Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115.55 |
115.51 |
-0.04 |
0.0% |
114.10 |
| High |
115.95 |
116.34 |
0.39 |
0.3% |
114.49 |
| Low |
115.29 |
115.46 |
0.17 |
0.1% |
113.48 |
| Close |
115.79 |
116.14 |
0.35 |
0.3% |
114.25 |
| Range |
0.66 |
0.88 |
0.22 |
33.3% |
1.01 |
| ATR |
0.76 |
0.76 |
0.01 |
1.2% |
0.00 |
| Volume |
988 |
136 |
-852 |
-86.2% |
3,641 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.62 |
118.26 |
116.62 |
|
| R3 |
117.74 |
117.38 |
116.38 |
|
| R2 |
116.86 |
116.86 |
116.30 |
|
| R1 |
116.50 |
116.50 |
116.22 |
116.68 |
| PP |
115.98 |
115.98 |
115.98 |
116.07 |
| S1 |
115.62 |
115.62 |
116.06 |
115.80 |
| S2 |
115.10 |
115.10 |
115.98 |
|
| S3 |
114.22 |
114.74 |
115.90 |
|
| S4 |
113.34 |
113.86 |
115.66 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.10 |
116.69 |
114.81 |
|
| R3 |
116.09 |
115.68 |
114.53 |
|
| R2 |
115.08 |
115.08 |
114.44 |
|
| R1 |
114.67 |
114.67 |
114.34 |
114.88 |
| PP |
114.07 |
114.07 |
114.07 |
114.18 |
| S1 |
113.66 |
113.66 |
114.16 |
113.87 |
| S2 |
113.06 |
113.06 |
114.06 |
|
| S3 |
112.05 |
112.65 |
113.97 |
|
| S4 |
111.04 |
111.64 |
113.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.08 |
|
2.618 |
118.64 |
|
1.618 |
117.76 |
|
1.000 |
117.22 |
|
0.618 |
116.88 |
|
HIGH |
116.34 |
|
0.618 |
116.00 |
|
0.500 |
115.90 |
|
0.382 |
115.80 |
|
LOW |
115.46 |
|
0.618 |
114.92 |
|
1.000 |
114.58 |
|
1.618 |
114.04 |
|
2.618 |
113.16 |
|
4.250 |
111.72 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.06 |
116.03 |
| PP |
115.98 |
115.92 |
| S1 |
115.90 |
115.82 |
|