Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117.99 |
116.99 |
-1.00 |
-0.8% |
114.43 |
| High |
118.19 |
117.04 |
-1.15 |
-1.0% |
117.11 |
| Low |
116.67 |
116.14 |
-0.53 |
-0.5% |
114.34 |
| Close |
117.35 |
116.60 |
-0.75 |
-0.6% |
116.08 |
| Range |
1.52 |
0.90 |
-0.62 |
-40.8% |
2.77 |
| ATR |
0.88 |
0.90 |
0.02 |
2.7% |
0.00 |
| Volume |
4,615 |
115 |
-4,500 |
-97.5% |
1,968 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.29 |
118.85 |
117.10 |
|
| R3 |
118.39 |
117.95 |
116.85 |
|
| R2 |
117.49 |
117.49 |
116.77 |
|
| R1 |
117.05 |
117.05 |
116.68 |
116.82 |
| PP |
116.59 |
116.59 |
116.59 |
116.48 |
| S1 |
116.15 |
116.15 |
116.52 |
115.92 |
| S2 |
115.69 |
115.69 |
116.44 |
|
| S3 |
114.79 |
115.25 |
116.35 |
|
| S4 |
113.89 |
114.35 |
116.11 |
|
|
| 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 |
120.87 |
|
2.618 |
119.40 |
|
1.618 |
118.50 |
|
1.000 |
117.94 |
|
0.618 |
117.60 |
|
HIGH |
117.04 |
|
0.618 |
116.70 |
|
0.500 |
116.59 |
|
0.382 |
116.48 |
|
LOW |
116.14 |
|
0.618 |
115.58 |
|
1.000 |
115.24 |
|
1.618 |
114.68 |
|
2.618 |
113.78 |
|
4.250 |
112.32 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.60 |
117.17 |
| PP |
116.59 |
116.98 |
| S1 |
116.59 |
116.79 |
|