Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.30 |
113.78 |
0.48 |
0.4% |
115.01 |
| High |
114.08 |
113.99 |
-0.09 |
-0.1% |
116.13 |
| Low |
113.23 |
113.25 |
0.02 |
0.0% |
114.73 |
| Close |
113.99 |
113.33 |
-0.66 |
-0.6% |
115.28 |
| Range |
0.85 |
0.74 |
-0.11 |
-12.9% |
1.40 |
| ATR |
0.94 |
0.93 |
-0.01 |
-1.5% |
0.00 |
| Volume |
771,464 |
921,813 |
150,349 |
19.5% |
1,332,367 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.74 |
115.28 |
113.74 |
|
| R3 |
115.00 |
114.54 |
113.53 |
|
| R2 |
114.26 |
114.26 |
113.47 |
|
| R1 |
113.80 |
113.80 |
113.40 |
113.66 |
| PP |
113.52 |
113.52 |
113.52 |
113.46 |
| S1 |
113.06 |
113.06 |
113.26 |
112.92 |
| S2 |
112.78 |
112.78 |
113.19 |
|
| S3 |
112.04 |
112.32 |
113.13 |
|
| S4 |
111.30 |
111.58 |
112.92 |
|
|
| 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 |
115.58 |
112.91 |
2.67 |
2.4% |
0.74 |
0.7% |
16% |
False |
False |
693,186 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.88 |
0.8% |
13% |
False |
False |
591,592 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.86 |
0.8% |
13% |
False |
False |
660,842 |
| 40 |
116.13 |
112.06 |
4.07 |
3.6% |
0.70 |
0.6% |
31% |
False |
False |
334,004 |
| 60 |
116.13 |
109.55 |
6.58 |
5.8% |
0.68 |
0.6% |
57% |
False |
False |
222,959 |
| 80 |
116.13 |
109.40 |
6.73 |
5.9% |
0.63 |
0.6% |
58% |
False |
False |
167,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.14 |
|
2.618 |
115.93 |
|
1.618 |
115.19 |
|
1.000 |
114.73 |
|
0.618 |
114.45 |
|
HIGH |
113.99 |
|
0.618 |
113.71 |
|
0.500 |
113.62 |
|
0.382 |
113.53 |
|
LOW |
113.25 |
|
0.618 |
112.79 |
|
1.000 |
112.51 |
|
1.618 |
112.05 |
|
2.618 |
111.31 |
|
4.250 |
110.11 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.62 |
113.65 |
| PP |
113.52 |
113.54 |
| S1 |
113.43 |
113.44 |
|