Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.04 |
115.60 |
0.56 |
0.5% |
114.76 |
| High |
115.11 |
115.87 |
0.76 |
0.7% |
115.70 |
| Low |
114.31 |
115.28 |
0.97 |
0.8% |
114.31 |
| Close |
114.48 |
115.38 |
0.90 |
0.8% |
114.48 |
| Range |
0.80 |
0.59 |
-0.21 |
-26.3% |
1.39 |
| ATR |
|
|
|
|
|
| Volume |
34 |
34 |
0 |
0.0% |
1,120 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.28 |
116.92 |
115.70 |
|
| R3 |
116.69 |
116.33 |
115.54 |
|
| R2 |
116.10 |
116.10 |
115.49 |
|
| R1 |
115.74 |
115.74 |
115.43 |
115.63 |
| PP |
115.51 |
115.51 |
115.51 |
115.45 |
| S1 |
115.15 |
115.15 |
115.33 |
115.04 |
| S2 |
114.92 |
114.92 |
115.27 |
|
| S3 |
114.33 |
114.56 |
115.22 |
|
| S4 |
113.74 |
113.97 |
115.06 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.00 |
118.13 |
115.24 |
|
| R3 |
117.61 |
116.74 |
114.86 |
|
| R2 |
116.22 |
116.22 |
114.73 |
|
| R1 |
115.35 |
115.35 |
114.61 |
115.09 |
| PP |
114.83 |
114.83 |
114.83 |
114.70 |
| S1 |
113.96 |
113.96 |
114.35 |
113.70 |
| S2 |
113.44 |
113.44 |
114.23 |
|
| S3 |
112.05 |
112.57 |
114.10 |
|
| S4 |
110.66 |
111.18 |
113.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.38 |
|
2.618 |
117.41 |
|
1.618 |
116.82 |
|
1.000 |
116.46 |
|
0.618 |
116.23 |
|
HIGH |
115.87 |
|
0.618 |
115.64 |
|
0.500 |
115.58 |
|
0.382 |
115.51 |
|
LOW |
115.28 |
|
0.618 |
114.92 |
|
1.000 |
114.69 |
|
1.618 |
114.33 |
|
2.618 |
113.74 |
|
4.250 |
112.77 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.58 |
115.28 |
| PP |
115.51 |
115.19 |
| S1 |
115.45 |
115.09 |
|