Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.01 |
115.62 |
0.61 |
0.5% |
114.30 |
| High |
115.65 |
116.13 |
0.48 |
0.4% |
115.26 |
| Low |
114.76 |
114.90 |
0.14 |
0.1% |
113.70 |
| Close |
114.89 |
115.43 |
0.54 |
0.5% |
113.95 |
| Range |
0.89 |
1.23 |
0.34 |
38.2% |
1.56 |
| ATR |
0.85 |
0.87 |
0.03 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.18 |
118.53 |
116.11 |
|
| R3 |
117.95 |
117.30 |
115.77 |
|
| R2 |
116.72 |
116.72 |
115.66 |
|
| R1 |
116.07 |
116.07 |
115.54 |
115.78 |
| PP |
115.49 |
115.49 |
115.49 |
115.34 |
| S1 |
114.84 |
114.84 |
115.32 |
114.55 |
| S2 |
114.26 |
114.26 |
115.20 |
|
| S3 |
113.03 |
113.61 |
115.09 |
|
| S4 |
111.80 |
112.38 |
114.75 |
|
|
| 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 |
116.13 |
113.70 |
2.43 |
2.1% |
0.94 |
0.8% |
71% |
True |
False |
690,269 |
| 10 |
116.13 |
113.64 |
2.49 |
2.2% |
0.96 |
0.8% |
72% |
True |
False |
865,406 |
| 20 |
116.13 |
113.24 |
2.89 |
2.5% |
0.83 |
0.7% |
76% |
True |
False |
493,663 |
| 40 |
116.13 |
109.87 |
6.26 |
5.4% |
0.69 |
0.6% |
89% |
True |
False |
247,508 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.66 |
0.6% |
89% |
True |
False |
165,219 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.57 |
0.5% |
90% |
True |
False |
123,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.36 |
|
2.618 |
119.35 |
|
1.618 |
118.12 |
|
1.000 |
117.36 |
|
0.618 |
116.89 |
|
HIGH |
116.13 |
|
0.618 |
115.66 |
|
0.500 |
115.52 |
|
0.382 |
115.37 |
|
LOW |
114.90 |
|
0.618 |
114.14 |
|
1.000 |
113.67 |
|
1.618 |
112.91 |
|
2.618 |
111.68 |
|
4.250 |
109.67 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.52 |
115.45 |
| PP |
115.49 |
115.44 |
| S1 |
115.46 |
115.44 |
|