Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.10 |
113.95 |
-0.15 |
-0.1% |
115.60 |
| High |
114.14 |
114.02 |
-0.12 |
-0.1% |
116.46 |
| Low |
113.48 |
113.81 |
0.33 |
0.3% |
113.89 |
| Close |
113.72 |
113.78 |
0.06 |
0.1% |
114.25 |
| Range |
0.66 |
0.21 |
-0.45 |
-68.2% |
2.57 |
| ATR |
0.68 |
0.65 |
-0.03 |
-4.0% |
0.00 |
| Volume |
428 |
20 |
-408 |
-95.3% |
2,193 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.50 |
114.35 |
113.90 |
|
| R3 |
114.29 |
114.14 |
113.84 |
|
| R2 |
114.08 |
114.08 |
113.82 |
|
| R1 |
113.93 |
113.93 |
113.80 |
113.90 |
| PP |
113.87 |
113.87 |
113.87 |
113.86 |
| S1 |
113.72 |
113.72 |
113.76 |
113.69 |
| S2 |
113.66 |
113.66 |
113.74 |
|
| S3 |
113.45 |
113.51 |
113.72 |
|
| S4 |
113.24 |
113.30 |
113.66 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.58 |
120.98 |
115.66 |
|
| R3 |
120.01 |
118.41 |
114.96 |
|
| R2 |
117.44 |
117.44 |
114.72 |
|
| R1 |
115.84 |
115.84 |
114.49 |
115.36 |
| PP |
114.87 |
114.87 |
114.87 |
114.62 |
| S1 |
113.27 |
113.27 |
114.01 |
112.79 |
| S2 |
112.30 |
112.30 |
113.78 |
|
| S3 |
109.73 |
110.70 |
113.54 |
|
| S4 |
107.16 |
108.13 |
112.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.91 |
|
2.618 |
114.57 |
|
1.618 |
114.36 |
|
1.000 |
114.23 |
|
0.618 |
114.15 |
|
HIGH |
114.02 |
|
0.618 |
113.94 |
|
0.500 |
113.92 |
|
0.382 |
113.89 |
|
LOW |
113.81 |
|
0.618 |
113.68 |
|
1.000 |
113.60 |
|
1.618 |
113.47 |
|
2.618 |
113.26 |
|
4.250 |
112.92 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.92 |
114.33 |
| PP |
113.87 |
114.14 |
| S1 |
113.83 |
113.96 |
|