Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.67 |
115.75 |
0.08 |
0.1% |
114.76 |
| High |
116.24 |
115.80 |
-0.44 |
-0.4% |
115.70 |
| Low |
115.30 |
115.45 |
0.15 |
0.1% |
114.31 |
| Close |
115.79 |
115.75 |
-0.04 |
0.0% |
114.48 |
| Range |
0.94 |
0.35 |
-0.59 |
-62.8% |
1.39 |
| ATR |
0.60 |
0.58 |
-0.02 |
-2.9% |
0.00 |
| Volume |
668 |
158 |
-510 |
-76.3% |
1,120 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.72 |
116.58 |
115.94 |
|
| R3 |
116.37 |
116.23 |
115.85 |
|
| R2 |
116.02 |
116.02 |
115.81 |
|
| R1 |
115.88 |
115.88 |
115.78 |
115.93 |
| PP |
115.67 |
115.67 |
115.67 |
115.69 |
| S1 |
115.53 |
115.53 |
115.72 |
115.58 |
| S2 |
115.32 |
115.32 |
115.69 |
|
| S3 |
114.97 |
115.18 |
115.65 |
|
| S4 |
114.62 |
114.83 |
115.56 |
|
|
| 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 |
117.29 |
|
2.618 |
116.72 |
|
1.618 |
116.37 |
|
1.000 |
116.15 |
|
0.618 |
116.02 |
|
HIGH |
115.80 |
|
0.618 |
115.67 |
|
0.500 |
115.63 |
|
0.382 |
115.58 |
|
LOW |
115.45 |
|
0.618 |
115.23 |
|
1.000 |
115.10 |
|
1.618 |
114.88 |
|
2.618 |
114.53 |
|
4.250 |
113.96 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.71 |
115.88 |
| PP |
115.67 |
115.84 |
| S1 |
115.63 |
115.79 |
|