Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124.00 |
123.82 |
-0.18 |
-0.1% |
123.41 |
High |
124.15 |
124.80 |
0.65 |
0.5% |
123.75 |
Low |
123.99 |
123.66 |
-0.33 |
-0.3% |
121.61 |
Close |
123.97 |
124.67 |
0.70 |
0.6% |
123.58 |
Range |
0.16 |
1.14 |
0.98 |
612.5% |
2.14 |
ATR |
0.73 |
0.76 |
0.03 |
4.0% |
0.00 |
Volume |
252 |
231 |
-21 |
-8.3% |
1,216 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.80 |
127.37 |
125.30 |
|
R3 |
126.66 |
126.23 |
124.98 |
|
R2 |
125.52 |
125.52 |
124.88 |
|
R1 |
125.09 |
125.09 |
124.77 |
125.31 |
PP |
124.38 |
124.38 |
124.38 |
124.48 |
S1 |
123.95 |
123.95 |
124.57 |
124.17 |
S2 |
123.24 |
123.24 |
124.46 |
|
S3 |
122.10 |
122.81 |
124.36 |
|
S4 |
120.96 |
121.67 |
124.04 |
|
|
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 |
129.65 |
2.618 |
127.78 |
1.618 |
126.64 |
1.000 |
125.94 |
0.618 |
125.50 |
HIGH |
124.80 |
0.618 |
124.36 |
0.500 |
124.23 |
0.382 |
124.10 |
LOW |
123.66 |
0.618 |
122.96 |
1.000 |
122.52 |
1.618 |
121.82 |
2.618 |
120.68 |
4.250 |
118.82 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
124.52 |
124.48 |
PP |
124.38 |
124.29 |
S1 |
124.23 |
124.11 |
|