Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.50 |
114.91 |
0.41 |
0.4% |
116.30 |
| High |
114.96 |
115.67 |
0.71 |
0.6% |
116.79 |
| Low |
114.25 |
114.73 |
0.48 |
0.4% |
113.67 |
| Close |
114.78 |
115.24 |
0.46 |
0.4% |
114.53 |
| Range |
0.71 |
0.94 |
0.23 |
32.4% |
3.12 |
| ATR |
1.12 |
1.11 |
-0.01 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.03 |
117.58 |
115.76 |
|
| R3 |
117.09 |
116.64 |
115.50 |
|
| R2 |
116.15 |
116.15 |
115.41 |
|
| R1 |
115.70 |
115.70 |
115.33 |
115.93 |
| PP |
115.21 |
115.21 |
115.21 |
115.33 |
| S1 |
114.76 |
114.76 |
115.15 |
114.99 |
| S2 |
114.27 |
114.27 |
115.07 |
|
| S3 |
113.33 |
113.82 |
114.98 |
|
| S4 |
112.39 |
112.88 |
114.72 |
|
|
| 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 |
115.67 |
113.67 |
2.00 |
1.7% |
0.93 |
0.8% |
79% |
True |
False |
|
| 10 |
117.82 |
113.67 |
4.15 |
3.6% |
1.15 |
1.0% |
38% |
False |
False |
|
| 20 |
117.82 |
113.25 |
4.57 |
4.0% |
1.03 |
0.9% |
44% |
False |
False |
315,691 |
| 40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.95 |
0.8% |
47% |
False |
False |
466,085 |
| 60 |
117.82 |
111.57 |
6.25 |
5.4% |
0.81 |
0.7% |
59% |
False |
False |
312,575 |
| 80 |
117.82 |
109.55 |
8.27 |
7.2% |
0.77 |
0.7% |
69% |
False |
False |
234,623 |
| 100 |
117.82 |
109.40 |
8.42 |
7.3% |
0.71 |
0.6% |
69% |
False |
False |
187,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.67 |
|
2.618 |
118.13 |
|
1.618 |
117.19 |
|
1.000 |
116.61 |
|
0.618 |
116.25 |
|
HIGH |
115.67 |
|
0.618 |
115.31 |
|
0.500 |
115.20 |
|
0.382 |
115.09 |
|
LOW |
114.73 |
|
0.618 |
114.15 |
|
1.000 |
113.79 |
|
1.618 |
113.21 |
|
2.618 |
112.27 |
|
4.250 |
110.74 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.23 |
115.08 |
| PP |
115.21 |
114.93 |
| S1 |
115.20 |
114.77 |
|