Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
115.51 |
116.10 |
0.59 |
0.5% |
114.43 |
High |
116.34 |
117.11 |
0.77 |
0.7% |
117.11 |
Low |
115.46 |
116.10 |
0.64 |
0.6% |
114.34 |
Close |
116.14 |
116.08 |
-0.06 |
-0.1% |
116.08 |
Range |
0.88 |
1.01 |
0.13 |
14.8% |
2.77 |
ATR |
0.76 |
0.78 |
0.02 |
2.3% |
0.00 |
Volume |
136 |
53 |
-83 |
-61.0% |
1,968 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.46 |
118.78 |
116.64 |
|
R3 |
118.45 |
117.77 |
116.36 |
|
R2 |
117.44 |
117.44 |
116.27 |
|
R1 |
116.76 |
116.76 |
116.17 |
116.60 |
PP |
116.43 |
116.43 |
116.43 |
116.35 |
S1 |
115.75 |
115.75 |
115.99 |
115.59 |
S2 |
115.42 |
115.42 |
115.89 |
|
S3 |
114.41 |
114.74 |
115.80 |
|
S4 |
113.40 |
113.73 |
115.52 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.15 |
122.89 |
117.60 |
|
R3 |
121.38 |
120.12 |
116.84 |
|
R2 |
118.61 |
118.61 |
116.59 |
|
R1 |
117.35 |
117.35 |
116.33 |
117.98 |
PP |
115.84 |
115.84 |
115.84 |
116.16 |
S1 |
114.58 |
114.58 |
115.83 |
115.21 |
S2 |
113.07 |
113.07 |
115.57 |
|
S3 |
110.30 |
111.81 |
115.32 |
|
S4 |
107.53 |
109.04 |
114.56 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.40 |
2.618 |
119.75 |
1.618 |
118.74 |
1.000 |
118.12 |
0.618 |
117.73 |
HIGH |
117.11 |
0.618 |
116.72 |
0.500 |
116.61 |
0.382 |
116.49 |
LOW |
116.10 |
0.618 |
115.48 |
1.000 |
115.09 |
1.618 |
114.47 |
2.618 |
113.46 |
4.250 |
111.81 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
116.61 |
116.20 |
PP |
116.43 |
116.16 |
S1 |
116.26 |
116.12 |
|