Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116.06 |
115.67 |
-0.39 |
-0.3% |
114.76 |
| High |
116.46 |
116.24 |
-0.22 |
-0.2% |
115.70 |
| Low |
115.43 |
115.30 |
-0.13 |
-0.1% |
114.31 |
| Close |
115.91 |
115.79 |
-0.12 |
-0.1% |
114.48 |
| Range |
1.03 |
0.94 |
-0.09 |
-8.7% |
1.39 |
| ATR |
0.57 |
0.60 |
0.03 |
4.7% |
0.00 |
| Volume |
533 |
668 |
135 |
25.3% |
1,120 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.60 |
118.13 |
116.31 |
|
| R3 |
117.66 |
117.19 |
116.05 |
|
| R2 |
116.72 |
116.72 |
115.96 |
|
| R1 |
116.25 |
116.25 |
115.88 |
116.49 |
| PP |
115.78 |
115.78 |
115.78 |
115.89 |
| S1 |
115.31 |
115.31 |
115.70 |
115.55 |
| S2 |
114.84 |
114.84 |
115.62 |
|
| S3 |
113.90 |
114.37 |
115.53 |
|
| S4 |
112.96 |
113.43 |
115.27 |
|
|
| 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 |
120.24 |
|
2.618 |
118.70 |
|
1.618 |
117.76 |
|
1.000 |
117.18 |
|
0.618 |
116.82 |
|
HIGH |
116.24 |
|
0.618 |
115.88 |
|
0.500 |
115.77 |
|
0.382 |
115.66 |
|
LOW |
115.30 |
|
0.618 |
114.72 |
|
1.000 |
114.36 |
|
1.618 |
113.78 |
|
2.618 |
112.84 |
|
4.250 |
111.31 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.78 |
115.87 |
| PP |
115.78 |
115.84 |
| S1 |
115.77 |
115.82 |
|