Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118.85 |
119.27 |
0.42 |
0.4% |
117.54 |
| High |
119.23 |
119.99 |
0.76 |
0.6% |
118.82 |
| Low |
118.70 |
119.06 |
0.36 |
0.3% |
117.18 |
| Close |
118.76 |
119.70 |
0.94 |
0.8% |
118.76 |
| Range |
0.53 |
0.93 |
0.40 |
75.5% |
1.64 |
| ATR |
0.92 |
0.94 |
0.02 |
2.4% |
0.00 |
| Volume |
541,040 |
728,119 |
187,079 |
34.6% |
2,847,600 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.37 |
121.97 |
120.21 |
|
| R3 |
121.44 |
121.04 |
119.96 |
|
| R2 |
120.51 |
120.51 |
119.87 |
|
| R1 |
120.11 |
120.11 |
119.79 |
120.31 |
| PP |
119.58 |
119.58 |
119.58 |
119.69 |
| S1 |
119.18 |
119.18 |
119.61 |
119.38 |
| S2 |
118.65 |
118.65 |
119.53 |
|
| S3 |
117.72 |
118.25 |
119.44 |
|
| S4 |
116.79 |
117.32 |
119.19 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
122.61 |
119.66 |
|
| R3 |
121.53 |
120.97 |
119.21 |
|
| R2 |
119.89 |
119.89 |
119.06 |
|
| R1 |
119.33 |
119.33 |
118.91 |
119.61 |
| PP |
118.25 |
118.25 |
118.25 |
118.40 |
| S1 |
117.69 |
117.69 |
118.61 |
117.97 |
| S2 |
116.61 |
116.61 |
118.46 |
|
| S3 |
114.97 |
116.05 |
118.31 |
|
| S4 |
113.33 |
114.41 |
117.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.99 |
117.78 |
2.21 |
1.8% |
0.73 |
0.6% |
87% |
True |
False |
578,861 |
| 10 |
119.99 |
116.76 |
3.23 |
2.7% |
0.78 |
0.7% |
91% |
True |
False |
585,758 |
| 20 |
119.99 |
115.88 |
4.11 |
3.4% |
0.88 |
0.7% |
93% |
True |
False |
642,953 |
| 40 |
119.99 |
113.25 |
6.74 |
5.6% |
0.96 |
0.8% |
96% |
True |
False |
479,322 |
| 60 |
119.99 |
112.91 |
7.08 |
5.9% |
0.92 |
0.8% |
96% |
True |
False |
525,041 |
| 80 |
119.99 |
111.57 |
8.42 |
7.0% |
0.83 |
0.7% |
97% |
True |
False |
395,169 |
| 100 |
119.99 |
109.55 |
10.44 |
8.7% |
0.79 |
0.7% |
97% |
True |
False |
316,289 |
| 120 |
119.99 |
109.40 |
10.59 |
8.8% |
0.73 |
0.6% |
97% |
True |
False |
263,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.94 |
|
2.618 |
122.42 |
|
1.618 |
121.49 |
|
1.000 |
120.92 |
|
0.618 |
120.56 |
|
HIGH |
119.99 |
|
0.618 |
119.63 |
|
0.500 |
119.53 |
|
0.382 |
119.42 |
|
LOW |
119.06 |
|
0.618 |
118.49 |
|
1.000 |
118.13 |
|
1.618 |
117.56 |
|
2.618 |
116.63 |
|
4.250 |
115.11 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.64 |
119.53 |
| PP |
119.58 |
119.36 |
| S1 |
119.53 |
119.19 |
|