Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118.09 |
117.85 |
-0.24 |
-0.2% |
116.30 |
| High |
118.25 |
118.65 |
0.40 |
0.3% |
118.10 |
| Low |
117.80 |
117.85 |
0.05 |
0.0% |
116.00 |
| Close |
118.20 |
118.59 |
0.39 |
0.3% |
117.93 |
| Range |
0.45 |
0.80 |
0.35 |
77.8% |
2.10 |
| ATR |
0.79 |
0.79 |
0.00 |
0.1% |
0.00 |
| Volume |
2,647 |
15,880 |
13,233 |
499.9% |
3,920 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.76 |
120.48 |
119.03 |
|
| R3 |
119.96 |
119.68 |
118.81 |
|
| R2 |
119.16 |
119.16 |
118.74 |
|
| R1 |
118.88 |
118.88 |
118.66 |
119.02 |
| PP |
118.36 |
118.36 |
118.36 |
118.44 |
| S1 |
118.08 |
118.08 |
118.52 |
118.22 |
| S2 |
117.56 |
117.56 |
118.44 |
|
| S3 |
116.76 |
117.28 |
118.37 |
|
| S4 |
115.96 |
116.48 |
118.15 |
|
|
| 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 |
122.05 |
|
2.618 |
120.74 |
|
1.618 |
119.94 |
|
1.000 |
119.45 |
|
0.618 |
119.14 |
|
HIGH |
118.65 |
|
0.618 |
118.34 |
|
0.500 |
118.25 |
|
0.382 |
118.16 |
|
LOW |
117.85 |
|
0.618 |
117.36 |
|
1.000 |
117.05 |
|
1.618 |
116.56 |
|
2.618 |
115.76 |
|
4.250 |
114.45 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.48 |
118.42 |
| PP |
118.36 |
118.25 |
| S1 |
118.25 |
118.08 |
|