Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124.27 |
123.63 |
-0.64 |
-0.5% |
121.69 |
High |
124.91 |
124.34 |
-0.57 |
-0.5% |
124.91 |
Low |
123.11 |
123.15 |
0.04 |
0.0% |
121.53 |
Close |
123.34 |
123.75 |
0.41 |
0.3% |
123.75 |
Range |
1.80 |
1.19 |
-0.61 |
-33.9% |
3.38 |
ATR |
1.10 |
1.11 |
0.01 |
0.6% |
0.00 |
Volume |
1,394,204 |
536,664 |
-857,540 |
-61.5% |
4,428,024 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.32 |
126.72 |
124.40 |
|
R3 |
126.13 |
125.53 |
124.08 |
|
R2 |
124.94 |
124.94 |
123.97 |
|
R1 |
124.34 |
124.34 |
123.86 |
124.64 |
PP |
123.75 |
123.75 |
123.75 |
123.90 |
S1 |
123.15 |
123.15 |
123.64 |
123.45 |
S2 |
122.56 |
122.56 |
123.53 |
|
S3 |
121.37 |
121.96 |
123.42 |
|
S4 |
120.18 |
120.77 |
123.10 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.54 |
132.02 |
125.61 |
|
R3 |
130.16 |
128.64 |
124.68 |
|
R2 |
126.78 |
126.78 |
124.37 |
|
R1 |
125.26 |
125.26 |
124.06 |
126.02 |
PP |
123.40 |
123.40 |
123.40 |
123.78 |
S1 |
121.88 |
121.88 |
123.44 |
122.64 |
S2 |
120.02 |
120.02 |
123.13 |
|
S3 |
116.64 |
118.50 |
122.82 |
|
S4 |
113.26 |
115.12 |
121.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.91 |
121.53 |
3.38 |
2.7% |
1.42 |
1.1% |
66% |
False |
False |
885,604 |
10 |
124.91 |
119.77 |
5.14 |
4.2% |
1.11 |
0.9% |
77% |
False |
False |
738,841 |
20 |
124.91 |
117.18 |
7.73 |
6.2% |
0.98 |
0.8% |
85% |
False |
False |
689,224 |
40 |
124.91 |
113.67 |
11.24 |
9.1% |
1.00 |
0.8% |
90% |
False |
False |
553,307 |
60 |
124.91 |
112.91 |
12.00 |
9.7% |
0.98 |
0.8% |
90% |
False |
False |
538,710 |
80 |
124.91 |
112.91 |
12.00 |
9.7% |
0.93 |
0.8% |
90% |
False |
False |
510,924 |
100 |
124.91 |
109.55 |
15.36 |
12.4% |
0.85 |
0.7% |
92% |
False |
False |
408,914 |
120 |
124.91 |
109.55 |
15.36 |
12.4% |
0.80 |
0.6% |
92% |
False |
False |
340,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.40 |
2.618 |
127.46 |
1.618 |
126.27 |
1.000 |
125.53 |
0.618 |
125.08 |
HIGH |
124.34 |
0.618 |
123.89 |
0.500 |
123.75 |
0.382 |
123.60 |
LOW |
123.15 |
0.618 |
122.41 |
1.000 |
121.96 |
1.618 |
121.22 |
2.618 |
120.03 |
4.250 |
118.09 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123.75 |
124.01 |
PP |
123.75 |
123.92 |
S1 |
123.75 |
123.84 |
|