Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117.63 |
118.09 |
0.46 |
0.4% |
116.30 |
| High |
117.98 |
118.25 |
0.27 |
0.2% |
118.10 |
| Low |
117.50 |
117.80 |
0.30 |
0.3% |
116.00 |
| Close |
118.05 |
118.20 |
0.15 |
0.1% |
117.93 |
| Range |
0.48 |
0.45 |
-0.03 |
-6.3% |
2.10 |
| ATR |
0.82 |
0.79 |
-0.03 |
-3.2% |
0.00 |
| Volume |
282 |
2,647 |
2,365 |
838.7% |
3,920 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.43 |
119.27 |
118.45 |
|
| R3 |
118.98 |
118.82 |
118.32 |
|
| R2 |
118.53 |
118.53 |
118.28 |
|
| R1 |
118.37 |
118.37 |
118.24 |
118.45 |
| PP |
118.08 |
118.08 |
118.08 |
118.13 |
| S1 |
117.92 |
117.92 |
118.16 |
118.00 |
| S2 |
117.63 |
117.63 |
118.12 |
|
| S3 |
117.18 |
117.47 |
118.08 |
|
| S4 |
116.73 |
117.02 |
117.95 |
|
|
| 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 |
120.16 |
|
2.618 |
119.43 |
|
1.618 |
118.98 |
|
1.000 |
118.70 |
|
0.618 |
118.53 |
|
HIGH |
118.25 |
|
0.618 |
118.08 |
|
0.500 |
118.03 |
|
0.382 |
117.97 |
|
LOW |
117.80 |
|
0.618 |
117.52 |
|
1.000 |
117.35 |
|
1.618 |
117.07 |
|
2.618 |
116.62 |
|
4.250 |
115.89 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.14 |
118.09 |
| PP |
118.08 |
117.98 |
| S1 |
118.03 |
117.88 |
|