Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.25 |
113.30 |
0.05 |
0.0% |
115.01 |
| High |
113.67 |
114.08 |
0.41 |
0.4% |
116.13 |
| Low |
113.21 |
113.23 |
0.02 |
0.0% |
114.73 |
| Close |
113.40 |
113.99 |
0.59 |
0.5% |
115.28 |
| Range |
0.46 |
0.85 |
0.39 |
84.8% |
1.40 |
| ATR |
0.95 |
0.94 |
-0.01 |
-0.7% |
0.00 |
| Volume |
849,144 |
771,464 |
-77,680 |
-9.1% |
1,332,367 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.32 |
116.00 |
114.46 |
|
| R3 |
115.47 |
115.15 |
114.22 |
|
| R2 |
114.62 |
114.62 |
114.15 |
|
| R1 |
114.30 |
114.30 |
114.07 |
114.46 |
| PP |
113.77 |
113.77 |
113.77 |
113.85 |
| S1 |
113.45 |
113.45 |
113.91 |
113.61 |
| S2 |
112.92 |
112.92 |
113.83 |
|
| S3 |
112.07 |
112.60 |
113.76 |
|
| S4 |
111.22 |
111.75 |
113.52 |
|
|
| 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 |
115.84 |
112.91 |
2.93 |
2.6% |
0.81 |
0.7% |
37% |
False |
False |
508,823 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.87 |
0.8% |
34% |
False |
False |
599,546 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.86 |
0.8% |
34% |
False |
False |
616,480 |
| 40 |
116.13 |
111.57 |
4.56 |
4.0% |
0.70 |
0.6% |
53% |
False |
False |
311,016 |
| 60 |
116.13 |
109.55 |
6.58 |
5.8% |
0.69 |
0.6% |
67% |
False |
False |
207,600 |
| 80 |
116.13 |
109.40 |
6.73 |
5.9% |
0.62 |
0.5% |
68% |
False |
False |
155,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.69 |
|
2.618 |
116.31 |
|
1.618 |
115.46 |
|
1.000 |
114.93 |
|
0.618 |
114.61 |
|
HIGH |
114.08 |
|
0.618 |
113.76 |
|
0.500 |
113.66 |
|
0.382 |
113.55 |
|
LOW |
113.23 |
|
0.618 |
112.70 |
|
1.000 |
112.38 |
|
1.618 |
111.85 |
|
2.618 |
111.00 |
|
4.250 |
109.62 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.88 |
113.83 |
| PP |
113.77 |
113.66 |
| S1 |
113.66 |
113.50 |
|