Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117.50 |
117.68 |
0.18 |
0.2% |
116.30 |
High |
118.03 |
118.10 |
0.07 |
0.1% |
118.10 |
Low |
117.45 |
117.58 |
0.13 |
0.1% |
116.00 |
Close |
117.69 |
117.93 |
0.24 |
0.2% |
117.93 |
Range |
0.58 |
0.52 |
-0.06 |
-10.3% |
2.10 |
ATR |
0.87 |
0.84 |
-0.02 |
-2.9% |
0.00 |
Volume |
886 |
569 |
-317 |
-35.8% |
3,920 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.43 |
119.20 |
118.22 |
|
R3 |
118.91 |
118.68 |
118.07 |
|
R2 |
118.39 |
118.39 |
118.03 |
|
R1 |
118.16 |
118.16 |
117.98 |
118.28 |
PP |
117.87 |
117.87 |
117.87 |
117.93 |
S1 |
117.64 |
117.64 |
117.88 |
117.76 |
S2 |
117.35 |
117.35 |
117.83 |
|
S3 |
116.83 |
117.12 |
117.79 |
|
S4 |
116.31 |
116.60 |
117.64 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.64 |
122.89 |
119.09 |
|
R3 |
121.54 |
120.79 |
118.51 |
|
R2 |
119.44 |
119.44 |
118.32 |
|
R1 |
118.69 |
118.69 |
118.12 |
119.07 |
PP |
117.34 |
117.34 |
117.34 |
117.53 |
S1 |
116.59 |
116.59 |
117.74 |
116.97 |
S2 |
115.24 |
115.24 |
117.55 |
|
S3 |
113.14 |
114.49 |
117.35 |
|
S4 |
111.04 |
112.39 |
116.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.31 |
2.618 |
119.46 |
1.618 |
118.94 |
1.000 |
118.62 |
0.618 |
118.42 |
HIGH |
118.10 |
0.618 |
117.90 |
0.500 |
117.84 |
0.382 |
117.78 |
LOW |
117.58 |
0.618 |
117.26 |
1.000 |
117.06 |
1.618 |
116.74 |
2.618 |
116.22 |
4.250 |
115.37 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117.90 |
117.71 |
PP |
117.87 |
117.50 |
S1 |
117.84 |
117.28 |
|