Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.30 |
115.05 |
0.75 |
0.7% |
113.87 |
| High |
115.17 |
115.20 |
0.03 |
0.0% |
115.57 |
| Low |
113.98 |
114.25 |
0.27 |
0.2% |
113.27 |
| Close |
114.72 |
115.08 |
0.36 |
0.3% |
115.38 |
| Range |
1.19 |
0.95 |
-0.24 |
-20.2% |
2.30 |
| ATR |
0.75 |
0.77 |
0.01 |
1.9% |
0.00 |
| Volume |
940,812 |
1,035,996 |
95,184 |
10.1% |
3,261,936 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.69 |
117.34 |
115.60 |
|
| R3 |
116.74 |
116.39 |
115.34 |
|
| R2 |
115.79 |
115.79 |
115.25 |
|
| R1 |
115.44 |
115.44 |
115.17 |
115.62 |
| PP |
114.84 |
114.84 |
114.84 |
114.93 |
| S1 |
114.49 |
114.49 |
114.99 |
114.67 |
| S2 |
113.89 |
113.89 |
114.91 |
|
| S3 |
112.94 |
113.54 |
114.82 |
|
| S4 |
111.99 |
112.59 |
114.56 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.64 |
120.81 |
116.65 |
|
| R3 |
119.34 |
118.51 |
116.01 |
|
| R2 |
117.04 |
117.04 |
115.80 |
|
| R1 |
116.21 |
116.21 |
115.59 |
116.63 |
| PP |
114.74 |
114.74 |
114.74 |
114.95 |
| S1 |
113.91 |
113.91 |
115.17 |
114.33 |
| S2 |
112.44 |
112.44 |
114.96 |
|
| S3 |
110.14 |
111.61 |
114.75 |
|
| S4 |
107.84 |
109.31 |
114.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
113.64 |
1.93 |
1.7% |
0.98 |
0.8% |
75% |
False |
False |
979,785 |
| 10 |
115.57 |
113.27 |
2.30 |
2.0% |
0.87 |
0.8% |
79% |
False |
False |
535,619 |
| 20 |
115.57 |
113.24 |
2.33 |
2.0% |
0.72 |
0.6% |
79% |
False |
False |
271,412 |
| 40 |
115.57 |
109.55 |
6.02 |
5.2% |
0.64 |
0.6% |
92% |
False |
False |
136,173 |
| 60 |
115.57 |
109.40 |
6.17 |
5.4% |
0.60 |
0.5% |
92% |
False |
False |
90,946 |
| 80 |
115.57 |
109.40 |
6.17 |
5.4% |
0.51 |
0.4% |
92% |
False |
False |
68,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.24 |
|
2.618 |
117.69 |
|
1.618 |
116.74 |
|
1.000 |
116.15 |
|
0.618 |
115.79 |
|
HIGH |
115.20 |
|
0.618 |
114.84 |
|
0.500 |
114.73 |
|
0.382 |
114.61 |
|
LOW |
114.25 |
|
0.618 |
113.66 |
|
1.000 |
113.30 |
|
1.618 |
112.71 |
|
2.618 |
111.76 |
|
4.250 |
110.21 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.96 |
114.98 |
| PP |
114.84 |
114.88 |
| S1 |
114.73 |
114.78 |
|