Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117.00 |
117.50 |
0.50 |
0.4% |
117.74 |
| High |
117.25 |
118.03 |
0.78 |
0.7% |
117.92 |
| Low |
116.46 |
117.45 |
0.99 |
0.9% |
116.10 |
| Close |
117.26 |
117.69 |
0.43 |
0.4% |
116.06 |
| Range |
0.79 |
0.58 |
-0.21 |
-26.6% |
1.82 |
| ATR |
0.88 |
0.87 |
-0.01 |
-0.9% |
0.00 |
| Volume |
299 |
886 |
587 |
196.3% |
5,779 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.46 |
119.16 |
118.01 |
|
| R3 |
118.88 |
118.58 |
117.85 |
|
| R2 |
118.30 |
118.30 |
117.80 |
|
| R1 |
118.00 |
118.00 |
117.74 |
118.15 |
| PP |
117.72 |
117.72 |
117.72 |
117.80 |
| S1 |
117.42 |
117.42 |
117.64 |
117.57 |
| S2 |
117.14 |
117.14 |
117.58 |
|
| S3 |
116.56 |
116.84 |
117.53 |
|
| S4 |
115.98 |
116.26 |
117.37 |
|
|
| 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 |
120.50 |
|
2.618 |
119.55 |
|
1.618 |
118.97 |
|
1.000 |
118.61 |
|
0.618 |
118.39 |
|
HIGH |
118.03 |
|
0.618 |
117.81 |
|
0.500 |
117.74 |
|
0.382 |
117.67 |
|
LOW |
117.45 |
|
0.618 |
117.09 |
|
1.000 |
116.87 |
|
1.618 |
116.51 |
|
2.618 |
115.93 |
|
4.250 |
114.99 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.74 |
117.54 |
| PP |
117.72 |
117.39 |
| S1 |
117.71 |
117.25 |
|