Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.49 |
115.01 |
0.52 |
0.5% |
114.30 |
| High |
114.71 |
115.65 |
0.94 |
0.8% |
115.26 |
| Low |
113.70 |
114.76 |
1.06 |
0.9% |
113.70 |
| Close |
113.95 |
114.89 |
0.94 |
0.8% |
113.95 |
| Range |
1.01 |
0.89 |
-0.12 |
-11.9% |
1.56 |
| ATR |
0.78 |
0.84 |
0.07 |
8.5% |
0.00 |
| Volume |
1,117,629 |
1,332,367 |
214,738 |
19.2% |
5,102,869 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.77 |
117.22 |
115.38 |
|
| R3 |
116.88 |
116.33 |
115.13 |
|
| R2 |
115.99 |
115.99 |
115.05 |
|
| R1 |
115.44 |
115.44 |
114.97 |
115.27 |
| PP |
115.10 |
115.10 |
115.10 |
115.02 |
| S1 |
114.55 |
114.55 |
114.81 |
114.38 |
| S2 |
114.21 |
114.21 |
114.73 |
|
| S3 |
113.32 |
113.66 |
114.65 |
|
| S4 |
112.43 |
112.77 |
114.40 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.98 |
118.03 |
114.81 |
|
| R3 |
117.42 |
116.47 |
114.38 |
|
| R2 |
115.86 |
115.86 |
114.24 |
|
| R1 |
114.91 |
114.91 |
114.09 |
114.61 |
| PP |
114.30 |
114.30 |
114.30 |
114.15 |
| S1 |
113.35 |
113.35 |
113.81 |
113.05 |
| S2 |
112.74 |
112.74 |
113.66 |
|
| S3 |
111.18 |
111.79 |
113.52 |
|
| S4 |
109.62 |
110.23 |
113.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.65 |
113.70 |
1.95 |
1.7% |
0.83 |
0.7% |
61% |
True |
False |
1,098,884 |
| 10 |
115.65 |
113.27 |
2.38 |
2.1% |
0.91 |
0.8% |
68% |
True |
False |
964,022 |
| 20 |
115.65 |
113.24 |
2.41 |
2.1% |
0.80 |
0.7% |
68% |
True |
False |
494,162 |
| 40 |
115.65 |
109.55 |
6.10 |
5.3% |
0.66 |
0.6% |
88% |
True |
False |
247,529 |
| 60 |
115.65 |
109.55 |
6.10 |
5.3% |
0.63 |
0.6% |
88% |
True |
False |
165,221 |
| 80 |
115.65 |
109.40 |
6.25 |
5.4% |
0.55 |
0.5% |
88% |
True |
False |
123,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.43 |
|
2.618 |
117.98 |
|
1.618 |
117.09 |
|
1.000 |
116.54 |
|
0.618 |
116.20 |
|
HIGH |
115.65 |
|
0.618 |
115.31 |
|
0.500 |
115.21 |
|
0.382 |
115.10 |
|
LOW |
114.76 |
|
0.618 |
114.21 |
|
1.000 |
113.87 |
|
1.618 |
113.32 |
|
2.618 |
112.43 |
|
4.250 |
110.98 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.21 |
114.82 |
| PP |
115.10 |
114.75 |
| S1 |
115.00 |
114.68 |
|