.70 |
125.70 |
125.62 |
| S1 |
125.27 |
125.27 |
125.52 |
125.11 |
| S2 |
124.94 |
124.94 |
125.45 |
|
| S3 |
124.18 |
124.51 |
125.38 |
|
| S4 |
123.42 |
123.75 |
125.17 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.87 |
130.85 |
126.76 |
|
| R3 |
129.75 |
128.73 |
126.17 |
|
| R2 |
127.63 |
127.63 |
125.98 |
|
| R1 |
126.61 |
126.61 |
125.78 |
127.12 |
| PP |
125.51 |
125.51 |
125.51 |
125.77 |
| S1 |
124.49 |
124.49 |
125.40 |
125.00 |
| S2 |
123.39 |
123.39 |
125.20 |
|
| S3 |
121.27 |
122.37 |
125.01 |
|
| S4 |
119.15 |
120.25 |
124.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.53 |
124.41 |
2.12 |
1.7% |
0.84 |
0.7% |
56% |
False |
False |
660,364 |
| 10 |
126.53 |
122.54 |
3.99 |
3.2% |
1.05 |
0.8% |
76% |
False |
False |
639,762 |
| 20 |
126.53 |
121.57 |
4.96 |
3.9% |
1.04 |
0.8% |
81% |
False |
False |
475,419 |
| 40 |
126.53 |
118.53 |
8.00 |
6.4% |
1.05 |
0.8% |
88% |
False |
False |
367,341 |
| 60 |
126.53 |
114.76 |
11.77 |
9.4% |
0.96 |
0.8% |
92% |
False |
False |
245,526 |
| 80 |
126.53 |
113.48 |
13.05 |
10.4% |
0.91 |
0.7% |
93% |
False |
False |
184,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.37 |
|
2.618 |
128.13 |
|
1.618 |
127.37 |
|
1.000 |
126.90 |
|
0.618 |
126.61 |
|
HIGH |
126.14 |
|
0.618 |
125.85 |
|
0.500 |
125.76 |
|
0.382 |
125.67 |
|
LOW |
125.38 |
|
0.618 |
124.91 |
|
1.000 |
124.62 |
|
1.618 |
124.15 |
|
2.618 |
123.39 |
|
4.250 |
122.15 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125.76 |
125.61 |
| PP |
125.70 |
125.60 |
| S1 |
125.65 |
125.60 |
|