Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.17 |
114.80 |
-1.37 |
-1.2% |
116.75 |
| High |
116.17 |
115.10 |
-1.07 |
-0.9% |
118.19 |
| Low |
114.99 |
114.55 |
-0.44 |
-0.4% |
114.99 |
| Close |
115.85 |
114.90 |
-0.95 |
-0.8% |
115.85 |
| Range |
1.18 |
0.55 |
-0.63 |
-53.4% |
3.20 |
| ATR |
0.96 |
0.98 |
0.02 |
2.6% |
0.00 |
| Volume |
19 |
52 |
33 |
173.7% |
5,072 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.50 |
116.25 |
115.20 |
|
| R3 |
115.95 |
115.70 |
115.05 |
|
| R2 |
115.40 |
115.40 |
115.00 |
|
| R1 |
115.15 |
115.15 |
114.95 |
115.28 |
| PP |
114.85 |
114.85 |
114.85 |
114.91 |
| S1 |
114.60 |
114.60 |
114.85 |
114.73 |
| S2 |
114.30 |
114.30 |
114.80 |
|
| S3 |
113.75 |
114.05 |
114.75 |
|
| S4 |
113.20 |
113.50 |
114.60 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.94 |
124.10 |
117.61 |
|
| R3 |
122.74 |
120.90 |
116.73 |
|
| R2 |
119.54 |
119.54 |
116.44 |
|
| R1 |
117.70 |
117.70 |
116.14 |
117.02 |
| PP |
116.34 |
116.34 |
116.34 |
116.01 |
| S1 |
114.50 |
114.50 |
115.56 |
113.82 |
| S2 |
113.14 |
113.14 |
115.26 |
|
| S3 |
109.94 |
111.30 |
114.97 |
|
| S4 |
106.74 |
108.10 |
114.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.44 |
|
2.618 |
116.54 |
|
1.618 |
115.99 |
|
1.000 |
115.65 |
|
0.618 |
115.44 |
|
HIGH |
115.10 |
|
0.618 |
114.89 |
|
0.500 |
114.83 |
|
0.382 |
114.76 |
|
LOW |
114.55 |
|
0.618 |
114.21 |
|
1.000 |
114.00 |
|
1.618 |
113.66 |
|
2.618 |
113.11 |
|
4.250 |
112.21 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.88 |
115.80 |
| PP |
114.85 |
115.50 |
| S1 |
114.83 |
115.20 |
|