Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.05 |
115.45 |
0.40 |
0.3% |
115.01 |
| High |
115.84 |
115.58 |
-0.26 |
-0.2% |
116.13 |
| Low |
114.73 |
114.83 |
0.10 |
0.1% |
114.73 |
| Close |
115.32 |
115.28 |
-0.04 |
0.0% |
115.28 |
| Range |
1.11 |
0.75 |
-0.36 |
-32.4% |
1.40 |
| ATR |
0.89 |
0.88 |
-0.01 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.48 |
117.13 |
115.69 |
|
| R3 |
116.73 |
116.38 |
115.49 |
|
| R2 |
115.98 |
115.98 |
115.42 |
|
| R1 |
115.63 |
115.63 |
115.35 |
115.43 |
| PP |
115.23 |
115.23 |
115.23 |
115.13 |
| S1 |
114.88 |
114.88 |
115.21 |
114.68 |
| S2 |
114.48 |
114.48 |
115.14 |
|
| S3 |
113.73 |
114.13 |
115.07 |
|
| S4 |
112.98 |
113.38 |
114.87 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.58 |
118.83 |
116.05 |
|
| R3 |
118.18 |
117.43 |
115.67 |
|
| R2 |
116.78 |
116.78 |
115.54 |
|
| R1 |
116.03 |
116.03 |
115.41 |
116.41 |
| PP |
115.38 |
115.38 |
115.38 |
115.57 |
| S1 |
114.63 |
114.63 |
115.15 |
115.01 |
| S2 |
113.98 |
113.98 |
115.02 |
|
| S3 |
112.58 |
113.23 |
114.90 |
|
| S4 |
111.18 |
111.83 |
114.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.13 |
114.73 |
1.40 |
1.2% |
0.97 |
0.8% |
39% |
False |
False |
266,473 |
| 10 |
116.13 |
113.70 |
2.43 |
2.1% |
0.93 |
0.8% |
65% |
False |
False |
643,523 |
| 20 |
116.13 |
113.27 |
2.86 |
2.5% |
0.85 |
0.7% |
70% |
False |
False |
492,299 |
| 40 |
116.13 |
110.27 |
5.86 |
5.1% |
0.70 |
0.6% |
85% |
False |
False |
247,476 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.67 |
0.6% |
87% |
False |
False |
165,212 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.60 |
0.5% |
87% |
False |
False |
123,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.77 |
|
2.618 |
117.54 |
|
1.618 |
116.79 |
|
1.000 |
116.33 |
|
0.618 |
116.04 |
|
HIGH |
115.58 |
|
0.618 |
115.29 |
|
0.500 |
115.21 |
|
0.382 |
115.12 |
|
LOW |
114.83 |
|
0.618 |
114.37 |
|
1.000 |
114.08 |
|
1.618 |
113.62 |
|
2.618 |
112.87 |
|
4.250 |
111.64 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.26 |
115.43 |
| PP |
115.23 |
115.38 |
| S1 |
115.21 |
115.33 |
|