Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
114.42 |
114.78 |
0.36 |
0.3% |
114.80 |
High |
115.55 |
115.30 |
-0.25 |
-0.2% |
115.55 |
Low |
114.42 |
114.76 |
0.34 |
0.3% |
114.18 |
Close |
115.16 |
115.19 |
0.03 |
0.0% |
115.16 |
Range |
1.13 |
0.54 |
-0.59 |
-52.2% |
1.37 |
ATR |
0.88 |
0.86 |
-0.02 |
-2.8% |
0.00 |
Volume |
270 |
20 |
-250 |
-92.6% |
1,313 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.70 |
116.49 |
115.49 |
|
R3 |
116.16 |
115.95 |
115.34 |
|
R2 |
115.62 |
115.62 |
115.29 |
|
R1 |
115.41 |
115.41 |
115.24 |
115.52 |
PP |
115.08 |
115.08 |
115.08 |
115.14 |
S1 |
114.87 |
114.87 |
115.14 |
114.98 |
S2 |
114.54 |
114.54 |
115.09 |
|
S3 |
114.00 |
114.33 |
115.04 |
|
S4 |
113.46 |
113.79 |
114.89 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.07 |
118.49 |
115.91 |
|
R3 |
117.70 |
117.12 |
115.54 |
|
R2 |
116.33 |
116.33 |
115.41 |
|
R1 |
115.75 |
115.75 |
115.29 |
116.04 |
PP |
114.96 |
114.96 |
114.96 |
115.11 |
S1 |
114.38 |
114.38 |
115.03 |
114.67 |
S2 |
113.59 |
113.59 |
114.91 |
|
S3 |
112.22 |
113.01 |
114.78 |
|
S4 |
110.85 |
111.64 |
114.41 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.60 |
2.618 |
116.71 |
1.618 |
116.17 |
1.000 |
115.84 |
0.618 |
115.63 |
HIGH |
115.30 |
0.618 |
115.09 |
0.500 |
115.03 |
0.382 |
114.97 |
LOW |
114.76 |
0.618 |
114.43 |
1.000 |
114.22 |
1.618 |
113.89 |
2.618 |
113.35 |
4.250 |
112.47 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
115.14 |
115.08 |
PP |
115.08 |
114.97 |
S1 |
115.03 |
114.87 |
|