Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114.91 |
116.76 |
1.85 |
1.6% |
116.30 |
| High |
115.67 |
117.33 |
1.66 |
1.4% |
116.79 |
| Low |
114.73 |
116.38 |
1.65 |
1.4% |
113.67 |
| Close |
115.24 |
116.64 |
1.40 |
1.2% |
114.53 |
| Range |
0.94 |
0.95 |
0.01 |
1.1% |
3.12 |
| ATR |
1.11 |
1.18 |
0.07 |
6.3% |
0.00 |
| Volume |
0 |
935,672 |
935,672 |
|
0 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.63 |
119.09 |
117.16 |
|
| R3 |
118.68 |
118.14 |
116.90 |
|
| R2 |
117.73 |
117.73 |
116.81 |
|
| R1 |
117.19 |
117.19 |
116.73 |
116.99 |
| PP |
116.78 |
116.78 |
116.78 |
116.68 |
| S1 |
116.24 |
116.24 |
116.55 |
116.04 |
| S2 |
115.83 |
115.83 |
116.47 |
|
| S3 |
114.88 |
115.29 |
116.38 |
|
| S4 |
113.93 |
114.34 |
116.12 |
|
|
| 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 |
117.33 |
113.67 |
3.66 |
3.1% |
0.99 |
0.8% |
81% |
True |
False |
187,134 |
| 10 |
117.33 |
113.67 |
3.66 |
3.1% |
1.07 |
0.9% |
81% |
True |
False |
93,567 |
| 20 |
117.82 |
113.50 |
4.32 |
3.7% |
1.04 |
0.9% |
73% |
False |
False |
316,384 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.95 |
0.8% |
76% |
False |
False |
488,613 |
| 60 |
117.82 |
112.06 |
5.76 |
4.9% |
0.82 |
0.7% |
80% |
False |
False |
328,131 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.77 |
0.7% |
86% |
False |
False |
246,315 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.71 |
0.6% |
86% |
False |
False |
197,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.37 |
|
2.618 |
119.82 |
|
1.618 |
118.87 |
|
1.000 |
118.28 |
|
0.618 |
117.92 |
|
HIGH |
117.33 |
|
0.618 |
116.97 |
|
0.500 |
116.86 |
|
0.382 |
116.74 |
|
LOW |
116.38 |
|
0.618 |
115.79 |
|
1.000 |
115.43 |
|
1.618 |
114.84 |
|
2.618 |
113.89 |
|
4.250 |
112.34 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.86 |
116.36 |
| PP |
116.78 |
116.07 |
| S1 |
116.71 |
115.79 |
|