Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123.29 |
121.78 |
-1.51 |
-1.2% |
124.10 |
High |
123.29 |
121.81 |
-1.48 |
-1.2% |
124.10 |
Low |
122.09 |
121.66 |
-0.43 |
-0.4% |
123.21 |
Close |
122.35 |
121.76 |
-0.59 |
-0.5% |
124.21 |
Range |
1.20 |
0.15 |
-1.05 |
-87.5% |
0.89 |
ATR |
0.72 |
0.72 |
0.00 |
-0.3% |
0.00 |
Volume |
271 |
259 |
-12 |
-4.4% |
4,351 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.19 |
122.13 |
121.84 |
|
R3 |
122.04 |
121.98 |
121.80 |
|
R2 |
121.89 |
121.89 |
121.79 |
|
R1 |
121.83 |
121.83 |
121.77 |
121.79 |
PP |
121.74 |
121.74 |
121.74 |
121.72 |
S1 |
121.68 |
121.68 |
121.75 |
121.64 |
S2 |
121.59 |
121.59 |
121.73 |
|
S3 |
121.44 |
121.53 |
121.72 |
|
S4 |
121.29 |
121.38 |
121.68 |
|
|
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 |
122.45 |
2.618 |
122.20 |
1.618 |
122.05 |
1.000 |
121.96 |
0.618 |
121.90 |
HIGH |
121.81 |
0.618 |
121.75 |
0.500 |
121.74 |
0.382 |
121.72 |
LOW |
121.66 |
0.618 |
121.57 |
1.000 |
121.51 |
1.618 |
121.42 |
2.618 |
121.27 |
4.250 |
121.02 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
121.75 |
122.68 |
PP |
121.74 |
122.37 |
S1 |
121.74 |
122.07 |
|