Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.63 |
123.12 |
-0.51 |
-0.4% |
121.69 |
| High |
124.34 |
123.20 |
-1.14 |
-0.9% |
124.91 |
| Low |
123.15 |
122.40 |
-0.75 |
-0.6% |
121.53 |
| Close |
123.75 |
122.47 |
-1.28 |
-1.0% |
123.75 |
| Range |
1.19 |
0.80 |
-0.39 |
-32.8% |
3.38 |
| ATR |
1.11 |
1.13 |
0.02 |
1.5% |
0.00 |
| Volume |
536,664 |
26,290 |
-510,374 |
-95.1% |
4,428,024 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.09 |
124.58 |
122.91 |
|
| R3 |
124.29 |
123.78 |
122.69 |
|
| R2 |
123.49 |
123.49 |
122.62 |
|
| R1 |
122.98 |
122.98 |
122.54 |
122.84 |
| PP |
122.69 |
122.69 |
122.69 |
122.62 |
| S1 |
122.18 |
122.18 |
122.40 |
122.04 |
| S2 |
121.89 |
121.89 |
122.32 |
|
| S3 |
121.09 |
121.38 |
122.25 |
|
| S4 |
120.29 |
120.58 |
122.03 |
|
|
| 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 |
122.40 |
2.51 |
2.0% |
1.26 |
1.0% |
3% |
False |
True |
768,162 |
| 10 |
124.91 |
120.00 |
4.91 |
4.0% |
1.07 |
0.9% |
50% |
False |
False |
678,896 |
| 20 |
124.91 |
117.56 |
7.35 |
6.0% |
0.98 |
0.8% |
67% |
False |
False |
670,326 |
| 40 |
124.91 |
113.67 |
11.24 |
9.2% |
0.96 |
0.8% |
78% |
False |
False |
553,965 |
| 60 |
124.91 |
112.91 |
12.00 |
9.8% |
0.98 |
0.8% |
80% |
False |
False |
516,942 |
| 80 |
124.91 |
112.91 |
12.00 |
9.8% |
0.94 |
0.8% |
80% |
False |
False |
511,247 |
| 100 |
124.91 |
109.55 |
15.36 |
12.5% |
0.85 |
0.7% |
84% |
False |
False |
409,177 |
| 120 |
124.91 |
109.55 |
15.36 |
12.5% |
0.81 |
0.7% |
84% |
False |
False |
341,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.60 |
|
2.618 |
125.29 |
|
1.618 |
124.49 |
|
1.000 |
124.00 |
|
0.618 |
123.69 |
|
HIGH |
123.20 |
|
0.618 |
122.89 |
|
0.500 |
122.80 |
|
0.382 |
122.71 |
|
LOW |
122.40 |
|
0.618 |
121.91 |
|
1.000 |
121.60 |
|
1.618 |
121.11 |
|
2.618 |
120.31 |
|
4.250 |
119.00 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.80 |
123.66 |
| PP |
122.69 |
123.26 |
| S1 |
122.58 |
122.87 |
|