Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.68 |
114.42 |
-0.26 |
-0.2% |
114.80 |
| High |
114.80 |
115.55 |
0.75 |
0.7% |
115.55 |
| Low |
114.18 |
114.42 |
0.24 |
0.2% |
114.18 |
| Close |
114.96 |
115.16 |
0.20 |
0.2% |
115.16 |
| Range |
0.62 |
1.13 |
0.51 |
82.3% |
1.37 |
| ATR |
0.86 |
0.88 |
0.02 |
2.2% |
0.00 |
| Volume |
45 |
270 |
225 |
500.0% |
1,313 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.43 |
117.93 |
115.78 |
|
| R3 |
117.30 |
116.80 |
115.47 |
|
| R2 |
116.17 |
116.17 |
115.37 |
|
| R1 |
115.67 |
115.67 |
115.26 |
115.92 |
| PP |
115.04 |
115.04 |
115.04 |
115.17 |
| S1 |
114.54 |
114.54 |
115.06 |
114.79 |
| S2 |
113.91 |
113.91 |
114.95 |
|
| S3 |
112.78 |
113.41 |
114.85 |
|
| S4 |
111.65 |
112.28 |
114.54 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.07 |
118.49 |
115.91 |
|
| R3 |
117.70 |
117.12 |
115.54 |
|
| R2 |
116.33 |
116.33 |
115.41 |
|
| R1 |
115.75 |
115.75 |
115.29 |
116.04 |
| PP |
114.96 |
114.96 |
114.96 |
115.11 |
| S1 |
114.38 |
114.38 |
115.03 |
114.67 |
| S2 |
113.59 |
113.59 |
114.91 |
|
| S3 |
112.22 |
113.01 |
114.78 |
|
| S4 |
110.85 |
111.64 |
114.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.35 |
|
2.618 |
118.51 |
|
1.618 |
117.38 |
|
1.000 |
116.68 |
|
0.618 |
116.25 |
|
HIGH |
115.55 |
|
0.618 |
115.12 |
|
0.500 |
114.99 |
|
0.382 |
114.85 |
|
LOW |
114.42 |
|
0.618 |
113.72 |
|
1.000 |
113.29 |
|
1.618 |
112.59 |
|
2.618 |
111.46 |
|
4.250 |
109.62 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.10 |
115.06 |
| PP |
115.04 |
114.96 |
| S1 |
114.99 |
114.87 |
|