Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
115.60 |
116.06 |
0.46 |
0.4% |
114.76 |
High |
115.87 |
116.46 |
0.59 |
0.5% |
115.70 |
Low |
115.28 |
115.43 |
0.15 |
0.1% |
114.31 |
Close |
115.38 |
115.91 |
0.53 |
0.5% |
114.48 |
Range |
0.59 |
1.03 |
0.44 |
74.6% |
1.39 |
ATR |
0.00 |
0.57 |
0.57 |
|
0.00 |
Volume |
34 |
533 |
499 |
1,467.6% |
1,120 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.02 |
118.50 |
116.48 |
|
R3 |
117.99 |
117.47 |
116.19 |
|
R2 |
116.96 |
116.96 |
116.10 |
|
R1 |
116.44 |
116.44 |
116.00 |
116.19 |
PP |
115.93 |
115.93 |
115.93 |
115.81 |
S1 |
115.41 |
115.41 |
115.82 |
115.16 |
S2 |
114.90 |
114.90 |
115.72 |
|
S3 |
113.87 |
114.38 |
115.63 |
|
S4 |
112.84 |
113.35 |
115.34 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.00 |
118.13 |
115.24 |
|
R3 |
117.61 |
116.74 |
114.86 |
|
R2 |
116.22 |
116.22 |
114.73 |
|
R1 |
115.35 |
115.35 |
114.61 |
115.09 |
PP |
114.83 |
114.83 |
114.83 |
114.70 |
S1 |
113.96 |
113.96 |
114.35 |
113.70 |
S2 |
113.44 |
113.44 |
114.23 |
|
S3 |
112.05 |
112.57 |
114.10 |
|
S4 |
110.66 |
111.18 |
113.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.84 |
2.618 |
119.16 |
1.618 |
118.13 |
1.000 |
117.49 |
0.618 |
117.10 |
HIGH |
116.46 |
0.618 |
116.07 |
0.500 |
115.95 |
0.382 |
115.82 |
LOW |
115.43 |
0.618 |
114.79 |
1.000 |
114.40 |
1.618 |
113.76 |
2.618 |
112.73 |
4.250 |
111.05 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
115.95 |
115.74 |
PP |
115.93 |
115.56 |
S1 |
115.92 |
115.39 |
|