Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117.50 |
116.40 |
-1.10 |
-0.9% |
116.55 |
| High |
117.82 |
116.60 |
-1.22 |
-1.0% |
117.82 |
| Low |
116.13 |
115.46 |
-0.67 |
-0.6% |
115.46 |
| Close |
116.85 |
116.11 |
-0.74 |
-0.6% |
116.11 |
| Range |
1.69 |
1.14 |
-0.55 |
-32.5% |
2.36 |
| ATR |
1.08 |
1.10 |
0.02 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.48 |
118.93 |
116.74 |
|
| R3 |
118.34 |
117.79 |
116.42 |
|
| R2 |
117.20 |
117.20 |
116.32 |
|
| R1 |
116.65 |
116.65 |
116.21 |
116.36 |
| PP |
116.06 |
116.06 |
116.06 |
115.91 |
| S1 |
115.51 |
115.51 |
116.01 |
115.22 |
| S2 |
114.92 |
114.92 |
115.90 |
|
| S3 |
113.78 |
114.37 |
115.80 |
|
| S4 |
112.64 |
113.23 |
115.48 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.54 |
122.19 |
117.41 |
|
| R3 |
121.18 |
119.83 |
116.76 |
|
| R2 |
118.82 |
118.82 |
116.54 |
|
| R1 |
117.47 |
117.47 |
116.33 |
116.97 |
| PP |
116.46 |
116.46 |
116.46 |
116.21 |
| S1 |
115.11 |
115.11 |
115.89 |
114.61 |
| S2 |
114.10 |
114.10 |
115.68 |
|
| S3 |
111.74 |
112.75 |
115.46 |
|
| S4 |
109.38 |
110.39 |
114.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.82 |
115.46 |
2.36 |
2.0% |
1.15 |
1.0% |
28% |
False |
True |
174,271 |
| 10 |
117.82 |
113.50 |
4.32 |
3.7% |
1.07 |
0.9% |
60% |
False |
False |
476,718 |
| 20 |
117.82 |
112.91 |
4.91 |
4.2% |
0.96 |
0.8% |
65% |
False |
False |
509,515 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.86 |
0.7% |
65% |
False |
False |
468,540 |
| 60 |
117.82 |
109.55 |
8.27 |
7.1% |
0.75 |
0.6% |
79% |
False |
False |
312,653 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.70 |
0.6% |
79% |
False |
False |
234,640 |
| 100 |
117.82 |
109.40 |
8.42 |
7.3% |
0.62 |
0.5% |
80% |
False |
False |
187,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.45 |
|
2.618 |
119.58 |
|
1.618 |
118.44 |
|
1.000 |
117.74 |
|
0.618 |
117.30 |
|
HIGH |
116.60 |
|
0.618 |
116.16 |
|
0.500 |
116.03 |
|
0.382 |
115.90 |
|
LOW |
115.46 |
|
0.618 |
114.76 |
|
1.000 |
114.32 |
|
1.618 |
113.62 |
|
2.618 |
112.48 |
|
4.250 |
110.62 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.08 |
116.64 |
| PP |
116.06 |
116.46 |
| S1 |
116.03 |
116.29 |
|