Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.58 |
115.79 |
2.21 |
1.9% |
113.51 |
| High |
114.06 |
115.94 |
1.88 |
1.6% |
114.08 |
| Low |
113.50 |
114.76 |
1.26 |
1.1% |
112.91 |
| Close |
113.81 |
115.07 |
1.26 |
1.1% |
113.81 |
| Range |
0.56 |
1.18 |
0.62 |
110.7% |
1.17 |
| ATR |
0.89 |
0.98 |
0.09 |
10.0% |
0.00 |
| Volume |
0 |
1,022,205 |
1,022,205 |
|
4,090,752 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.80 |
118.11 |
115.72 |
|
| R3 |
117.62 |
116.93 |
115.39 |
|
| R2 |
116.44 |
116.44 |
115.29 |
|
| R1 |
115.75 |
115.75 |
115.18 |
115.51 |
| PP |
115.26 |
115.26 |
115.26 |
115.13 |
| S1 |
114.57 |
114.57 |
114.96 |
114.33 |
| S2 |
114.08 |
114.08 |
114.85 |
|
| S3 |
112.90 |
113.39 |
114.75 |
|
| S4 |
111.72 |
112.21 |
114.42 |
|
|
| 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 |
115.94 |
113.23 |
2.71 |
2.4% |
0.78 |
0.7% |
68% |
True |
False |
668,060 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.83 |
0.7% |
67% |
False |
False |
511,295 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.87 |
0.8% |
67% |
False |
False |
723,515 |
| 40 |
116.13 |
112.33 |
3.80 |
3.3% |
0.73 |
0.6% |
72% |
False |
False |
375,133 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.69 |
0.6% |
84% |
False |
False |
250,399 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.62 |
0.5% |
84% |
False |
False |
187,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.96 |
|
2.618 |
119.03 |
|
1.618 |
117.85 |
|
1.000 |
117.12 |
|
0.618 |
116.67 |
|
HIGH |
115.94 |
|
0.618 |
115.49 |
|
0.500 |
115.35 |
|
0.382 |
115.21 |
|
LOW |
114.76 |
|
0.618 |
114.03 |
|
1.000 |
113.58 |
|
1.618 |
112.85 |
|
2.618 |
111.67 |
|
4.250 |
109.75 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.35 |
114.95 |
| PP |
115.26 |
114.84 |
| S1 |
115.16 |
114.72 |
|