Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121.52 |
121.69 |
0.17 |
0.1% |
120.71 |
| High |
121.79 |
123.15 |
1.36 |
1.1% |
121.79 |
| Low |
121.40 |
121.53 |
0.13 |
0.1% |
119.77 |
| Close |
121.47 |
122.49 |
1.02 |
0.8% |
121.47 |
| Range |
0.39 |
1.62 |
1.23 |
315.4% |
2.02 |
| ATR |
0.95 |
1.00 |
0.05 |
5.5% |
0.00 |
| Volume |
488,070 |
613,504 |
125,434 |
25.7% |
2,960,393 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.25 |
126.49 |
123.38 |
|
| R3 |
125.63 |
124.87 |
122.94 |
|
| R2 |
124.01 |
124.01 |
122.79 |
|
| R1 |
123.25 |
123.25 |
122.64 |
123.63 |
| PP |
122.39 |
122.39 |
122.39 |
122.58 |
| S1 |
121.63 |
121.63 |
122.34 |
122.01 |
| S2 |
120.77 |
120.77 |
122.19 |
|
| S3 |
119.15 |
120.01 |
122.04 |
|
| S4 |
117.53 |
118.39 |
121.60 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.07 |
126.29 |
122.58 |
|
| R3 |
125.05 |
124.27 |
122.03 |
|
| R2 |
123.03 |
123.03 |
121.84 |
|
| R1 |
122.25 |
122.25 |
121.66 |
122.64 |
| PP |
121.01 |
121.01 |
121.01 |
121.21 |
| S1 |
120.23 |
120.23 |
121.28 |
120.62 |
| S2 |
118.99 |
118.99 |
121.10 |
|
| S3 |
116.97 |
118.21 |
120.91 |
|
| S4 |
114.95 |
116.19 |
120.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.15 |
120.00 |
3.15 |
2.6% |
0.89 |
0.7% |
79% |
True |
False |
589,631 |
| 10 |
123.15 |
118.70 |
4.45 |
3.6% |
0.97 |
0.8% |
85% |
True |
False |
672,788 |
| 20 |
123.15 |
116.01 |
7.14 |
5.8% |
0.89 |
0.7% |
91% |
True |
False |
628,251 |
| 40 |
123.15 |
113.67 |
9.48 |
7.7% |
0.98 |
0.8% |
93% |
True |
False |
457,944 |
| 60 |
123.15 |
112.91 |
10.24 |
8.4% |
0.95 |
0.8% |
94% |
True |
False |
544,502 |
| 80 |
123.15 |
112.91 |
10.24 |
8.4% |
0.88 |
0.7% |
94% |
True |
False |
463,288 |
| 100 |
123.15 |
109.55 |
13.60 |
11.1% |
0.82 |
0.7% |
95% |
True |
False |
370,817 |
| 120 |
123.15 |
109.40 |
13.75 |
11.2% |
0.77 |
0.6% |
95% |
True |
False |
309,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.04 |
|
2.618 |
127.39 |
|
1.618 |
125.77 |
|
1.000 |
124.77 |
|
0.618 |
124.15 |
|
HIGH |
123.15 |
|
0.618 |
122.53 |
|
0.500 |
122.34 |
|
0.382 |
122.15 |
|
LOW |
121.53 |
|
0.618 |
120.53 |
|
1.000 |
119.91 |
|
1.618 |
118.91 |
|
2.618 |
117.29 |
|
4.250 |
114.65 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.44 |
122.36 |
| PP |
122.39 |
122.23 |
| S1 |
122.34 |
122.10 |
|