Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
122.52 |
123.53 |
1.01 |
0.8% |
123.41 |
High |
123.75 |
123.97 |
0.22 |
0.2% |
123.75 |
Low |
122.52 |
123.41 |
0.89 |
0.7% |
121.61 |
Close |
123.58 |
123.99 |
0.41 |
0.3% |
123.58 |
Range |
1.23 |
0.56 |
-0.67 |
-54.5% |
2.14 |
ATR |
0.79 |
0.77 |
-0.02 |
-2.1% |
0.00 |
Volume |
579 |
275 |
-304 |
-52.5% |
1,216 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.47 |
125.29 |
124.30 |
|
R3 |
124.91 |
124.73 |
124.14 |
|
R2 |
124.35 |
124.35 |
124.09 |
|
R1 |
124.17 |
124.17 |
124.04 |
124.26 |
PP |
123.79 |
123.79 |
123.79 |
123.84 |
S1 |
123.61 |
123.61 |
123.94 |
123.70 |
S2 |
123.23 |
123.23 |
123.89 |
|
S3 |
122.67 |
123.05 |
123.84 |
|
S4 |
122.11 |
122.49 |
123.68 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.40 |
128.63 |
124.76 |
|
R3 |
127.26 |
126.49 |
124.17 |
|
R2 |
125.12 |
125.12 |
123.97 |
|
R1 |
124.35 |
124.35 |
123.78 |
124.74 |
PP |
122.98 |
122.98 |
122.98 |
123.17 |
S1 |
122.21 |
122.21 |
123.38 |
122.60 |
S2 |
120.84 |
120.84 |
123.19 |
|
S3 |
118.70 |
120.07 |
122.99 |
|
S4 |
116.56 |
117.93 |
122.40 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.35 |
2.618 |
125.44 |
1.618 |
124.88 |
1.000 |
124.53 |
0.618 |
124.32 |
HIGH |
123.97 |
0.618 |
123.76 |
0.500 |
123.69 |
0.382 |
123.62 |
LOW |
123.41 |
0.618 |
123.06 |
1.000 |
122.85 |
1.618 |
122.50 |
2.618 |
121.94 |
4.250 |
121.03 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123.89 |
123.59 |
PP |
123.79 |
123.19 |
S1 |
123.69 |
122.79 |
|