Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
114.51 |
114.41 |
-0.10 |
-0.1% |
116.75 |
High |
114.80 |
114.42 |
-0.38 |
-0.3% |
118.19 |
Low |
114.51 |
114.28 |
-0.23 |
-0.2% |
114.99 |
Close |
114.45 |
114.42 |
-0.03 |
0.0% |
115.85 |
Range |
0.29 |
0.14 |
-0.15 |
-51.7% |
3.20 |
ATR |
0.94 |
0.88 |
-0.05 |
-5.8% |
0.00 |
Volume |
584 |
362 |
-222 |
-38.0% |
5,072 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.79 |
114.75 |
114.50 |
|
R3 |
114.65 |
114.61 |
114.46 |
|
R2 |
114.51 |
114.51 |
114.45 |
|
R1 |
114.47 |
114.47 |
114.43 |
114.49 |
PP |
114.37 |
114.37 |
114.37 |
114.39 |
S1 |
114.33 |
114.33 |
114.41 |
114.35 |
S2 |
114.23 |
114.23 |
114.39 |
|
S3 |
114.09 |
114.19 |
114.38 |
|
S4 |
113.95 |
114.05 |
114.34 |
|
|
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 |
115.02 |
2.618 |
114.79 |
1.618 |
114.65 |
1.000 |
114.56 |
0.618 |
114.51 |
HIGH |
114.42 |
0.618 |
114.37 |
0.500 |
114.35 |
0.382 |
114.33 |
LOW |
114.28 |
0.618 |
114.19 |
1.000 |
114.14 |
1.618 |
114.05 |
2.618 |
113.91 |
4.250 |
113.69 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
114.40 |
114.69 |
PP |
114.37 |
114.60 |
S1 |
114.35 |
114.51 |
|