Euro Bund Future June 2009
Trading Metrics calculated at close of trading on 19-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124.60 |
124.40 |
-0.20 |
-0.2% |
123.53 |
High |
124.80 |
124.40 |
-0.40 |
-0.3% |
125.30 |
Low |
124.28 |
123.50 |
-0.78 |
-0.6% |
123.41 |
Close |
124.42 |
124.02 |
-0.40 |
-0.3% |
124.42 |
Range |
0.52 |
0.90 |
0.38 |
73.1% |
1.89 |
ATR |
0.75 |
0.76 |
0.01 |
1.6% |
0.00 |
Volume |
90 |
85 |
-5 |
-5.6% |
1,187 |
|
Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.67 |
126.25 |
124.52 |
|
R3 |
125.77 |
125.35 |
124.27 |
|
R2 |
124.87 |
124.87 |
124.19 |
|
R1 |
124.45 |
124.45 |
124.10 |
124.21 |
PP |
123.97 |
123.97 |
123.97 |
123.86 |
S1 |
123.55 |
123.55 |
123.94 |
123.31 |
S2 |
123.07 |
123.07 |
123.86 |
|
S3 |
122.17 |
122.65 |
123.77 |
|
S4 |
121.27 |
121.75 |
123.53 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.05 |
129.12 |
125.46 |
|
R3 |
128.16 |
127.23 |
124.94 |
|
R2 |
126.27 |
126.27 |
124.77 |
|
R1 |
125.34 |
125.34 |
124.59 |
125.81 |
PP |
124.38 |
124.38 |
124.38 |
124.61 |
S1 |
123.45 |
123.45 |
124.25 |
123.92 |
S2 |
122.49 |
122.49 |
124.07 |
|
S3 |
120.60 |
121.56 |
123.90 |
|
S4 |
118.71 |
119.67 |
123.38 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.23 |
2.618 |
126.76 |
1.618 |
125.86 |
1.000 |
125.30 |
0.618 |
124.96 |
HIGH |
124.40 |
0.618 |
124.06 |
0.500 |
123.95 |
0.382 |
123.84 |
LOW |
123.50 |
0.618 |
122.94 |
1.000 |
122.60 |
1.618 |
122.04 |
2.618 |
121.14 |
4.250 |
119.68 |
|
|
Fisher Pivots for day following 19-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
124.00 |
124.40 |
PP |
123.97 |
124.27 |
S1 |
123.95 |
124.15 |
|