Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.51 |
113.25 |
-0.26 |
-0.2% |
115.01 |
| High |
113.80 |
113.67 |
-0.13 |
-0.1% |
116.13 |
| Low |
112.91 |
113.21 |
0.30 |
0.3% |
114.73 |
| Close |
113.23 |
113.40 |
0.17 |
0.2% |
115.28 |
| Range |
0.89 |
0.46 |
-0.43 |
-48.3% |
1.40 |
| ATR |
0.99 |
0.95 |
-0.04 |
-3.8% |
0.00 |
| Volume |
923,509 |
849,144 |
-74,365 |
-8.1% |
1,332,367 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.81 |
114.56 |
113.65 |
|
| R3 |
114.35 |
114.10 |
113.53 |
|
| R2 |
113.89 |
113.89 |
113.48 |
|
| R1 |
113.64 |
113.64 |
113.44 |
113.77 |
| PP |
113.43 |
113.43 |
113.43 |
113.49 |
| S1 |
113.18 |
113.18 |
113.36 |
113.31 |
| S2 |
112.97 |
112.97 |
113.32 |
|
| S3 |
112.51 |
112.72 |
113.27 |
|
| S4 |
112.05 |
112.26 |
113.15 |
|
|
| 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 |
112.91 |
3.22 |
2.8% |
0.89 |
0.8% |
15% |
False |
False |
354,530 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.86 |
0.8% |
15% |
False |
False |
623,108 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.86 |
0.8% |
15% |
False |
False |
579,363 |
| 40 |
116.13 |
111.36 |
4.77 |
4.2% |
0.70 |
0.6% |
43% |
False |
False |
291,747 |
| 60 |
116.13 |
109.55 |
6.58 |
5.8% |
0.68 |
0.6% |
59% |
False |
False |
194,748 |
| 80 |
116.13 |
109.40 |
6.73 |
5.9% |
0.61 |
0.5% |
59% |
False |
False |
146,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.63 |
|
2.618 |
114.87 |
|
1.618 |
114.41 |
|
1.000 |
114.13 |
|
0.618 |
113.95 |
|
HIGH |
113.67 |
|
0.618 |
113.49 |
|
0.500 |
113.44 |
|
0.382 |
113.39 |
|
LOW |
113.21 |
|
0.618 |
112.93 |
|
1.000 |
112.75 |
|
1.618 |
112.47 |
|
2.618 |
112.01 |
|
4.250 |
111.26 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.44 |
114.25 |
| PP |
113.43 |
113.96 |
| S1 |
113.41 |
113.68 |
|