Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.00 |
114.10 |
-0.90 |
-0.8% |
115.60 |
| High |
115.17 |
114.14 |
-1.03 |
-0.9% |
116.46 |
| Low |
113.89 |
113.48 |
-0.41 |
-0.4% |
113.89 |
| Close |
114.25 |
113.72 |
-0.53 |
-0.5% |
114.25 |
| Range |
1.28 |
0.66 |
-0.62 |
-48.4% |
2.57 |
| ATR |
0.67 |
0.68 |
0.01 |
1.1% |
0.00 |
| Volume |
800 |
428 |
-372 |
-46.5% |
2,193 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
115.40 |
114.08 |
|
| R3 |
115.10 |
114.74 |
113.90 |
|
| R2 |
114.44 |
114.44 |
113.84 |
|
| R1 |
114.08 |
114.08 |
113.78 |
113.93 |
| PP |
113.78 |
113.78 |
113.78 |
113.71 |
| S1 |
113.42 |
113.42 |
113.66 |
113.27 |
| S2 |
113.12 |
113.12 |
113.60 |
|
| S3 |
112.46 |
112.76 |
113.54 |
|
| S4 |
111.80 |
112.10 |
113.36 |
|
|
| 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 |
116.95 |
|
2.618 |
115.87 |
|
1.618 |
115.21 |
|
1.000 |
114.80 |
|
0.618 |
114.55 |
|
HIGH |
114.14 |
|
0.618 |
113.89 |
|
0.500 |
113.81 |
|
0.382 |
113.73 |
|
LOW |
113.48 |
|
0.618 |
113.07 |
|
1.000 |
112.82 |
|
1.618 |
112.41 |
|
2.618 |
111.75 |
|
4.250 |
110.68 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.81 |
114.64 |
| PP |
113.78 |
114.33 |
| S1 |
113.75 |
114.03 |
|