Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.06 |
114.19 |
0.13 |
0.1% |
116.30 |
| High |
114.45 |
114.55 |
0.10 |
0.1% |
116.79 |
| Low |
113.79 |
113.67 |
-0.12 |
-0.1% |
113.67 |
| Close |
113.98 |
114.53 |
0.55 |
0.5% |
114.53 |
| Range |
0.66 |
0.88 |
0.22 |
33.3% |
3.12 |
| ATR |
1.15 |
1.13 |
-0.02 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.89 |
116.59 |
115.01 |
|
| R3 |
116.01 |
115.71 |
114.77 |
|
| R2 |
115.13 |
115.13 |
114.69 |
|
| R1 |
114.83 |
114.83 |
114.61 |
114.98 |
| PP |
114.25 |
114.25 |
114.25 |
114.33 |
| S1 |
113.95 |
113.95 |
114.45 |
114.10 |
| S2 |
113.37 |
113.37 |
114.37 |
|
| S3 |
112.49 |
113.07 |
114.29 |
|
| S4 |
111.61 |
112.19 |
114.05 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.36 |
122.56 |
116.25 |
|
| R3 |
121.24 |
119.44 |
115.39 |
|
| R2 |
118.12 |
118.12 |
115.10 |
|
| R1 |
116.32 |
116.32 |
114.82 |
115.66 |
| PP |
115.00 |
115.00 |
115.00 |
114.67 |
| S1 |
113.20 |
113.20 |
114.24 |
112.54 |
| S2 |
111.88 |
111.88 |
113.96 |
|
| S3 |
108.76 |
110.08 |
113.67 |
|
| S4 |
105.64 |
106.96 |
112.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.79 |
113.67 |
3.12 |
2.7% |
1.11 |
1.0% |
28% |
False |
True |
|
| 10 |
117.82 |
113.67 |
4.15 |
3.6% |
1.13 |
1.0% |
21% |
False |
True |
87,135 |
| 20 |
117.82 |
112.91 |
4.91 |
4.3% |
0.99 |
0.9% |
33% |
False |
False |
442,897 |
| 40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.92 |
0.8% |
33% |
False |
False |
467,598 |
| 60 |
117.82 |
110.27 |
7.55 |
6.6% |
0.79 |
0.7% |
56% |
False |
False |
312,616 |
| 80 |
117.82 |
109.55 |
8.27 |
7.2% |
0.75 |
0.7% |
60% |
False |
False |
234,633 |
| 100 |
117.82 |
109.40 |
8.42 |
7.4% |
0.67 |
0.6% |
61% |
False |
False |
187,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.29 |
|
2.618 |
116.85 |
|
1.618 |
115.97 |
|
1.000 |
115.43 |
|
0.618 |
115.09 |
|
HIGH |
114.55 |
|
0.618 |
114.21 |
|
0.500 |
114.11 |
|
0.382 |
114.01 |
|
LOW |
113.67 |
|
0.618 |
113.13 |
|
1.000 |
112.79 |
|
1.618 |
112.25 |
|
2.618 |
111.37 |
|
4.250 |
109.93 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.39 |
114.42 |
| PP |
114.25 |
114.31 |
| S1 |
114.11 |
114.20 |
|