Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.62 |
115.05 |
-0.57 |
-0.5% |
114.30 |
| High |
116.13 |
115.84 |
-0.29 |
-0.2% |
115.26 |
| Low |
114.90 |
114.73 |
-0.17 |
-0.1% |
113.70 |
| Close |
115.43 |
115.32 |
-0.11 |
-0.1% |
113.95 |
| Range |
1.23 |
1.11 |
-0.12 |
-9.8% |
1.56 |
| ATR |
0.87 |
0.89 |
0.02 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.63 |
118.08 |
115.93 |
|
| R3 |
117.52 |
116.97 |
115.63 |
|
| R2 |
116.41 |
116.41 |
115.52 |
|
| R1 |
115.86 |
115.86 |
115.42 |
116.14 |
| PP |
115.30 |
115.30 |
115.30 |
115.43 |
| S1 |
114.75 |
114.75 |
115.22 |
115.03 |
| S2 |
114.19 |
114.19 |
115.12 |
|
| S3 |
113.08 |
113.64 |
115.01 |
|
| S4 |
111.97 |
112.53 |
114.71 |
|
|
| 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% |
1.03 |
0.9% |
67% |
False |
False |
489,999 |
| 10 |
116.13 |
113.70 |
2.43 |
2.1% |
0.94 |
0.8% |
67% |
False |
False |
772,910 |
| 20 |
116.13 |
113.24 |
2.89 |
2.5% |
0.85 |
0.7% |
72% |
False |
False |
492,651 |
| 40 |
116.13 |
110.11 |
6.02 |
5.2% |
0.70 |
0.6% |
87% |
False |
False |
247,491 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.66 |
0.6% |
88% |
False |
False |
165,215 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.59 |
0.5% |
88% |
False |
False |
123,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.56 |
|
2.618 |
118.75 |
|
1.618 |
117.64 |
|
1.000 |
116.95 |
|
0.618 |
116.53 |
|
HIGH |
115.84 |
|
0.618 |
115.42 |
|
0.500 |
115.29 |
|
0.382 |
115.15 |
|
LOW |
114.73 |
|
0.618 |
114.04 |
|
1.000 |
113.62 |
|
1.618 |
112.93 |
|
2.618 |
111.82 |
|
4.250 |
110.01 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.31 |
115.43 |
| PP |
115.30 |
115.39 |
| S1 |
115.29 |
115.36 |
|