Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.80 |
114.51 |
-0.29 |
-0.3% |
116.75 |
| High |
115.10 |
114.80 |
-0.30 |
-0.3% |
118.19 |
| Low |
114.55 |
114.51 |
-0.04 |
0.0% |
114.99 |
| Close |
114.90 |
114.45 |
-0.45 |
-0.4% |
115.85 |
| Range |
0.55 |
0.29 |
-0.26 |
-47.3% |
3.20 |
| ATR |
0.98 |
0.94 |
-0.04 |
-4.3% |
0.00 |
| Volume |
52 |
584 |
532 |
1,023.1% |
5,072 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.46 |
115.24 |
114.61 |
|
| R3 |
115.17 |
114.95 |
114.53 |
|
| R2 |
114.88 |
114.88 |
114.50 |
|
| R1 |
114.66 |
114.66 |
114.48 |
114.63 |
| PP |
114.59 |
114.59 |
114.59 |
114.57 |
| S1 |
114.37 |
114.37 |
114.42 |
114.34 |
| S2 |
114.30 |
114.30 |
114.40 |
|
| S3 |
114.01 |
114.08 |
114.37 |
|
| S4 |
113.72 |
113.79 |
114.29 |
|
|
| 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 |
116.03 |
|
2.618 |
115.56 |
|
1.618 |
115.27 |
|
1.000 |
115.09 |
|
0.618 |
114.98 |
|
HIGH |
114.80 |
|
0.618 |
114.69 |
|
0.500 |
114.66 |
|
0.382 |
114.62 |
|
LOW |
114.51 |
|
0.618 |
114.33 |
|
1.000 |
114.22 |
|
1.618 |
114.04 |
|
2.618 |
113.75 |
|
4.250 |
113.28 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.66 |
115.34 |
| PP |
114.59 |
115.04 |
| S1 |
114.52 |
114.75 |
|