Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.65 |
117.29 |
0.64 |
0.5% |
117.74 |
| High |
117.36 |
117.58 |
0.22 |
0.2% |
117.92 |
| Low |
116.42 |
116.10 |
-0.32 |
-0.3% |
116.10 |
| Close |
117.34 |
116.06 |
-1.28 |
-1.1% |
116.06 |
| Range |
0.94 |
1.48 |
0.54 |
57.4% |
1.82 |
| ATR |
0.89 |
0.93 |
0.04 |
4.8% |
0.00 |
| Volume |
923 |
838 |
-85 |
-9.2% |
5,779 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.02 |
120.02 |
116.87 |
|
| R3 |
119.54 |
118.54 |
116.47 |
|
| R2 |
118.06 |
118.06 |
116.33 |
|
| R1 |
117.06 |
117.06 |
116.20 |
116.82 |
| PP |
116.58 |
116.58 |
116.58 |
116.46 |
| S1 |
115.58 |
115.58 |
115.92 |
115.34 |
| S2 |
115.10 |
115.10 |
115.79 |
|
| S3 |
113.62 |
114.10 |
115.65 |
|
| S4 |
112.14 |
112.62 |
115.25 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
120.93 |
117.06 |
|
| R3 |
120.33 |
119.11 |
116.56 |
|
| R2 |
118.51 |
118.51 |
116.39 |
|
| R1 |
117.29 |
117.29 |
116.23 |
116.99 |
| PP |
116.69 |
116.69 |
116.69 |
116.55 |
| S1 |
115.47 |
115.47 |
115.89 |
115.17 |
| S2 |
114.87 |
114.87 |
115.73 |
|
| S3 |
113.05 |
113.65 |
115.56 |
|
| S4 |
111.23 |
111.83 |
115.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.87 |
|
2.618 |
121.45 |
|
1.618 |
119.97 |
|
1.000 |
119.06 |
|
0.618 |
118.49 |
|
HIGH |
117.58 |
|
0.618 |
117.01 |
|
0.500 |
116.84 |
|
0.382 |
116.67 |
|
LOW |
116.10 |
|
0.618 |
115.19 |
|
1.000 |
114.62 |
|
1.618 |
113.71 |
|
2.618 |
112.23 |
|
4.250 |
109.81 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.84 |
116.84 |
| PP |
116.58 |
116.58 |
| S1 |
116.32 |
116.32 |
|