Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.09 |
115.55 |
-0.54 |
-0.5% |
114.10 |
| High |
116.09 |
115.95 |
-0.14 |
-0.1% |
114.49 |
| Low |
115.35 |
115.29 |
-0.06 |
-0.1% |
113.48 |
| Close |
115.51 |
115.79 |
0.28 |
0.2% |
114.25 |
| Range |
0.74 |
0.66 |
-0.08 |
-10.8% |
1.01 |
| ATR |
0.76 |
0.76 |
-0.01 |
-1.0% |
0.00 |
| Volume |
348 |
988 |
640 |
183.9% |
3,641 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.66 |
117.38 |
116.15 |
|
| R3 |
117.00 |
116.72 |
115.97 |
|
| R2 |
116.34 |
116.34 |
115.91 |
|
| R1 |
116.06 |
116.06 |
115.85 |
116.20 |
| PP |
115.68 |
115.68 |
115.68 |
115.75 |
| S1 |
115.40 |
115.40 |
115.73 |
115.54 |
| S2 |
115.02 |
115.02 |
115.67 |
|
| S3 |
114.36 |
114.74 |
115.61 |
|
| S4 |
113.70 |
114.08 |
115.43 |
|
|
| 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 |
118.76 |
|
2.618 |
117.68 |
|
1.618 |
117.02 |
|
1.000 |
116.61 |
|
0.618 |
116.36 |
|
HIGH |
115.95 |
|
0.618 |
115.70 |
|
0.500 |
115.62 |
|
0.382 |
115.54 |
|
LOW |
115.29 |
|
0.618 |
114.88 |
|
1.000 |
114.63 |
|
1.618 |
114.22 |
|
2.618 |
113.56 |
|
4.250 |
112.49 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.73 |
115.65 |
| PP |
115.68 |
115.51 |
| S1 |
115.62 |
115.38 |
|