Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117.22 |
116.70 |
-0.52 |
-0.4% |
114.00 |
| High |
117.53 |
117.53 |
0.00 |
0.0% |
117.72 |
| Low |
116.82 |
116.28 |
-0.54 |
-0.5% |
113.87 |
| Close |
117.11 |
117.22 |
0.11 |
0.1% |
117.08 |
| Range |
0.71 |
1.25 |
0.54 |
76.1% |
3.85 |
| ATR |
1.14 |
1.15 |
0.01 |
0.7% |
0.00 |
| Volume |
543,182 |
768,235 |
225,053 |
41.4% |
1,822,102 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.76 |
120.24 |
117.91 |
|
| R3 |
119.51 |
118.99 |
117.56 |
|
| R2 |
118.26 |
118.26 |
117.45 |
|
| R1 |
117.74 |
117.74 |
117.33 |
118.00 |
| PP |
117.01 |
117.01 |
117.01 |
117.14 |
| S1 |
116.49 |
116.49 |
117.11 |
116.75 |
| S2 |
115.76 |
115.76 |
116.99 |
|
| S3 |
114.51 |
115.24 |
116.88 |
|
| S4 |
113.26 |
113.99 |
116.53 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.77 |
126.28 |
119.20 |
|
| R3 |
123.92 |
122.43 |
118.14 |
|
| R2 |
120.07 |
120.07 |
117.79 |
|
| R1 |
118.58 |
118.58 |
117.43 |
119.33 |
| PP |
116.22 |
116.22 |
116.22 |
116.60 |
| S1 |
114.73 |
114.73 |
116.73 |
115.48 |
| S2 |
112.37 |
112.37 |
116.37 |
|
| S3 |
108.52 |
110.88 |
116.02 |
|
| S4 |
104.67 |
107.03 |
114.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.72 |
114.73 |
2.99 |
2.6% |
0.94 |
0.8% |
83% |
False |
False |
626,703 |
| 10 |
117.72 |
113.67 |
4.05 |
3.5% |
0.94 |
0.8% |
88% |
False |
False |
313,351 |
| 20 |
117.82 |
113.67 |
4.15 |
3.5% |
1.07 |
0.9% |
86% |
False |
False |
343,925 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.97 |
0.8% |
88% |
False |
False |
533,720 |
| 60 |
117.82 |
112.33 |
5.49 |
4.7% |
0.84 |
0.7% |
89% |
False |
False |
364,730 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.78 |
0.7% |
93% |
False |
False |
273,780 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.71 |
0.6% |
93% |
False |
False |
219,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.84 |
|
2.618 |
120.80 |
|
1.618 |
119.55 |
|
1.000 |
118.78 |
|
0.618 |
118.30 |
|
HIGH |
117.53 |
|
0.618 |
117.05 |
|
0.500 |
116.91 |
|
0.382 |
116.76 |
|
LOW |
116.28 |
|
0.618 |
115.51 |
|
1.000 |
115.03 |
|
1.618 |
114.26 |
|
2.618 |
113.01 |
|
4.250 |
110.97 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.12 |
117.15 |
| PP |
117.01 |
117.07 |
| S1 |
116.91 |
117.00 |
|