Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116.78 |
117.00 |
0.22 |
0.2% |
117.74 |
| High |
116.82 |
117.25 |
0.43 |
0.4% |
117.92 |
| Low |
116.63 |
116.46 |
-0.17 |
-0.1% |
116.10 |
| Close |
116.84 |
117.26 |
0.42 |
0.4% |
116.06 |
| Range |
0.19 |
0.79 |
0.60 |
315.8% |
1.82 |
| ATR |
0.88 |
0.88 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,313 |
299 |
-1,014 |
-77.2% |
5,779 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.36 |
119.10 |
117.69 |
|
| R3 |
118.57 |
118.31 |
117.48 |
|
| R2 |
117.78 |
117.78 |
117.40 |
|
| R1 |
117.52 |
117.52 |
117.33 |
117.65 |
| PP |
116.99 |
116.99 |
116.99 |
117.06 |
| S1 |
116.73 |
116.73 |
117.19 |
116.86 |
| S2 |
116.20 |
116.20 |
117.12 |
|
| S3 |
115.41 |
115.94 |
117.04 |
|
| S4 |
114.62 |
115.15 |
116.83 |
|
|
| 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 |
120.61 |
|
2.618 |
119.32 |
|
1.618 |
118.53 |
|
1.000 |
118.04 |
|
0.618 |
117.74 |
|
HIGH |
117.25 |
|
0.618 |
116.95 |
|
0.500 |
116.86 |
|
0.382 |
116.76 |
|
LOW |
116.46 |
|
0.618 |
115.97 |
|
1.000 |
115.67 |
|
1.618 |
115.18 |
|
2.618 |
114.39 |
|
4.250 |
113.10 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.13 |
117.05 |
| PP |
116.99 |
116.84 |
| S1 |
116.86 |
116.63 |
|