Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
118.64 |
118.23 |
-0.41 |
-0.3% |
117.63 |
High |
118.83 |
118.90 |
0.07 |
0.1% |
118.90 |
Low |
118.20 |
118.00 |
-0.20 |
-0.2% |
117.50 |
Close |
118.45 |
118.91 |
0.46 |
0.4% |
118.91 |
Range |
0.63 |
0.90 |
0.27 |
42.9% |
1.40 |
ATR |
0.78 |
0.79 |
0.01 |
1.1% |
0.00 |
Volume |
2,421 |
1,947 |
-474 |
-19.6% |
23,177 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.30 |
121.01 |
119.41 |
|
R3 |
120.40 |
120.11 |
119.16 |
|
R2 |
119.50 |
119.50 |
119.08 |
|
R1 |
119.21 |
119.21 |
118.99 |
119.36 |
PP |
118.60 |
118.60 |
118.60 |
118.68 |
S1 |
118.31 |
118.31 |
118.83 |
118.46 |
S2 |
117.70 |
117.70 |
118.75 |
|
S3 |
116.80 |
117.41 |
118.66 |
|
S4 |
115.90 |
116.51 |
118.42 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.64 |
122.17 |
119.68 |
|
R3 |
121.24 |
120.77 |
119.30 |
|
R2 |
119.84 |
119.84 |
119.17 |
|
R1 |
119.37 |
119.37 |
119.04 |
119.61 |
PP |
118.44 |
118.44 |
118.44 |
118.55 |
S1 |
117.97 |
117.97 |
118.78 |
118.21 |
S2 |
117.04 |
117.04 |
118.65 |
|
S3 |
115.64 |
116.57 |
118.53 |
|
S4 |
114.24 |
115.17 |
118.14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.73 |
2.618 |
121.26 |
1.618 |
120.36 |
1.000 |
119.80 |
0.618 |
119.46 |
HIGH |
118.90 |
0.618 |
118.56 |
0.500 |
118.45 |
0.382 |
118.34 |
LOW |
118.00 |
0.618 |
117.44 |
1.000 |
117.10 |
1.618 |
116.54 |
2.618 |
115.64 |
4.250 |
114.18 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
118.76 |
118.73 |
PP |
118.60 |
118.55 |
S1 |
118.45 |
118.38 |
|