Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117.27 |
117.99 |
0.72 |
0.6% |
114.43 |
| High |
117.77 |
118.19 |
0.42 |
0.4% |
117.11 |
| Low |
117.05 |
116.67 |
-0.38 |
-0.3% |
114.34 |
| Close |
117.47 |
117.35 |
-0.12 |
-0.1% |
116.08 |
| Range |
0.72 |
1.52 |
0.80 |
111.1% |
2.77 |
| ATR |
0.83 |
0.88 |
0.05 |
5.9% |
0.00 |
| Volume |
72 |
4,615 |
4,543 |
6,309.7% |
1,968 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.96 |
121.18 |
118.19 |
|
| R3 |
120.44 |
119.66 |
117.77 |
|
| R2 |
118.92 |
118.92 |
117.63 |
|
| R1 |
118.14 |
118.14 |
117.49 |
117.77 |
| PP |
117.40 |
117.40 |
117.40 |
117.22 |
| S1 |
116.62 |
116.62 |
117.21 |
116.25 |
| S2 |
115.88 |
115.88 |
117.07 |
|
| S3 |
114.36 |
115.10 |
116.93 |
|
| S4 |
112.84 |
113.58 |
116.51 |
|
|
| 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 |
124.65 |
|
2.618 |
122.17 |
|
1.618 |
120.65 |
|
1.000 |
119.71 |
|
0.618 |
119.13 |
|
HIGH |
118.19 |
|
0.618 |
117.61 |
|
0.500 |
117.43 |
|
0.382 |
117.25 |
|
LOW |
116.67 |
|
0.618 |
115.73 |
|
1.000 |
115.15 |
|
1.618 |
114.21 |
|
2.618 |
112.69 |
|
4.250 |
110.21 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.43 |
117.43 |
| PP |
117.40 |
117.40 |
| S1 |
117.38 |
117.38 |
|