Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117.68 |
117.63 |
-0.05 |
0.0% |
116.30 |
High |
118.10 |
117.98 |
-0.12 |
-0.1% |
118.10 |
Low |
117.58 |
117.50 |
-0.08 |
-0.1% |
116.00 |
Close |
117.93 |
118.05 |
0.12 |
0.1% |
117.93 |
Range |
0.52 |
0.48 |
-0.04 |
-7.7% |
2.10 |
ATR |
0.84 |
0.82 |
-0.03 |
-3.1% |
0.00 |
Volume |
569 |
282 |
-287 |
-50.4% |
3,920 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.28 |
119.15 |
118.31 |
|
R3 |
118.80 |
118.67 |
118.18 |
|
R2 |
118.32 |
118.32 |
118.14 |
|
R1 |
118.19 |
118.19 |
118.09 |
118.26 |
PP |
117.84 |
117.84 |
117.84 |
117.88 |
S1 |
117.71 |
117.71 |
118.01 |
117.78 |
S2 |
117.36 |
117.36 |
117.96 |
|
S3 |
116.88 |
117.23 |
117.92 |
|
S4 |
116.40 |
116.75 |
117.79 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.64 |
122.89 |
119.09 |
|
R3 |
121.54 |
120.79 |
118.51 |
|
R2 |
119.44 |
119.44 |
118.32 |
|
R1 |
118.69 |
118.69 |
118.12 |
119.07 |
PP |
117.34 |
117.34 |
117.34 |
117.53 |
S1 |
116.59 |
116.59 |
117.74 |
116.97 |
S2 |
115.24 |
115.24 |
117.55 |
|
S3 |
113.14 |
114.49 |
117.35 |
|
S4 |
111.04 |
112.39 |
116.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.02 |
2.618 |
119.24 |
1.618 |
118.76 |
1.000 |
118.46 |
0.618 |
118.28 |
HIGH |
117.98 |
0.618 |
117.80 |
0.500 |
117.74 |
0.382 |
117.68 |
LOW |
117.50 |
0.618 |
117.20 |
1.000 |
117.02 |
1.618 |
116.72 |
2.618 |
116.24 |
4.250 |
115.46 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117.95 |
117.96 |
PP |
117.84 |
117.87 |
S1 |
117.74 |
117.78 |
|