Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115.04 |
115.13 |
0.09 |
0.1% |
113.51 |
| High |
115.62 |
115.93 |
0.31 |
0.3% |
114.08 |
| Low |
114.80 |
114.83 |
0.03 |
0.0% |
112.91 |
| Close |
115.37 |
115.72 |
0.35 |
0.3% |
113.81 |
| Range |
0.82 |
1.10 |
0.28 |
34.1% |
1.17 |
| ATR |
0.97 |
0.98 |
0.01 |
1.0% |
0.00 |
| Volume |
827,959 |
935,221 |
107,262 |
13.0% |
4,090,752 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.79 |
118.36 |
116.33 |
|
| R3 |
117.69 |
117.26 |
116.02 |
|
| R2 |
116.59 |
116.59 |
115.92 |
|
| R1 |
116.16 |
116.16 |
115.82 |
116.38 |
| PP |
115.49 |
115.49 |
115.49 |
115.60 |
| S1 |
115.06 |
115.06 |
115.62 |
115.28 |
| S2 |
114.39 |
114.39 |
115.52 |
|
| S3 |
113.29 |
113.96 |
115.42 |
|
| S4 |
112.19 |
112.86 |
115.12 |
|
|
| 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 |
113.50 |
2.44 |
2.1% |
0.84 |
0.7% |
91% |
False |
False |
682,041 |
| 10 |
115.94 |
112.91 |
3.03 |
2.6% |
0.79 |
0.7% |
93% |
False |
False |
687,613 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.87 |
0.7% |
87% |
False |
False |
730,261 |
| 40 |
116.13 |
112.91 |
3.22 |
2.8% |
0.74 |
0.6% |
87% |
False |
False |
419,118 |
| 60 |
116.13 |
109.55 |
6.58 |
5.7% |
0.70 |
0.6% |
94% |
False |
False |
279,751 |
| 80 |
116.13 |
109.40 |
6.73 |
5.8% |
0.63 |
0.5% |
94% |
False |
False |
209,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.61 |
|
2.618 |
118.81 |
|
1.618 |
117.71 |
|
1.000 |
117.03 |
|
0.618 |
116.61 |
|
HIGH |
115.93 |
|
0.618 |
115.51 |
|
0.500 |
115.38 |
|
0.382 |
115.25 |
|
LOW |
114.83 |
|
0.618 |
114.15 |
|
1.000 |
113.73 |
|
1.618 |
113.05 |
|
2.618 |
111.95 |
|
4.250 |
110.16 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.61 |
115.60 |
| PP |
115.49 |
115.47 |
| S1 |
115.38 |
115.35 |
|