Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.78 |
113.58 |
-0.20 |
-0.2% |
113.51 |
| High |
113.99 |
114.06 |
0.07 |
0.1% |
114.08 |
| Low |
113.25 |
113.50 |
0.25 |
0.2% |
112.91 |
| Close |
113.33 |
113.81 |
0.48 |
0.4% |
113.81 |
| Range |
0.74 |
0.56 |
-0.18 |
-24.3% |
1.17 |
| ATR |
0.93 |
0.91 |
-0.01 |
-1.5% |
0.00 |
| Volume |
921,813 |
624,822 |
-296,991 |
-32.2% |
4,090,752 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.47 |
115.20 |
114.12 |
|
| R3 |
114.91 |
114.64 |
113.96 |
|
| R2 |
114.35 |
114.35 |
113.91 |
|
| R1 |
114.08 |
114.08 |
113.86 |
114.22 |
| PP |
113.79 |
113.79 |
113.79 |
113.86 |
| S1 |
113.52 |
113.52 |
113.76 |
113.66 |
| S2 |
113.23 |
113.23 |
113.71 |
|
| S3 |
112.67 |
112.96 |
113.66 |
|
| S4 |
112.11 |
112.40 |
113.50 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.11 |
116.63 |
114.45 |
|
| R3 |
115.94 |
115.46 |
114.13 |
|
| R2 |
114.77 |
114.77 |
114.02 |
|
| R1 |
114.29 |
114.29 |
113.92 |
114.53 |
| PP |
113.60 |
113.60 |
113.60 |
113.72 |
| S1 |
113.12 |
113.12 |
113.70 |
113.36 |
| S2 |
112.43 |
112.43 |
113.60 |
|
| S3 |
111.26 |
111.95 |
113.49 |
|
| S4 |
110.09 |
110.78 |
113.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.08 |
112.91 |
1.17 |
1.0% |
0.70 |
0.6% |
77% |
False |
False |
818,150 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.84 |
0.7% |
28% |
False |
False |
542,311 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.85 |
0.8% |
28% |
False |
False |
689,396 |
| 40 |
116.13 |
112.21 |
3.92 |
3.4% |
0.70 |
0.6% |
41% |
False |
False |
349,588 |
| 60 |
116.13 |
109.55 |
6.58 |
5.8% |
0.68 |
0.6% |
65% |
False |
False |
233,372 |
| 80 |
116.13 |
109.40 |
6.73 |
5.9% |
0.63 |
0.6% |
66% |
False |
False |
175,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.44 |
|
2.618 |
115.53 |
|
1.618 |
114.97 |
|
1.000 |
114.62 |
|
0.618 |
114.41 |
|
HIGH |
114.06 |
|
0.618 |
113.85 |
|
0.500 |
113.78 |
|
0.382 |
113.71 |
|
LOW |
113.50 |
|
0.618 |
113.15 |
|
1.000 |
112.94 |
|
1.618 |
112.59 |
|
2.618 |
112.03 |
|
4.250 |
111.12 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.80 |
113.76 |
| PP |
113.79 |
113.71 |
| S1 |
113.78 |
113.66 |
|