Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.96 |
123.45 |
0.49 |
0.4% |
120.71 |
| High |
123.87 |
124.49 |
0.62 |
0.5% |
121.79 |
| Low |
122.71 |
123.15 |
0.44 |
0.4% |
119.77 |
| Close |
123.47 |
123.93 |
0.46 |
0.4% |
121.47 |
| Range |
1.16 |
1.34 |
0.18 |
15.5% |
2.02 |
| ATR |
1.03 |
1.05 |
0.02 |
2.2% |
0.00 |
| Volume |
792,255 |
1,091,397 |
299,142 |
37.8% |
2,960,393 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.88 |
127.24 |
124.67 |
|
| R3 |
126.54 |
125.90 |
124.30 |
|
| R2 |
125.20 |
125.20 |
124.18 |
|
| R1 |
124.56 |
124.56 |
124.05 |
124.88 |
| PP |
123.86 |
123.86 |
123.86 |
124.02 |
| S1 |
123.22 |
123.22 |
123.81 |
123.54 |
| S2 |
122.52 |
122.52 |
123.68 |
|
| S3 |
121.18 |
121.88 |
123.56 |
|
| S4 |
119.84 |
120.54 |
123.19 |
|
|
| 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 |
124.49 |
121.04 |
3.45 |
2.8% |
1.00 |
0.8% |
84% |
True |
False |
675,356 |
| 10 |
124.49 |
119.77 |
4.72 |
3.8% |
1.07 |
0.9% |
88% |
True |
False |
734,238 |
| 20 |
124.49 |
116.76 |
7.73 |
6.2% |
0.93 |
0.7% |
93% |
True |
False |
659,998 |
| 40 |
124.49 |
113.67 |
10.82 |
8.7% |
0.99 |
0.8% |
95% |
True |
False |
505,036 |
| 60 |
124.49 |
112.91 |
11.58 |
9.3% |
0.96 |
0.8% |
95% |
True |
False |
541,845 |
| 80 |
124.49 |
112.91 |
11.58 |
9.3% |
0.90 |
0.7% |
95% |
True |
False |
486,797 |
| 100 |
124.49 |
109.55 |
14.94 |
12.1% |
0.83 |
0.7% |
96% |
True |
False |
389,610 |
| 120 |
124.49 |
109.40 |
15.09 |
12.2% |
0.78 |
0.6% |
96% |
True |
False |
324,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.19 |
|
2.618 |
128.00 |
|
1.618 |
126.66 |
|
1.000 |
125.83 |
|
0.618 |
125.32 |
|
HIGH |
124.49 |
|
0.618 |
123.98 |
|
0.500 |
123.82 |
|
0.382 |
123.66 |
|
LOW |
123.15 |
|
0.618 |
122.32 |
|
1.000 |
121.81 |
|
1.618 |
120.98 |
|
2.618 |
119.64 |
|
4.250 |
117.46 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.89 |
123.62 |
| PP |
123.86 |
123.32 |
| S1 |
123.82 |
123.01 |
|