Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
117.28 |
116.65 |
-0.63 |
-0.5% |
114.78 |
High |
117.48 |
117.36 |
-0.12 |
-0.1% |
118.13 |
Low |
117.00 |
116.42 |
-0.58 |
-0.5% |
114.76 |
Close |
117.08 |
117.34 |
0.26 |
0.2% |
117.51 |
Range |
0.48 |
0.94 |
0.46 |
95.8% |
3.37 |
ATR |
0.88 |
0.89 |
0.00 |
0.4% |
0.00 |
Volume |
2,029 |
923 |
-1,106 |
-54.5% |
5,064 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.86 |
119.54 |
117.86 |
|
R3 |
118.92 |
118.60 |
117.60 |
|
R2 |
117.98 |
117.98 |
117.51 |
|
R1 |
117.66 |
117.66 |
117.43 |
117.82 |
PP |
117.04 |
117.04 |
117.04 |
117.12 |
S1 |
116.72 |
116.72 |
117.25 |
116.88 |
S2 |
116.10 |
116.10 |
117.17 |
|
S3 |
115.16 |
115.78 |
117.08 |
|
S4 |
114.22 |
114.84 |
116.82 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.91 |
125.58 |
119.36 |
|
R3 |
123.54 |
122.21 |
118.44 |
|
R2 |
120.17 |
120.17 |
118.13 |
|
R1 |
118.84 |
118.84 |
117.82 |
119.51 |
PP |
116.80 |
116.80 |
116.80 |
117.13 |
S1 |
115.47 |
115.47 |
117.20 |
116.14 |
S2 |
113.43 |
113.43 |
116.89 |
|
S3 |
110.06 |
112.10 |
116.58 |
|
S4 |
106.69 |
108.73 |
115.66 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.36 |
2.618 |
119.82 |
1.618 |
118.88 |
1.000 |
118.30 |
0.618 |
117.94 |
HIGH |
117.36 |
0.618 |
117.00 |
0.500 |
116.89 |
0.382 |
116.78 |
LOW |
116.42 |
0.618 |
115.84 |
1.000 |
115.48 |
1.618 |
114.90 |
2.618 |
113.96 |
4.250 |
112.43 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
117.19 |
117.25 |
PP |
117.04 |
117.16 |
S1 |
116.89 |
117.08 |
|