Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116.30 |
116.78 |
0.48 |
0.4% |
117.74 |
| High |
116.99 |
116.82 |
-0.17 |
-0.1% |
117.92 |
| Low |
116.00 |
116.63 |
0.63 |
0.5% |
116.10 |
| Close |
116.71 |
116.84 |
0.13 |
0.1% |
116.06 |
| Range |
0.99 |
0.19 |
-0.80 |
-80.8% |
1.82 |
| ATR |
0.94 |
0.88 |
-0.05 |
-5.7% |
0.00 |
| Volume |
853 |
1,313 |
460 |
53.9% |
5,779 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.33 |
117.28 |
116.94 |
|
| R3 |
117.14 |
117.09 |
116.89 |
|
| R2 |
116.95 |
116.95 |
116.87 |
|
| R1 |
116.90 |
116.90 |
116.86 |
116.93 |
| PP |
116.76 |
116.76 |
116.76 |
116.78 |
| S1 |
116.71 |
116.71 |
116.82 |
116.74 |
| S2 |
116.57 |
116.57 |
116.81 |
|
| S3 |
116.38 |
116.52 |
116.79 |
|
| S4 |
116.19 |
116.33 |
116.74 |
|
|
| 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 |
117.63 |
|
2.618 |
117.32 |
|
1.618 |
117.13 |
|
1.000 |
117.01 |
|
0.618 |
116.94 |
|
HIGH |
116.82 |
|
0.618 |
116.75 |
|
0.500 |
116.73 |
|
0.382 |
116.70 |
|
LOW |
116.63 |
|
0.618 |
116.51 |
|
1.000 |
116.44 |
|
1.618 |
116.32 |
|
2.618 |
116.13 |
|
4.250 |
115.82 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.80 |
116.82 |
| PP |
116.76 |
116.81 |
| S1 |
116.73 |
116.79 |
|