Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124.34 |
123.28 |
-1.06 |
-0.9% |
125.61 |
| High |
124.54 |
123.35 |
-1.19 |
-1.0% |
125.66 |
| Low |
122.92 |
122.12 |
-0.80 |
-0.7% |
122.92 |
| Close |
123.29 |
122.36 |
-0.93 |
-0.8% |
123.29 |
| Range |
1.62 |
1.23 |
-0.39 |
-24.1% |
2.74 |
| ATR |
1.11 |
1.12 |
0.01 |
0.7% |
0.00 |
| Volume |
804,416 |
660,543 |
-143,873 |
-17.9% |
3,458,084 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.30 |
125.56 |
123.04 |
|
| R3 |
125.07 |
124.33 |
122.70 |
|
| R2 |
123.84 |
123.84 |
122.59 |
|
| R1 |
123.10 |
123.10 |
122.47 |
122.86 |
| PP |
122.61 |
122.61 |
122.61 |
122.49 |
| S1 |
121.87 |
121.87 |
122.25 |
121.63 |
| S2 |
121.38 |
121.38 |
122.13 |
|
| S3 |
120.15 |
120.64 |
122.02 |
|
| S4 |
118.92 |
119.41 |
121.68 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.18 |
130.47 |
124.80 |
|
| R3 |
129.44 |
127.73 |
124.04 |
|
| R2 |
126.70 |
126.70 |
123.79 |
|
| R1 |
124.99 |
124.99 |
123.54 |
124.48 |
| PP |
123.96 |
123.96 |
123.96 |
123.70 |
| S1 |
122.25 |
122.25 |
123.04 |
121.74 |
| S2 |
121.22 |
121.22 |
122.79 |
|
| S3 |
118.48 |
119.51 |
122.54 |
|
| S4 |
115.74 |
116.77 |
121.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.62 |
122.12 |
3.50 |
2.9% |
1.17 |
1.0% |
7% |
False |
True |
726,257 |
| 10 |
126.53 |
122.12 |
4.41 |
3.6% |
1.05 |
0.9% |
5% |
False |
True |
698,082 |
| 20 |
126.53 |
122.12 |
4.41 |
3.6% |
1.05 |
0.9% |
5% |
False |
True |
557,809 |
| 40 |
126.53 |
120.13 |
6.40 |
5.2% |
1.10 |
0.9% |
35% |
False |
False |
468,524 |
| 60 |
126.53 |
116.00 |
10.53 |
8.6% |
0.99 |
0.8% |
60% |
False |
False |
314,057 |
| 80 |
126.53 |
114.18 |
12.35 |
10.1% |
0.95 |
0.8% |
66% |
False |
False |
235,726 |
| 100 |
126.53 |
113.48 |
13.05 |
10.7% |
0.87 |
0.7% |
68% |
False |
False |
188,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.58 |
|
2.618 |
126.57 |
|
1.618 |
125.34 |
|
1.000 |
124.58 |
|
0.618 |
124.11 |
|
HIGH |
123.35 |
|
0.618 |
122.88 |
|
0.500 |
122.74 |
|
0.382 |
122.59 |
|
LOW |
122.12 |
|
0.618 |
121.36 |
|
1.000 |
120.89 |
|
1.618 |
120.13 |
|
2.618 |
118.90 |
|
4.250 |
116.89 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.74 |
123.73 |
| PP |
122.61 |
123.27 |
| S1 |
122.49 |
122.82 |
|