Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116.60 |
116.84 |
0.24 |
0.2% |
117.22 |
| High |
117.06 |
117.12 |
0.06 |
0.1% |
117.53 |
| Low |
116.43 |
116.01 |
-0.42 |
-0.4% |
115.88 |
| Close |
116.68 |
117.07 |
0.39 |
0.3% |
115.93 |
| Range |
0.63 |
1.11 |
0.48 |
76.2% |
1.65 |
| ATR |
1.09 |
1.09 |
0.00 |
0.1% |
0.00 |
| Volume |
473,472 |
775,253 |
301,781 |
63.7% |
3,437,909 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.06 |
119.68 |
117.68 |
|
| R3 |
118.95 |
118.57 |
117.38 |
|
| R2 |
117.84 |
117.84 |
117.27 |
|
| R1 |
117.46 |
117.46 |
117.17 |
117.65 |
| PP |
116.73 |
116.73 |
116.73 |
116.83 |
| S1 |
116.35 |
116.35 |
116.97 |
116.54 |
| S2 |
115.62 |
115.62 |
116.87 |
|
| S3 |
114.51 |
115.24 |
116.76 |
|
| S4 |
113.40 |
114.13 |
116.46 |
|
|
| 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 |
117.46 |
115.88 |
1.58 |
1.3% |
1.08 |
0.9% |
75% |
False |
False |
672,292 |
| 10 |
117.72 |
115.88 |
1.84 |
1.6% |
0.97 |
0.8% |
65% |
False |
False |
700,148 |
| 20 |
117.82 |
113.67 |
4.15 |
3.5% |
1.06 |
0.9% |
82% |
False |
False |
350,074 |
| 40 |
117.82 |
112.91 |
4.91 |
4.2% |
0.98 |
0.8% |
85% |
False |
False |
482,769 |
| 60 |
117.82 |
112.91 |
4.91 |
4.2% |
0.90 |
0.8% |
85% |
False |
False |
429,064 |
| 80 |
117.82 |
109.55 |
8.27 |
7.1% |
0.81 |
0.7% |
91% |
False |
False |
322,014 |
| 100 |
117.82 |
109.40 |
8.42 |
7.2% |
0.76 |
0.6% |
91% |
False |
False |
257,728 |
| 120 |
117.82 |
109.40 |
8.42 |
7.2% |
0.67 |
0.6% |
91% |
False |
False |
214,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.84 |
|
2.618 |
120.03 |
|
1.618 |
118.92 |
|
1.000 |
118.23 |
|
0.618 |
117.81 |
|
HIGH |
117.12 |
|
0.618 |
116.70 |
|
0.500 |
116.57 |
|
0.382 |
116.43 |
|
LOW |
116.01 |
|
0.618 |
115.32 |
|
1.000 |
114.90 |
|
1.618 |
114.21 |
|
2.618 |
113.10 |
|
4.250 |
111.29 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.90 |
116.89 |
| PP |
116.73 |
116.72 |
| S1 |
116.57 |
116.54 |
|