Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117.55 |
117.54 |
-0.01 |
0.0% |
116.04 |
High |
117.93 |
117.96 |
0.03 |
0.0% |
118.01 |
Low |
117.30 |
117.18 |
-0.12 |
-0.1% |
115.96 |
Close |
117.74 |
117.87 |
0.13 |
0.1% |
117.74 |
Range |
0.63 |
0.78 |
0.15 |
23.8% |
2.05 |
ATR |
1.07 |
1.05 |
-0.02 |
-1.9% |
0.00 |
Volume |
575,790 |
404,250 |
-171,540 |
-29.8% |
3,087,818 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.01 |
119.72 |
118.30 |
|
R3 |
119.23 |
118.94 |
118.08 |
|
R2 |
118.45 |
118.45 |
118.01 |
|
R1 |
118.16 |
118.16 |
117.94 |
118.31 |
PP |
117.67 |
117.67 |
117.67 |
117.74 |
S1 |
117.38 |
117.38 |
117.80 |
117.53 |
S2 |
116.89 |
116.89 |
117.73 |
|
S3 |
116.11 |
116.60 |
117.66 |
|
S4 |
115.33 |
115.82 |
117.44 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.39 |
122.61 |
118.87 |
|
R3 |
121.34 |
120.56 |
118.30 |
|
R2 |
119.29 |
119.29 |
118.12 |
|
R1 |
118.51 |
118.51 |
117.93 |
118.90 |
PP |
117.24 |
117.24 |
117.24 |
117.43 |
S1 |
116.46 |
116.46 |
117.55 |
116.85 |
S2 |
115.19 |
115.19 |
117.36 |
|
S3 |
113.14 |
114.41 |
117.18 |
|
S4 |
111.09 |
112.36 |
116.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.01 |
116.01 |
2.00 |
1.7% |
0.88 |
0.7% |
93% |
False |
False |
599,864 |
10 |
118.01 |
115.88 |
2.13 |
1.8% |
0.99 |
0.8% |
93% |
False |
False |
638,679 |
20 |
118.01 |
113.67 |
4.34 |
3.7% |
0.93 |
0.8% |
97% |
False |
False |
437,603 |
40 |
118.01 |
112.91 |
5.10 |
4.3% |
0.98 |
0.8% |
97% |
False |
False |
440,250 |
60 |
118.01 |
112.91 |
5.10 |
4.3% |
0.92 |
0.8% |
97% |
False |
False |
458,221 |
80 |
118.01 |
109.55 |
8.46 |
7.2% |
0.82 |
0.7% |
98% |
False |
False |
343,890 |
100 |
118.01 |
109.55 |
8.46 |
7.2% |
0.77 |
0.7% |
98% |
False |
False |
275,232 |
120 |
118.01 |
109.40 |
8.61 |
7.3% |
0.69 |
0.6% |
98% |
False |
False |
229,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.28 |
2.618 |
120.00 |
1.618 |
119.22 |
1.000 |
118.74 |
0.618 |
118.44 |
HIGH |
117.96 |
0.618 |
117.66 |
0.500 |
117.57 |
0.382 |
117.48 |
LOW |
117.18 |
0.618 |
116.70 |
1.000 |
116.40 |
1.618 |
115.92 |
2.618 |
115.14 |
4.250 |
113.87 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117.77 |
117.71 |
PP |
117.67 |
117.55 |
S1 |
117.57 |
117.39 |
|