Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.30 |
114.69 |
-1.61 |
-1.4% |
116.55 |
| High |
116.79 |
114.75 |
-2.04 |
-1.7% |
117.82 |
| Low |
114.44 |
114.05 |
-0.39 |
-0.3% |
115.46 |
| Close |
115.38 |
114.44 |
-0.94 |
-0.8% |
116.11 |
| Range |
2.35 |
0.70 |
-1.65 |
-70.2% |
2.36 |
| ATR |
1.19 |
1.20 |
0.01 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.51 |
116.18 |
114.83 |
|
| R3 |
115.81 |
115.48 |
114.63 |
|
| R2 |
115.11 |
115.11 |
114.57 |
|
| R1 |
114.78 |
114.78 |
114.50 |
114.60 |
| PP |
114.41 |
114.41 |
114.41 |
114.32 |
| S1 |
114.08 |
114.08 |
114.38 |
113.90 |
| S2 |
113.71 |
113.71 |
114.31 |
|
| S3 |
113.01 |
113.38 |
114.25 |
|
| S4 |
112.31 |
112.68 |
114.06 |
|
|
| 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 |
114.05 |
3.77 |
3.3% |
1.34 |
1.2% |
10% |
False |
True |
|
| 10 |
117.82 |
114.05 |
3.77 |
3.3% |
1.20 |
1.1% |
10% |
False |
True |
374,498 |
| 20 |
117.82 |
112.91 |
4.91 |
4.3% |
1.02 |
0.9% |
31% |
False |
False |
442,897 |
| 40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.91 |
0.8% |
31% |
False |
False |
468,484 |
| 60 |
117.82 |
109.55 |
8.27 |
7.2% |
0.79 |
0.7% |
59% |
False |
False |
312,640 |
| 80 |
117.82 |
109.55 |
8.27 |
7.2% |
0.74 |
0.6% |
59% |
False |
False |
234,639 |
| 100 |
117.82 |
109.40 |
8.42 |
7.4% |
0.65 |
0.6% |
60% |
False |
False |
187,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.73 |
|
2.618 |
116.58 |
|
1.618 |
115.88 |
|
1.000 |
115.45 |
|
0.618 |
115.18 |
|
HIGH |
114.75 |
|
0.618 |
114.48 |
|
0.500 |
114.40 |
|
0.382 |
114.32 |
|
LOW |
114.05 |
|
0.618 |
113.62 |
|
1.000 |
113.35 |
|
1.618 |
112.92 |
|
2.618 |
112.22 |
|
4.250 |
111.08 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.43 |
115.42 |
| PP |
114.41 |
115.09 |
| S1 |
114.40 |
114.77 |
|