Euro Bund Future June 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 |
118.77 |
118.94 |
0.17 |
0.1% |
117.47 |
High |
118.77 |
118.94 |
0.17 |
0.1% |
118.64 |
Low |
118.77 |
118.94 |
0.17 |
0.1% |
117.47 |
Close |
118.77 |
118.94 |
0.17 |
0.1% |
118.64 |
Range |
|
|
|
|
|
ATR |
0.38 |
0.36 |
-0.01 |
-3.9% |
0.00 |
Volume |
313 |
100 |
-213 |
-68.1% |
1,565 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.94 |
118.94 |
118.94 |
|
R3 |
118.94 |
118.94 |
118.94 |
|
R2 |
118.94 |
118.94 |
118.94 |
|
R1 |
118.94 |
118.94 |
118.94 |
118.94 |
PP |
118.94 |
118.94 |
118.94 |
118.94 |
S1 |
118.94 |
118.94 |
118.94 |
118.94 |
S2 |
118.94 |
118.94 |
118.94 |
|
S3 |
118.94 |
118.94 |
118.94 |
|
S4 |
118.94 |
118.94 |
118.94 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.76 |
121.37 |
119.28 |
|
R3 |
120.59 |
120.20 |
118.96 |
|
R2 |
119.42 |
119.42 |
118.85 |
|
R1 |
119.03 |
119.03 |
118.75 |
119.23 |
PP |
118.25 |
118.25 |
118.25 |
118.35 |
S1 |
117.86 |
117.86 |
118.53 |
118.06 |
S2 |
117.08 |
117.08 |
118.43 |
|
S3 |
115.91 |
116.69 |
118.32 |
|
S4 |
114.74 |
115.52 |
118.00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.94 |
2.618 |
118.94 |
1.618 |
118.94 |
1.000 |
118.94 |
0.618 |
118.94 |
HIGH |
118.94 |
0.618 |
118.94 |
0.500 |
118.94 |
0.382 |
118.94 |
LOW |
118.94 |
0.618 |
118.94 |
1.000 |
118.94 |
1.618 |
118.94 |
2.618 |
118.94 |
4.250 |
118.94 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
118.94 |
118.89 |
PP |
118.94 |
118.84 |
S1 |
118.94 |
118.79 |
|