Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
117.00 |
117.36 |
0.36 |
0.3% |
114.78 |
High |
117.72 |
118.13 |
0.41 |
0.3% |
118.13 |
Low |
116.84 |
117.36 |
0.52 |
0.4% |
114.76 |
Close |
117.04 |
117.51 |
0.47 |
0.4% |
117.51 |
Range |
0.88 |
0.77 |
-0.11 |
-12.5% |
3.37 |
ATR |
0.91 |
0.93 |
0.01 |
1.4% |
0.00 |
Volume |
1,268 |
216 |
-1,052 |
-83.0% |
5,064 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.98 |
119.51 |
117.93 |
|
R3 |
119.21 |
118.74 |
117.72 |
|
R2 |
118.44 |
118.44 |
117.65 |
|
R1 |
117.97 |
117.97 |
117.58 |
118.21 |
PP |
117.67 |
117.67 |
117.67 |
117.78 |
S1 |
117.20 |
117.20 |
117.44 |
117.44 |
S2 |
116.90 |
116.90 |
117.37 |
|
S3 |
116.13 |
116.43 |
117.30 |
|
S4 |
115.36 |
115.66 |
117.09 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.91 |
125.58 |
119.36 |
|
R3 |
123.54 |
122.21 |
118.44 |
|
R2 |
120.17 |
120.17 |
118.13 |
|
R1 |
118.84 |
118.84 |
117.82 |
119.51 |
PP |
116.80 |
116.80 |
116.80 |
117.13 |
S1 |
115.47 |
115.47 |
117.20 |
116.14 |
S2 |
113.43 |
113.43 |
116.89 |
|
S3 |
110.06 |
112.10 |
116.58 |
|
S4 |
106.69 |
108.73 |
115.66 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.40 |
2.618 |
120.15 |
1.618 |
119.38 |
1.000 |
118.90 |
0.618 |
118.61 |
HIGH |
118.13 |
0.618 |
117.84 |
0.500 |
117.75 |
0.382 |
117.65 |
LOW |
117.36 |
0.618 |
116.88 |
1.000 |
116.59 |
1.618 |
116.11 |
2.618 |
115.34 |
4.250 |
114.09 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
117.75 |
117.38 |
PP |
117.67 |
117.24 |
S1 |
117.59 |
117.11 |
|