Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
114.02 |
114.43 |
0.41 |
0.4% |
114.10 |
High |
114.47 |
116.41 |
1.94 |
1.7% |
114.49 |
Low |
113.98 |
114.34 |
0.36 |
0.3% |
113.48 |
Close |
114.25 |
115.92 |
1.67 |
1.5% |
114.25 |
Range |
0.49 |
2.07 |
1.58 |
322.4% |
1.01 |
ATR |
0.66 |
0.76 |
0.11 |
16.3% |
0.00 |
Volume |
233 |
443 |
210 |
90.1% |
3,641 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.77 |
120.91 |
117.06 |
|
R3 |
119.70 |
118.84 |
116.49 |
|
R2 |
117.63 |
117.63 |
116.30 |
|
R1 |
116.77 |
116.77 |
116.11 |
117.20 |
PP |
115.56 |
115.56 |
115.56 |
115.77 |
S1 |
114.70 |
114.70 |
115.73 |
115.13 |
S2 |
113.49 |
113.49 |
115.54 |
|
S3 |
111.42 |
112.63 |
115.35 |
|
S4 |
109.35 |
110.56 |
114.78 |
|
|
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 |
125.21 |
2.618 |
121.83 |
1.618 |
119.76 |
1.000 |
118.48 |
0.618 |
117.69 |
HIGH |
116.41 |
0.618 |
115.62 |
0.500 |
115.38 |
0.382 |
115.13 |
LOW |
114.34 |
0.618 |
113.06 |
1.000 |
112.27 |
1.618 |
110.99 |
2.618 |
108.92 |
4.250 |
105.54 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
115.74 |
115.64 |
PP |
115.56 |
115.36 |
S1 |
115.38 |
115.08 |
|