Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.78 |
117.31 |
0.53 |
0.5% |
117.22 |
| High |
117.32 |
117.46 |
0.14 |
0.1% |
117.53 |
| Low |
116.21 |
115.88 |
-0.33 |
-0.3% |
115.88 |
| Close |
117.22 |
115.93 |
-1.29 |
-1.1% |
115.93 |
| Range |
1.11 |
1.58 |
0.47 |
42.3% |
1.65 |
| ATR |
1.10 |
1.14 |
0.03 |
3.1% |
0.00 |
| Volume |
753,341 |
866,651 |
113,310 |
15.0% |
3,437,909 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.16 |
120.13 |
116.80 |
|
| R3 |
119.58 |
118.55 |
116.36 |
|
| R2 |
118.00 |
118.00 |
116.22 |
|
| R1 |
116.97 |
116.97 |
116.07 |
116.70 |
| PP |
116.42 |
116.42 |
116.42 |
116.29 |
| S1 |
115.39 |
115.39 |
115.79 |
115.12 |
| S2 |
114.84 |
114.84 |
115.64 |
|
| S3 |
113.26 |
113.81 |
115.50 |
|
| S4 |
111.68 |
112.23 |
115.06 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.40 |
120.31 |
116.84 |
|
| R3 |
119.75 |
118.66 |
116.38 |
|
| R2 |
118.10 |
118.10 |
116.23 |
|
| R1 |
117.01 |
117.01 |
116.08 |
116.73 |
| PP |
116.45 |
116.45 |
116.45 |
116.31 |
| S1 |
115.36 |
115.36 |
115.78 |
115.08 |
| S2 |
114.80 |
114.80 |
115.63 |
|
| S3 |
113.15 |
113.71 |
115.48 |
|
| S4 |
111.50 |
112.06 |
115.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.53 |
115.88 |
1.65 |
1.4% |
1.04 |
0.9% |
3% |
False |
True |
687,581 |
| 10 |
117.72 |
113.87 |
3.85 |
3.3% |
1.01 |
0.9% |
54% |
False |
False |
526,001 |
| 20 |
117.82 |
113.67 |
4.15 |
3.6% |
1.07 |
0.9% |
54% |
False |
False |
306,568 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.98 |
0.8% |
62% |
False |
False |
513,829 |
| 60 |
117.82 |
112.91 |
4.91 |
4.2% |
0.87 |
0.7% |
62% |
False |
False |
400,099 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.80 |
0.7% |
77% |
False |
False |
300,309 |
| 100 |
117.82 |
109.40 |
8.42 |
7.3% |
0.73 |
0.6% |
78% |
False |
False |
240,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.18 |
|
2.618 |
121.60 |
|
1.618 |
120.02 |
|
1.000 |
119.04 |
|
0.618 |
118.44 |
|
HIGH |
117.46 |
|
0.618 |
116.86 |
|
0.500 |
116.67 |
|
0.382 |
116.48 |
|
LOW |
115.88 |
|
0.618 |
114.90 |
|
1.000 |
114.30 |
|
1.618 |
113.32 |
|
2.618 |
111.74 |
|
4.250 |
109.17 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.67 |
116.67 |
| PP |
116.42 |
116.42 |
| S1 |
116.18 |
116.18 |
|