Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123.98 |
123.50 |
-0.48 |
-0.4% |
124.10 |
High |
123.98 |
123.61 |
-0.37 |
-0.3% |
124.10 |
Low |
123.98 |
123.21 |
-0.77 |
-0.6% |
123.21 |
Close |
123.83 |
124.21 |
0.38 |
0.3% |
124.21 |
Range |
0.00 |
0.40 |
0.40 |
|
0.89 |
ATR |
0.63 |
0.63 |
0.00 |
-0.2% |
0.00 |
Volume |
2 |
4,346 |
4,344 |
217,200.0% |
4,351 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.88 |
124.94 |
124.43 |
|
R3 |
124.48 |
124.54 |
124.32 |
|
R2 |
124.08 |
124.08 |
124.28 |
|
R1 |
124.14 |
124.14 |
124.25 |
124.11 |
PP |
123.68 |
123.68 |
123.68 |
123.66 |
S1 |
123.74 |
123.74 |
124.17 |
123.71 |
S2 |
123.28 |
123.28 |
124.14 |
|
S3 |
122.88 |
123.34 |
124.10 |
|
S4 |
122.48 |
122.94 |
123.99 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.51 |
126.25 |
124.70 |
|
R3 |
125.62 |
125.36 |
124.45 |
|
R2 |
124.73 |
124.73 |
124.37 |
|
R1 |
124.47 |
124.47 |
124.29 |
124.60 |
PP |
123.84 |
123.84 |
123.84 |
123.91 |
S1 |
123.58 |
123.58 |
124.13 |
123.71 |
S2 |
122.95 |
122.95 |
124.05 |
|
S3 |
122.06 |
122.69 |
123.97 |
|
S4 |
121.17 |
121.80 |
123.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.31 |
2.618 |
124.66 |
1.618 |
124.26 |
1.000 |
124.01 |
0.618 |
123.86 |
HIGH |
123.61 |
0.618 |
123.46 |
0.500 |
123.41 |
0.382 |
123.36 |
LOW |
123.21 |
0.618 |
122.96 |
1.000 |
122.81 |
1.618 |
122.56 |
2.618 |
122.16 |
4.250 |
121.51 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123.94 |
124.03 |
PP |
123.68 |
123.84 |
S1 |
123.41 |
123.66 |
|