Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.71 |
120.07 |
-0.64 |
-0.5% |
118.61 |
| High |
120.96 |
121.06 |
0.10 |
0.1% |
121.48 |
| Low |
119.77 |
120.00 |
0.23 |
0.2% |
118.39 |
| Close |
120.27 |
120.83 |
0.56 |
0.5% |
120.70 |
| Range |
1.19 |
1.06 |
-0.13 |
-10.9% |
3.09 |
| ATR |
1.03 |
1.03 |
0.00 |
0.2% |
0.00 |
| Volume |
625,741 |
775,234 |
149,493 |
23.9% |
3,548,464 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.81 |
123.38 |
121.41 |
|
| R3 |
122.75 |
122.32 |
121.12 |
|
| R2 |
121.69 |
121.69 |
121.02 |
|
| R1 |
121.26 |
121.26 |
120.93 |
121.48 |
| PP |
120.63 |
120.63 |
120.63 |
120.74 |
| S1 |
120.20 |
120.20 |
120.73 |
120.42 |
| S2 |
119.57 |
119.57 |
120.64 |
|
| S3 |
118.51 |
119.14 |
120.54 |
|
| S4 |
117.45 |
118.08 |
120.25 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.46 |
128.17 |
122.40 |
|
| R3 |
126.37 |
125.08 |
121.55 |
|
| R2 |
123.28 |
123.28 |
121.27 |
|
| R1 |
121.99 |
121.99 |
120.98 |
122.64 |
| PP |
120.19 |
120.19 |
120.19 |
120.51 |
| S1 |
118.90 |
118.90 |
120.42 |
119.55 |
| S2 |
117.10 |
117.10 |
120.13 |
|
| S3 |
114.01 |
115.81 |
119.85 |
|
| S4 |
110.92 |
112.72 |
119.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.48 |
119.06 |
2.42 |
2.0% |
1.15 |
0.9% |
73% |
False |
False |
802,785 |
| 10 |
121.48 |
117.66 |
3.82 |
3.2% |
0.94 |
0.8% |
83% |
False |
False |
693,086 |
| 20 |
121.48 |
115.88 |
5.60 |
4.6% |
0.93 |
0.8% |
88% |
False |
False |
650,567 |
| 40 |
121.48 |
113.67 |
7.81 |
6.5% |
1.00 |
0.8% |
92% |
False |
False |
497,246 |
| 60 |
121.48 |
112.91 |
8.57 |
7.1% |
0.96 |
0.8% |
92% |
False |
False |
572,669 |
| 80 |
121.48 |
112.33 |
9.15 |
7.6% |
0.86 |
0.7% |
93% |
False |
False |
436,189 |
| 100 |
121.48 |
109.55 |
11.93 |
9.9% |
0.81 |
0.7% |
95% |
False |
False |
349,138 |
| 120 |
121.48 |
109.40 |
12.08 |
10.0% |
0.75 |
0.6% |
95% |
False |
False |
290,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.57 |
|
2.618 |
123.84 |
|
1.618 |
122.78 |
|
1.000 |
122.12 |
|
0.618 |
121.72 |
|
HIGH |
121.06 |
|
0.618 |
120.66 |
|
0.500 |
120.53 |
|
0.382 |
120.40 |
|
LOW |
120.00 |
|
0.618 |
119.34 |
|
1.000 |
118.94 |
|
1.618 |
118.28 |
|
2.618 |
117.22 |
|
4.250 |
115.50 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.73 |
120.76 |
| PP |
120.63 |
120.69 |
| S1 |
120.53 |
120.63 |
|