Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.20 |
114.02 |
-0.18 |
-0.2% |
114.10 |
| High |
114.27 |
114.47 |
0.20 |
0.2% |
114.49 |
| Low |
113.74 |
113.98 |
0.24 |
0.2% |
113.48 |
| Close |
113.78 |
114.25 |
0.47 |
0.4% |
114.25 |
| Range |
0.53 |
0.49 |
-0.04 |
-7.5% |
1.01 |
| ATR |
0.65 |
0.66 |
0.00 |
0.4% |
0.00 |
| Volume |
2,329 |
233 |
-2,096 |
-90.0% |
3,641 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.70 |
115.47 |
114.52 |
|
| R3 |
115.21 |
114.98 |
114.38 |
|
| R2 |
114.72 |
114.72 |
114.34 |
|
| R1 |
114.49 |
114.49 |
114.29 |
114.61 |
| PP |
114.23 |
114.23 |
114.23 |
114.29 |
| S1 |
114.00 |
114.00 |
114.21 |
114.12 |
| S2 |
113.74 |
113.74 |
114.16 |
|
| S3 |
113.25 |
113.51 |
114.12 |
|
| S4 |
112.76 |
113.02 |
113.98 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.10 |
116.69 |
114.81 |
|
| R3 |
116.09 |
115.68 |
114.53 |
|
| R2 |
115.08 |
115.08 |
114.44 |
|
| R1 |
114.67 |
114.67 |
114.34 |
114.88 |
| PP |
114.07 |
114.07 |
114.07 |
114.18 |
| S1 |
113.66 |
113.66 |
114.16 |
113.87 |
| S2 |
113.06 |
113.06 |
114.06 |
|
| S3 |
112.05 |
112.65 |
113.97 |
|
| S4 |
111.04 |
111.64 |
113.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.55 |
|
2.618 |
115.75 |
|
1.618 |
115.26 |
|
1.000 |
114.96 |
|
0.618 |
114.77 |
|
HIGH |
114.47 |
|
0.618 |
114.28 |
|
0.500 |
114.23 |
|
0.382 |
114.17 |
|
LOW |
113.98 |
|
0.618 |
113.68 |
|
1.000 |
113.49 |
|
1.618 |
113.19 |
|
2.618 |
112.70 |
|
4.250 |
111.90 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.24 |
114.21 |
| PP |
114.23 |
114.16 |
| S1 |
114.23 |
114.12 |
|