Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123.50 |
123.41 |
-0.09 |
-0.1% |
124.10 |
High |
123.61 |
123.69 |
0.08 |
0.1% |
124.10 |
Low |
123.21 |
123.20 |
-0.01 |
0.0% |
123.21 |
Close |
124.21 |
123.60 |
-0.61 |
-0.5% |
124.21 |
Range |
0.40 |
0.49 |
0.09 |
22.5% |
0.89 |
ATR |
0.63 |
0.66 |
0.03 |
4.3% |
0.00 |
Volume |
4,346 |
18 |
-4,328 |
-99.6% |
4,351 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.97 |
124.77 |
123.87 |
|
R3 |
124.48 |
124.28 |
123.73 |
|
R2 |
123.99 |
123.99 |
123.69 |
|
R1 |
123.79 |
123.79 |
123.64 |
123.89 |
PP |
123.50 |
123.50 |
123.50 |
123.55 |
S1 |
123.30 |
123.30 |
123.56 |
123.40 |
S2 |
123.01 |
123.01 |
123.51 |
|
S3 |
122.52 |
122.81 |
123.47 |
|
S4 |
122.03 |
122.32 |
123.33 |
|
|
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 |
125.77 |
2.618 |
124.97 |
1.618 |
124.48 |
1.000 |
124.18 |
0.618 |
123.99 |
HIGH |
123.69 |
0.618 |
123.50 |
0.500 |
123.45 |
0.382 |
123.39 |
LOW |
123.20 |
0.618 |
122.90 |
1.000 |
122.71 |
1.618 |
122.41 |
2.618 |
121.92 |
4.250 |
121.12 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123.55 |
123.60 |
PP |
123.50 |
123.59 |
S1 |
123.45 |
123.59 |
|