Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.40 |
116.30 |
-0.10 |
-0.1% |
116.55 |
| High |
116.60 |
116.79 |
0.19 |
0.2% |
117.82 |
| Low |
115.46 |
114.44 |
-1.02 |
-0.9% |
115.46 |
| Close |
116.11 |
115.38 |
-0.73 |
-0.6% |
116.11 |
| Range |
1.14 |
2.35 |
1.21 |
106.1% |
2.36 |
| ATR |
1.10 |
1.19 |
0.09 |
8.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.59 |
121.33 |
116.67 |
|
| R3 |
120.24 |
118.98 |
116.03 |
|
| R2 |
117.89 |
117.89 |
115.81 |
|
| R1 |
116.63 |
116.63 |
115.60 |
116.09 |
| PP |
115.54 |
115.54 |
115.54 |
115.26 |
| S1 |
114.28 |
114.28 |
115.16 |
113.74 |
| S2 |
113.19 |
113.19 |
114.95 |
|
| S3 |
110.84 |
111.93 |
114.73 |
|
| S4 |
108.49 |
109.58 |
114.09 |
|
|
| 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 |
114.44 |
3.38 |
2.9% |
1.41 |
1.2% |
28% |
False |
True |
|
| 10 |
117.82 |
114.44 |
3.38 |
2.9% |
1.25 |
1.1% |
28% |
False |
True |
476,718 |
| 20 |
117.82 |
112.91 |
4.91 |
4.3% |
1.03 |
0.9% |
50% |
False |
False |
442,897 |
| 40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.91 |
0.8% |
50% |
False |
False |
468,529 |
| 60 |
117.82 |
109.55 |
8.27 |
7.2% |
0.78 |
0.7% |
70% |
False |
False |
312,652 |
| 80 |
117.82 |
109.55 |
8.27 |
7.2% |
0.73 |
0.6% |
70% |
False |
False |
234,640 |
| 100 |
117.82 |
109.40 |
8.42 |
7.3% |
0.64 |
0.6% |
71% |
False |
False |
187,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.78 |
|
2.618 |
122.94 |
|
1.618 |
120.59 |
|
1.000 |
119.14 |
|
0.618 |
118.24 |
|
HIGH |
116.79 |
|
0.618 |
115.89 |
|
0.500 |
115.62 |
|
0.382 |
115.34 |
|
LOW |
114.44 |
|
0.618 |
112.99 |
|
1.000 |
112.09 |
|
1.618 |
110.64 |
|
2.618 |
108.29 |
|
4.250 |
104.45 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.62 |
116.13 |
| PP |
115.54 |
115.88 |
| S1 |
115.46 |
115.63 |
|