Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117.93 |
117.84 |
-0.09 |
-0.1% |
116.04 |
| High |
118.11 |
118.62 |
0.51 |
0.4% |
118.01 |
| Low |
117.56 |
117.66 |
0.10 |
0.1% |
115.96 |
| Close |
118.04 |
118.46 |
0.42 |
0.4% |
117.74 |
| Range |
0.55 |
0.96 |
0.41 |
74.5% |
2.05 |
| ATR |
1.01 |
1.01 |
0.00 |
-0.4% |
0.00 |
| Volume |
461,929 |
750,747 |
288,818 |
62.5% |
3,087,818 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.13 |
120.75 |
118.99 |
|
| R3 |
120.17 |
119.79 |
118.72 |
|
| R2 |
119.21 |
119.21 |
118.64 |
|
| R1 |
118.83 |
118.83 |
118.55 |
119.02 |
| PP |
118.25 |
118.25 |
118.25 |
118.34 |
| S1 |
117.87 |
117.87 |
118.37 |
118.06 |
| S2 |
117.29 |
117.29 |
118.28 |
|
| S3 |
116.33 |
116.91 |
118.20 |
|
| S4 |
115.37 |
115.95 |
117.93 |
|
|
| 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 |
118.62 |
116.76 |
1.86 |
1.6% |
0.83 |
0.7% |
91% |
True |
False |
592,654 |
| 10 |
118.62 |
115.88 |
2.74 |
2.3% |
0.96 |
0.8% |
94% |
True |
False |
632,473 |
| 20 |
118.62 |
113.67 |
4.95 |
4.2% |
0.93 |
0.8% |
97% |
True |
False |
498,237 |
| 40 |
118.62 |
112.91 |
5.71 |
4.8% |
0.97 |
0.8% |
97% |
True |
False |
470,567 |
| 60 |
118.62 |
112.91 |
5.71 |
4.8% |
0.92 |
0.8% |
97% |
True |
False |
478,266 |
| 80 |
118.62 |
109.87 |
8.75 |
7.4% |
0.83 |
0.7% |
98% |
True |
False |
359,038 |
| 100 |
118.62 |
109.55 |
9.07 |
7.7% |
0.78 |
0.7% |
98% |
True |
False |
287,358 |
| 120 |
118.62 |
109.40 |
9.22 |
7.8% |
0.70 |
0.6% |
98% |
True |
False |
239,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.70 |
|
2.618 |
121.13 |
|
1.618 |
120.17 |
|
1.000 |
119.58 |
|
0.618 |
119.21 |
|
HIGH |
118.62 |
|
0.618 |
118.25 |
|
0.500 |
118.14 |
|
0.382 |
118.03 |
|
LOW |
117.66 |
|
0.618 |
117.07 |
|
1.000 |
116.70 |
|
1.618 |
116.11 |
|
2.618 |
115.15 |
|
4.250 |
113.58 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.35 |
118.27 |
| PP |
118.25 |
118.09 |
| S1 |
118.14 |
117.90 |
|