Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117.01 |
116.78 |
-0.23 |
-0.2% |
114.00 |
| High |
117.31 |
117.32 |
0.01 |
0.0% |
117.72 |
| Low |
116.78 |
116.21 |
-0.57 |
-0.5% |
113.87 |
| Close |
116.96 |
117.22 |
0.26 |
0.2% |
117.08 |
| Range |
0.53 |
1.11 |
0.58 |
109.4% |
3.85 |
| ATR |
1.10 |
1.10 |
0.00 |
0.1% |
0.00 |
| Volume |
506,500 |
753,341 |
246,841 |
48.7% |
1,822,102 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
119.84 |
117.83 |
|
| R3 |
119.14 |
118.73 |
117.53 |
|
| R2 |
118.03 |
118.03 |
117.42 |
|
| R1 |
117.62 |
117.62 |
117.32 |
117.83 |
| PP |
116.92 |
116.92 |
116.92 |
117.02 |
| S1 |
116.51 |
116.51 |
117.12 |
116.72 |
| S2 |
115.81 |
115.81 |
117.02 |
|
| S3 |
114.70 |
115.40 |
116.91 |
|
| S4 |
113.59 |
114.29 |
116.61 |
|
|
| 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 |
116.21 |
1.51 |
1.3% |
0.89 |
0.8% |
67% |
False |
True |
691,537 |
| 10 |
117.72 |
113.67 |
4.05 |
3.5% |
0.94 |
0.8% |
88% |
False |
False |
439,336 |
| 20 |
117.82 |
113.67 |
4.15 |
3.5% |
1.06 |
0.9% |
86% |
False |
False |
318,758 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.96 |
0.8% |
88% |
False |
False |
524,510 |
| 60 |
117.82 |
112.91 |
4.91 |
4.2% |
0.85 |
0.7% |
88% |
False |
False |
385,665 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.79 |
0.7% |
93% |
False |
False |
289,502 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.72 |
0.6% |
93% |
False |
False |
231,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.04 |
|
2.618 |
120.23 |
|
1.618 |
119.12 |
|
1.000 |
118.43 |
|
0.618 |
118.01 |
|
HIGH |
117.32 |
|
0.618 |
116.90 |
|
0.500 |
116.77 |
|
0.382 |
116.63 |
|
LOW |
116.21 |
|
0.618 |
115.52 |
|
1.000 |
115.10 |
|
1.618 |
114.41 |
|
2.618 |
113.30 |
|
4.250 |
111.49 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.07 |
117.10 |
| PP |
116.92 |
116.99 |
| S1 |
116.77 |
116.87 |
|