Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117.29 |
116.30 |
-0.99 |
-0.8% |
117.74 |
| High |
117.58 |
116.99 |
-0.59 |
-0.5% |
117.92 |
| Low |
116.10 |
116.00 |
-0.10 |
-0.1% |
116.10 |
| Close |
116.06 |
116.71 |
0.65 |
0.6% |
116.06 |
| Range |
1.48 |
0.99 |
-0.49 |
-33.1% |
1.82 |
| ATR |
0.93 |
0.94 |
0.00 |
0.5% |
0.00 |
| Volume |
838 |
853 |
15 |
1.8% |
5,779 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.54 |
119.11 |
117.25 |
|
| R3 |
118.55 |
118.12 |
116.98 |
|
| R2 |
117.56 |
117.56 |
116.89 |
|
| R1 |
117.13 |
117.13 |
116.80 |
117.35 |
| PP |
116.57 |
116.57 |
116.57 |
116.67 |
| S1 |
116.14 |
116.14 |
116.62 |
116.36 |
| S2 |
115.58 |
115.58 |
116.53 |
|
| S3 |
114.59 |
115.15 |
116.44 |
|
| S4 |
113.60 |
114.16 |
116.17 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
120.93 |
117.06 |
|
| R3 |
120.33 |
119.11 |
116.56 |
|
| R2 |
118.51 |
118.51 |
116.39 |
|
| R1 |
117.29 |
117.29 |
116.23 |
116.99 |
| PP |
116.69 |
116.69 |
116.69 |
116.55 |
| S1 |
115.47 |
115.47 |
115.89 |
115.17 |
| S2 |
114.87 |
114.87 |
115.73 |
|
| S3 |
113.05 |
113.65 |
115.56 |
|
| S4 |
111.23 |
111.83 |
115.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.20 |
|
2.618 |
119.58 |
|
1.618 |
118.59 |
|
1.000 |
117.98 |
|
0.618 |
117.60 |
|
HIGH |
116.99 |
|
0.618 |
116.61 |
|
0.500 |
116.50 |
|
0.382 |
116.38 |
|
LOW |
116.00 |
|
0.618 |
115.39 |
|
1.000 |
115.01 |
|
1.618 |
114.40 |
|
2.618 |
113.41 |
|
4.250 |
111.79 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.64 |
116.79 |
| PP |
116.57 |
116.76 |
| S1 |
116.50 |
116.74 |
|