Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.43 |
116.09 |
1.66 |
1.5% |
114.10 |
| High |
116.41 |
116.09 |
-0.32 |
-0.3% |
114.49 |
| Low |
114.34 |
115.35 |
1.01 |
0.9% |
113.48 |
| Close |
115.92 |
115.51 |
-0.41 |
-0.4% |
114.25 |
| Range |
2.07 |
0.74 |
-1.33 |
-64.3% |
1.01 |
| ATR |
0.76 |
0.76 |
0.00 |
-0.2% |
0.00 |
| Volume |
443 |
348 |
-95 |
-21.4% |
3,641 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.87 |
117.43 |
115.92 |
|
| R3 |
117.13 |
116.69 |
115.71 |
|
| R2 |
116.39 |
116.39 |
115.65 |
|
| R1 |
115.95 |
115.95 |
115.58 |
115.80 |
| PP |
115.65 |
115.65 |
115.65 |
115.58 |
| S1 |
115.21 |
115.21 |
115.44 |
115.06 |
| S2 |
114.91 |
114.91 |
115.37 |
|
| S3 |
114.17 |
114.47 |
115.31 |
|
| S4 |
113.43 |
113.73 |
115.10 |
|
|
| 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 |
119.24 |
|
2.618 |
118.03 |
|
1.618 |
117.29 |
|
1.000 |
116.83 |
|
0.618 |
116.55 |
|
HIGH |
116.09 |
|
0.618 |
115.81 |
|
0.500 |
115.72 |
|
0.382 |
115.63 |
|
LOW |
115.35 |
|
0.618 |
114.89 |
|
1.000 |
114.61 |
|
1.618 |
114.15 |
|
2.618 |
113.41 |
|
4.250 |
112.21 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.72 |
115.41 |
| PP |
115.65 |
115.30 |
| S1 |
115.58 |
115.20 |
|