Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116.84 |
117.05 |
0.21 |
0.2% |
117.22 |
| High |
117.12 |
118.01 |
0.89 |
0.8% |
117.53 |
| Low |
116.01 |
116.76 |
0.75 |
0.6% |
115.88 |
| Close |
117.07 |
117.52 |
0.45 |
0.4% |
115.93 |
| Range |
1.11 |
1.25 |
0.14 |
12.6% |
1.65 |
| ATR |
1.09 |
1.10 |
0.01 |
1.0% |
0.00 |
| Volume |
775,253 |
770,558 |
-4,695 |
-0.6% |
3,437,909 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.18 |
120.60 |
118.21 |
|
| R3 |
119.93 |
119.35 |
117.86 |
|
| R2 |
118.68 |
118.68 |
117.75 |
|
| R1 |
118.10 |
118.10 |
117.63 |
118.39 |
| PP |
117.43 |
117.43 |
117.43 |
117.58 |
| S1 |
116.85 |
116.85 |
117.41 |
117.14 |
| S2 |
116.18 |
116.18 |
117.29 |
|
| S3 |
114.93 |
115.60 |
117.18 |
|
| S4 |
113.68 |
114.35 |
116.83 |
|
|
| 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 |
118.01 |
115.88 |
2.13 |
1.8% |
1.11 |
0.9% |
77% |
True |
False |
675,735 |
| 10 |
118.01 |
115.88 |
2.13 |
1.8% |
1.00 |
0.9% |
77% |
True |
False |
683,636 |
| 20 |
118.01 |
113.67 |
4.34 |
3.7% |
1.04 |
0.9% |
89% |
True |
False |
388,601 |
| 40 |
118.01 |
112.91 |
5.10 |
4.3% |
0.99 |
0.8% |
90% |
True |
False |
476,999 |
| 60 |
118.01 |
112.91 |
5.10 |
4.3% |
0.91 |
0.8% |
90% |
True |
False |
441,897 |
| 80 |
118.01 |
109.55 |
8.46 |
7.2% |
0.82 |
0.7% |
94% |
True |
False |
331,644 |
| 100 |
118.01 |
109.55 |
8.46 |
7.2% |
0.76 |
0.6% |
94% |
True |
False |
265,432 |
| 120 |
118.01 |
109.40 |
8.61 |
7.3% |
0.68 |
0.6% |
94% |
True |
False |
221,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.32 |
|
2.618 |
121.28 |
|
1.618 |
120.03 |
|
1.000 |
119.26 |
|
0.618 |
118.78 |
|
HIGH |
118.01 |
|
0.618 |
117.53 |
|
0.500 |
117.39 |
|
0.382 |
117.24 |
|
LOW |
116.76 |
|
0.618 |
115.99 |
|
1.000 |
115.51 |
|
1.618 |
114.74 |
|
2.618 |
113.49 |
|
4.250 |
111.45 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.48 |
117.35 |
| PP |
117.43 |
117.18 |
| S1 |
117.39 |
117.01 |
|