Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.95 |
113.88 |
-0.07 |
-0.1% |
115.60 |
| High |
114.02 |
114.49 |
0.47 |
0.4% |
116.46 |
| Low |
113.81 |
113.88 |
0.07 |
0.1% |
113.89 |
| Close |
113.78 |
114.40 |
0.62 |
0.5% |
114.25 |
| Range |
0.21 |
0.61 |
0.40 |
190.5% |
2.57 |
| ATR |
0.65 |
0.65 |
0.00 |
0.7% |
0.00 |
| Volume |
20 |
631 |
611 |
3,055.0% |
2,193 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.09 |
115.85 |
114.74 |
|
| R3 |
115.48 |
115.24 |
114.57 |
|
| R2 |
114.87 |
114.87 |
114.51 |
|
| R1 |
114.63 |
114.63 |
114.46 |
114.75 |
| PP |
114.26 |
114.26 |
114.26 |
114.32 |
| S1 |
114.02 |
114.02 |
114.34 |
114.14 |
| S2 |
113.65 |
113.65 |
114.29 |
|
| S3 |
113.04 |
113.41 |
114.23 |
|
| S4 |
112.43 |
112.80 |
114.06 |
|
|
| 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 |
117.08 |
|
2.618 |
116.09 |
|
1.618 |
115.48 |
|
1.000 |
115.10 |
|
0.618 |
114.87 |
|
HIGH |
114.49 |
|
0.618 |
114.26 |
|
0.500 |
114.19 |
|
0.382 |
114.11 |
|
LOW |
113.88 |
|
0.618 |
113.50 |
|
1.000 |
113.27 |
|
1.618 |
112.89 |
|
2.618 |
112.28 |
|
4.250 |
111.29 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.33 |
114.26 |
| PP |
114.26 |
114.12 |
| S1 |
114.19 |
113.99 |
|