Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.40 |
115.36 |
-0.04 |
0.0% |
114.57 |
| High |
115.40 |
115.40 |
0.00 |
0.0% |
115.66 |
| Low |
115.24 |
115.19 |
-0.05 |
0.0% |
114.21 |
| Close |
115.44 |
115.29 |
-0.15 |
-0.1% |
115.66 |
| Range |
0.16 |
0.21 |
0.05 |
31.3% |
1.45 |
| ATR |
|
|
|
|
|
| Volume |
5 |
330 |
325 |
6,500.0% |
1,754 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.92 |
115.82 |
115.41 |
|
| R3 |
115.71 |
115.61 |
115.35 |
|
| R2 |
115.50 |
115.50 |
115.33 |
|
| R1 |
115.40 |
115.40 |
115.31 |
115.35 |
| PP |
115.29 |
115.29 |
115.29 |
115.27 |
| S1 |
115.19 |
115.19 |
115.27 |
115.14 |
| S2 |
115.08 |
115.08 |
115.25 |
|
| S3 |
114.87 |
114.98 |
115.23 |
|
| S4 |
114.66 |
114.77 |
115.17 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.53 |
119.04 |
116.46 |
|
| R3 |
118.08 |
117.59 |
116.06 |
|
| R2 |
116.63 |
116.63 |
115.93 |
|
| R1 |
116.14 |
116.14 |
115.79 |
116.39 |
| PP |
115.18 |
115.18 |
115.18 |
115.30 |
| S1 |
114.69 |
114.69 |
115.53 |
114.94 |
| S2 |
113.73 |
113.73 |
115.39 |
|
| S3 |
112.28 |
113.24 |
115.26 |
|
| S4 |
110.83 |
111.79 |
114.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.29 |
|
2.618 |
115.95 |
|
1.618 |
115.74 |
|
1.000 |
115.61 |
|
0.618 |
115.53 |
|
HIGH |
115.40 |
|
0.618 |
115.32 |
|
0.500 |
115.30 |
|
0.382 |
115.27 |
|
LOW |
115.19 |
|
0.618 |
115.06 |
|
1.000 |
114.98 |
|
1.618 |
114.85 |
|
2.618 |
114.64 |
|
4.250 |
114.30 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.30 |
115.29 |
| PP |
115.29 |
115.28 |
| S1 |
115.29 |
115.28 |
|