Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
116.99 |
116.17 |
-0.82 |
-0.7% |
116.75 |
High |
117.04 |
116.17 |
-0.87 |
-0.7% |
118.19 |
Low |
116.14 |
114.99 |
-1.15 |
-1.0% |
114.99 |
Close |
116.60 |
115.85 |
-0.75 |
-0.6% |
115.85 |
Range |
0.90 |
1.18 |
0.28 |
31.1% |
3.20 |
ATR |
0.90 |
0.96 |
0.05 |
5.6% |
0.00 |
Volume |
115 |
19 |
-96 |
-83.5% |
5,072 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.21 |
118.71 |
116.50 |
|
R3 |
118.03 |
117.53 |
116.17 |
|
R2 |
116.85 |
116.85 |
116.07 |
|
R1 |
116.35 |
116.35 |
115.96 |
116.01 |
PP |
115.67 |
115.67 |
115.67 |
115.50 |
S1 |
115.17 |
115.17 |
115.74 |
114.83 |
S2 |
114.49 |
114.49 |
115.63 |
|
S3 |
113.31 |
113.99 |
115.53 |
|
S4 |
112.13 |
112.81 |
115.20 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.94 |
124.10 |
117.61 |
|
R3 |
122.74 |
120.90 |
116.73 |
|
R2 |
119.54 |
119.54 |
116.44 |
|
R1 |
117.70 |
117.70 |
116.14 |
117.02 |
PP |
116.34 |
116.34 |
116.34 |
116.01 |
S1 |
114.50 |
114.50 |
115.56 |
113.82 |
S2 |
113.14 |
113.14 |
115.26 |
|
S3 |
109.94 |
111.30 |
114.97 |
|
S4 |
106.74 |
108.10 |
114.09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.19 |
2.618 |
119.26 |
1.618 |
118.08 |
1.000 |
117.35 |
0.618 |
116.90 |
HIGH |
116.17 |
0.618 |
115.72 |
0.500 |
115.58 |
0.382 |
115.44 |
LOW |
114.99 |
0.618 |
114.26 |
1.000 |
113.81 |
1.618 |
113.08 |
2.618 |
111.90 |
4.250 |
109.98 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
115.76 |
116.59 |
PP |
115.67 |
116.34 |
S1 |
115.58 |
116.10 |
|