Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.75 |
115.00 |
-0.75 |
-0.6% |
115.60 |
| High |
115.80 |
115.17 |
-0.63 |
-0.5% |
116.46 |
| Low |
115.45 |
113.89 |
-1.56 |
-1.4% |
113.89 |
| Close |
115.75 |
114.25 |
-1.50 |
-1.3% |
114.25 |
| Range |
0.35 |
1.28 |
0.93 |
265.7% |
2.57 |
| ATR |
0.58 |
0.67 |
0.09 |
15.8% |
0.00 |
| Volume |
158 |
800 |
642 |
406.3% |
2,193 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
117.54 |
114.95 |
|
| R3 |
117.00 |
116.26 |
114.60 |
|
| R2 |
115.72 |
115.72 |
114.48 |
|
| R1 |
114.98 |
114.98 |
114.37 |
114.71 |
| PP |
114.44 |
114.44 |
114.44 |
114.30 |
| S1 |
113.70 |
113.70 |
114.13 |
113.43 |
| S2 |
113.16 |
113.16 |
114.02 |
|
| S3 |
111.88 |
112.42 |
113.90 |
|
| S4 |
110.60 |
111.14 |
113.55 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.58 |
120.98 |
115.66 |
|
| R3 |
120.01 |
118.41 |
114.96 |
|
| R2 |
117.44 |
117.44 |
114.72 |
|
| R1 |
115.84 |
115.84 |
114.49 |
115.36 |
| PP |
114.87 |
114.87 |
114.87 |
114.62 |
| S1 |
113.27 |
113.27 |
114.01 |
112.79 |
| S2 |
112.30 |
112.30 |
113.78 |
|
| S3 |
109.73 |
110.70 |
113.54 |
|
| S4 |
107.16 |
108.13 |
112.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.61 |
|
2.618 |
118.52 |
|
1.618 |
117.24 |
|
1.000 |
116.45 |
|
0.618 |
115.96 |
|
HIGH |
115.17 |
|
0.618 |
114.68 |
|
0.500 |
114.53 |
|
0.382 |
114.38 |
|
LOW |
113.89 |
|
0.618 |
113.10 |
|
1.000 |
112.61 |
|
1.618 |
111.82 |
|
2.618 |
110.54 |
|
4.250 |
108.45 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.53 |
115.07 |
| PP |
114.44 |
114.79 |
| S1 |
114.34 |
114.52 |
|