Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.70 |
117.01 |
0.31 |
0.3% |
114.00 |
| High |
117.53 |
117.31 |
-0.22 |
-0.2% |
117.72 |
| Low |
116.28 |
116.78 |
0.50 |
0.4% |
113.87 |
| Close |
117.22 |
116.96 |
-0.26 |
-0.2% |
117.08 |
| Range |
1.25 |
0.53 |
-0.72 |
-57.6% |
3.85 |
| ATR |
1.15 |
1.10 |
-0.04 |
-3.8% |
0.00 |
| Volume |
768,235 |
506,500 |
-261,735 |
-34.1% |
1,822,102 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.61 |
118.31 |
117.25 |
|
| R3 |
118.08 |
117.78 |
117.11 |
|
| R2 |
117.55 |
117.55 |
117.06 |
|
| R1 |
117.25 |
117.25 |
117.01 |
117.14 |
| PP |
117.02 |
117.02 |
117.02 |
116.96 |
| S1 |
116.72 |
116.72 |
116.91 |
116.61 |
| S2 |
116.49 |
116.49 |
116.86 |
|
| S3 |
115.96 |
116.19 |
116.81 |
|
| S4 |
115.43 |
115.66 |
116.67 |
|
|
| 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 |
116.28 |
1.44 |
1.2% |
0.86 |
0.7% |
47% |
False |
False |
728,003 |
| 10 |
117.72 |
113.67 |
4.05 |
3.5% |
0.90 |
0.8% |
81% |
False |
False |
364,001 |
| 20 |
117.82 |
113.67 |
4.15 |
3.5% |
1.06 |
0.9% |
79% |
False |
False |
327,852 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.97 |
0.8% |
82% |
False |
False |
528,800 |
| 60 |
117.82 |
112.49 |
5.33 |
4.6% |
0.84 |
0.7% |
84% |
False |
False |
373,130 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.78 |
0.7% |
90% |
False |
False |
280,111 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.71 |
0.6% |
90% |
False |
False |
224,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.56 |
|
2.618 |
118.70 |
|
1.618 |
118.17 |
|
1.000 |
117.84 |
|
0.618 |
117.64 |
|
HIGH |
117.31 |
|
0.618 |
117.11 |
|
0.500 |
117.05 |
|
0.382 |
116.98 |
|
LOW |
116.78 |
|
0.618 |
116.45 |
|
1.000 |
116.25 |
|
1.618 |
115.92 |
|
2.618 |
115.39 |
|
4.250 |
114.53 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.05 |
116.94 |
| PP |
117.02 |
116.92 |
| S1 |
116.99 |
116.91 |
|