Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115.79 |
115.04 |
-0.75 |
-0.6% |
113.51 |
| High |
115.94 |
115.62 |
-0.32 |
-0.3% |
114.08 |
| Low |
114.76 |
114.80 |
0.04 |
0.0% |
112.91 |
| Close |
115.07 |
115.37 |
0.30 |
0.3% |
113.81 |
| Range |
1.18 |
0.82 |
-0.36 |
-30.5% |
1.17 |
| ATR |
0.98 |
0.97 |
-0.01 |
-1.1% |
0.00 |
| Volume |
1,022,205 |
827,959 |
-194,246 |
-19.0% |
4,090,752 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.72 |
117.37 |
115.82 |
|
| R3 |
116.90 |
116.55 |
115.60 |
|
| R2 |
116.08 |
116.08 |
115.52 |
|
| R1 |
115.73 |
115.73 |
115.45 |
115.91 |
| PP |
115.26 |
115.26 |
115.26 |
115.35 |
| S1 |
114.91 |
114.91 |
115.29 |
115.09 |
| S2 |
114.44 |
114.44 |
115.22 |
|
| S3 |
113.62 |
114.09 |
115.14 |
|
| S4 |
112.80 |
113.27 |
114.92 |
|
|
| 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 |
113.25 |
2.69 |
2.3% |
0.77 |
0.7% |
79% |
False |
False |
679,359 |
| 10 |
115.94 |
112.91 |
3.03 |
2.6% |
0.79 |
0.7% |
81% |
False |
False |
594,091 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.88 |
0.8% |
76% |
False |
False |
729,749 |
| 40 |
116.13 |
112.49 |
3.64 |
3.2% |
0.73 |
0.6% |
79% |
False |
False |
395,769 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.69 |
0.6% |
88% |
False |
False |
264,197 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.62 |
0.5% |
89% |
False |
False |
198,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.11 |
|
2.618 |
117.77 |
|
1.618 |
116.95 |
|
1.000 |
116.44 |
|
0.618 |
116.13 |
|
HIGH |
115.62 |
|
0.618 |
115.31 |
|
0.500 |
115.21 |
|
0.382 |
115.11 |
|
LOW |
114.80 |
|
0.618 |
114.29 |
|
1.000 |
113.98 |
|
1.618 |
113.47 |
|
2.618 |
112.65 |
|
4.250 |
111.32 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.32 |
115.15 |
| PP |
115.26 |
114.94 |
| S1 |
115.21 |
114.72 |
|