Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.92 |
117.50 |
0.58 |
0.5% |
113.58 |
| High |
117.40 |
117.82 |
0.42 |
0.4% |
116.71 |
| Low |
116.58 |
116.13 |
-0.45 |
-0.4% |
113.50 |
| Close |
117.05 |
116.85 |
-0.20 |
-0.2% |
115.65 |
| Range |
0.82 |
1.69 |
0.87 |
106.1% |
3.21 |
| ATR |
1.03 |
1.08 |
0.05 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.00 |
121.12 |
117.78 |
|
| R3 |
120.31 |
119.43 |
117.31 |
|
| R2 |
118.62 |
118.62 |
117.16 |
|
| R1 |
117.74 |
117.74 |
117.00 |
117.34 |
| PP |
116.93 |
116.93 |
116.93 |
116.73 |
| S1 |
116.05 |
116.05 |
116.70 |
115.65 |
| S2 |
115.24 |
115.24 |
116.54 |
|
| S3 |
113.55 |
114.36 |
116.39 |
|
| S4 |
111.86 |
112.67 |
115.92 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
123.49 |
117.42 |
|
| R3 |
121.71 |
120.28 |
116.53 |
|
| R2 |
118.50 |
118.50 |
116.24 |
|
| R1 |
117.07 |
117.07 |
115.94 |
117.79 |
| PP |
115.29 |
115.29 |
115.29 |
115.64 |
| S1 |
113.86 |
113.86 |
115.36 |
114.58 |
| S2 |
112.08 |
112.08 |
115.06 |
|
| S3 |
108.87 |
110.65 |
114.77 |
|
| S4 |
105.66 |
107.44 |
113.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.82 |
115.37 |
2.45 |
2.1% |
1.19 |
1.0% |
60% |
True |
False |
396,360 |
| 10 |
117.82 |
113.50 |
4.32 |
3.7% |
1.02 |
0.9% |
78% |
True |
False |
539,201 |
| 20 |
117.82 |
112.91 |
4.91 |
4.2% |
0.95 |
0.8% |
80% |
True |
False |
565,396 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.85 |
0.7% |
80% |
True |
False |
468,545 |
| 60 |
117.82 |
109.55 |
8.27 |
7.1% |
0.75 |
0.6% |
88% |
True |
False |
312,658 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.69 |
0.6% |
88% |
True |
False |
234,640 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.61 |
0.5% |
88% |
True |
False |
187,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.00 |
|
2.618 |
122.24 |
|
1.618 |
120.55 |
|
1.000 |
119.51 |
|
0.618 |
118.86 |
|
HIGH |
117.82 |
|
0.618 |
117.17 |
|
0.500 |
116.98 |
|
0.382 |
116.78 |
|
LOW |
116.13 |
|
0.618 |
115.09 |
|
1.000 |
114.44 |
|
1.618 |
113.40 |
|
2.618 |
111.71 |
|
4.250 |
108.95 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.98 |
116.98 |
| PP |
116.93 |
116.93 |
| S1 |
116.89 |
116.89 |
|