Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.05 |
114.06 |
0.01 |
0.0% |
116.55 |
| High |
114.73 |
114.45 |
-0.28 |
-0.2% |
117.82 |
| Low |
113.78 |
113.79 |
0.01 |
0.0% |
115.46 |
| Close |
113.99 |
113.98 |
-0.01 |
0.0% |
116.11 |
| Range |
0.95 |
0.66 |
-0.29 |
-30.5% |
2.36 |
| ATR |
1.18 |
1.15 |
-0.04 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.05 |
115.68 |
114.34 |
|
| R3 |
115.39 |
115.02 |
114.16 |
|
| R2 |
114.73 |
114.73 |
114.10 |
|
| R1 |
114.36 |
114.36 |
114.04 |
114.22 |
| PP |
114.07 |
114.07 |
114.07 |
114.00 |
| S1 |
113.70 |
113.70 |
113.92 |
113.56 |
| S2 |
113.41 |
113.41 |
113.86 |
|
| S3 |
112.75 |
113.04 |
113.80 |
|
| S4 |
112.09 |
112.38 |
113.62 |
|
|
| 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 |
116.79 |
113.78 |
3.01 |
2.6% |
1.16 |
1.0% |
7% |
False |
False |
|
| 10 |
117.82 |
113.78 |
4.04 |
3.5% |
1.17 |
1.0% |
5% |
False |
False |
198,180 |
| 20 |
117.82 |
112.91 |
4.91 |
4.3% |
0.98 |
0.9% |
22% |
False |
False |
442,897 |
| 40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.92 |
0.8% |
22% |
False |
False |
467,774 |
| 60 |
117.82 |
110.11 |
7.71 |
6.8% |
0.80 |
0.7% |
50% |
False |
False |
312,626 |
| 80 |
117.82 |
109.55 |
8.27 |
7.3% |
0.74 |
0.7% |
54% |
False |
False |
234,636 |
| 100 |
117.82 |
109.40 |
8.42 |
7.4% |
0.67 |
0.6% |
54% |
False |
False |
187,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.26 |
|
2.618 |
116.18 |
|
1.618 |
115.52 |
|
1.000 |
115.11 |
|
0.618 |
114.86 |
|
HIGH |
114.45 |
|
0.618 |
114.20 |
|
0.500 |
114.12 |
|
0.382 |
114.04 |
|
LOW |
113.79 |
|
0.618 |
113.38 |
|
1.000 |
113.13 |
|
1.618 |
112.72 |
|
2.618 |
112.06 |
|
4.250 |
110.99 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.12 |
114.27 |
| PP |
114.07 |
114.17 |
| S1 |
114.03 |
114.08 |
|