Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.07 |
120.84 |
0.77 |
0.6% |
118.61 |
| High |
121.06 |
121.58 |
0.52 |
0.4% |
121.48 |
| Low |
120.00 |
120.70 |
0.70 |
0.6% |
118.39 |
| Close |
120.83 |
121.34 |
0.51 |
0.4% |
120.70 |
| Range |
1.06 |
0.88 |
-0.18 |
-17.0% |
3.09 |
| ATR |
1.03 |
1.02 |
-0.01 |
-1.0% |
0.00 |
| Volume |
775,234 |
679,791 |
-95,443 |
-12.3% |
3,548,464 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.85 |
123.47 |
121.82 |
|
| R3 |
122.97 |
122.59 |
121.58 |
|
| R2 |
122.09 |
122.09 |
121.50 |
|
| R1 |
121.71 |
121.71 |
121.42 |
121.90 |
| PP |
121.21 |
121.21 |
121.21 |
121.30 |
| S1 |
120.83 |
120.83 |
121.26 |
121.02 |
| S2 |
120.33 |
120.33 |
121.18 |
|
| S3 |
119.45 |
119.95 |
121.10 |
|
| S4 |
118.57 |
119.07 |
120.86 |
|
|
| 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 |
121.58 |
119.77 |
1.81 |
1.5% |
1.14 |
0.9% |
87% |
True |
False |
793,119 |
| 10 |
121.58 |
117.78 |
3.80 |
3.1% |
0.93 |
0.8% |
94% |
True |
False |
685,990 |
| 20 |
121.58 |
115.88 |
5.70 |
4.7% |
0.95 |
0.8% |
96% |
True |
False |
659,232 |
| 40 |
121.58 |
113.67 |
7.91 |
6.5% |
1.00 |
0.8% |
97% |
True |
False |
493,542 |
| 60 |
121.58 |
112.91 |
8.67 |
7.1% |
0.96 |
0.8% |
97% |
True |
False |
572,277 |
| 80 |
121.58 |
112.49 |
9.09 |
7.5% |
0.87 |
0.7% |
97% |
True |
False |
444,655 |
| 100 |
121.58 |
109.55 |
12.03 |
9.9% |
0.81 |
0.7% |
98% |
True |
False |
355,935 |
| 120 |
121.58 |
109.40 |
12.18 |
10.0% |
0.75 |
0.6% |
98% |
True |
False |
296,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.32 |
|
2.618 |
123.88 |
|
1.618 |
123.00 |
|
1.000 |
122.46 |
|
0.618 |
122.12 |
|
HIGH |
121.58 |
|
0.618 |
121.24 |
|
0.500 |
121.14 |
|
0.382 |
121.04 |
|
LOW |
120.70 |
|
0.618 |
120.16 |
|
1.000 |
119.82 |
|
1.618 |
119.28 |
|
2.618 |
118.40 |
|
4.250 |
116.96 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.27 |
121.12 |
| PP |
121.21 |
120.90 |
| S1 |
121.14 |
120.68 |
|