Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.10 |
116.75 |
0.65 |
0.6% |
114.43 |
| High |
117.11 |
117.69 |
0.58 |
0.5% |
117.11 |
| Low |
116.10 |
116.75 |
0.65 |
0.6% |
114.34 |
| Close |
116.08 |
117.59 |
1.51 |
1.3% |
116.08 |
| Range |
1.01 |
0.94 |
-0.07 |
-6.9% |
2.77 |
| ATR |
0.78 |
0.84 |
0.06 |
7.6% |
0.00 |
| Volume |
53 |
251 |
198 |
373.6% |
1,968 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.16 |
119.82 |
118.11 |
|
| R3 |
119.22 |
118.88 |
117.85 |
|
| R2 |
118.28 |
118.28 |
117.76 |
|
| R1 |
117.94 |
117.94 |
117.68 |
118.11 |
| PP |
117.34 |
117.34 |
117.34 |
117.43 |
| S1 |
117.00 |
117.00 |
117.50 |
117.17 |
| S2 |
116.40 |
116.40 |
117.42 |
|
| S3 |
115.46 |
116.06 |
117.33 |
|
| S4 |
114.52 |
115.12 |
117.07 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.15 |
122.89 |
117.60 |
|
| R3 |
121.38 |
120.12 |
116.84 |
|
| R2 |
118.61 |
118.61 |
116.59 |
|
| R1 |
117.35 |
117.35 |
116.33 |
117.98 |
| PP |
115.84 |
115.84 |
115.84 |
116.16 |
| S1 |
114.58 |
114.58 |
115.83 |
115.21 |
| S2 |
113.07 |
113.07 |
115.57 |
|
| S3 |
110.30 |
111.81 |
115.32 |
|
| S4 |
107.53 |
109.04 |
114.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.69 |
|
2.618 |
120.15 |
|
1.618 |
119.21 |
|
1.000 |
118.63 |
|
0.618 |
118.27 |
|
HIGH |
117.69 |
|
0.618 |
117.33 |
|
0.500 |
117.22 |
|
0.382 |
117.11 |
|
LOW |
116.75 |
|
0.618 |
116.17 |
|
1.000 |
115.81 |
|
1.618 |
115.23 |
|
2.618 |
114.29 |
|
4.250 |
112.76 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.47 |
117.25 |
| PP |
117.34 |
116.91 |
| S1 |
117.22 |
116.58 |
|