Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.78 |
115.57 |
0.79 |
0.7% |
114.80 |
| High |
115.30 |
116.01 |
0.71 |
0.6% |
115.55 |
| Low |
114.76 |
115.27 |
0.51 |
0.4% |
114.18 |
| Close |
115.19 |
115.64 |
0.45 |
0.4% |
115.16 |
| Range |
0.54 |
0.74 |
0.20 |
37.0% |
1.37 |
| ATR |
0.86 |
0.86 |
0.00 |
-0.3% |
0.00 |
| Volume |
20 |
3,238 |
3,218 |
16,090.0% |
1,313 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.86 |
117.49 |
116.05 |
|
| R3 |
117.12 |
116.75 |
115.84 |
|
| R2 |
116.38 |
116.38 |
115.78 |
|
| R1 |
116.01 |
116.01 |
115.71 |
116.20 |
| PP |
115.64 |
115.64 |
115.64 |
115.73 |
| S1 |
115.27 |
115.27 |
115.57 |
115.46 |
| S2 |
114.90 |
114.90 |
115.50 |
|
| S3 |
114.16 |
114.53 |
115.44 |
|
| S4 |
113.42 |
113.79 |
115.23 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.07 |
118.49 |
115.91 |
|
| R3 |
117.70 |
117.12 |
115.54 |
|
| R2 |
116.33 |
116.33 |
115.41 |
|
| R1 |
115.75 |
115.75 |
115.29 |
116.04 |
| PP |
114.96 |
114.96 |
114.96 |
115.11 |
| S1 |
114.38 |
114.38 |
115.03 |
114.67 |
| S2 |
113.59 |
113.59 |
114.91 |
|
| S3 |
112.22 |
113.01 |
114.78 |
|
| S4 |
110.85 |
111.64 |
114.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.16 |
|
2.618 |
117.95 |
|
1.618 |
117.21 |
|
1.000 |
116.75 |
|
0.618 |
116.47 |
|
HIGH |
116.01 |
|
0.618 |
115.73 |
|
0.500 |
115.64 |
|
0.382 |
115.55 |
|
LOW |
115.27 |
|
0.618 |
114.81 |
|
1.000 |
114.53 |
|
1.618 |
114.07 |
|
2.618 |
113.33 |
|
4.250 |
112.13 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.64 |
115.50 |
| PP |
115.64 |
115.36 |
| S1 |
115.64 |
115.22 |
|