Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
120.86 |
120.20 |
-0.66 |
-0.5% |
118.71 |
High |
121.05 |
121.28 |
0.23 |
0.2% |
121.60 |
Low |
119.90 |
120.13 |
0.23 |
0.2% |
118.53 |
Close |
120.40 |
121.03 |
0.63 |
0.5% |
120.84 |
Range |
1.15 |
1.15 |
0.00 |
0.0% |
3.07 |
ATR |
0.88 |
0.90 |
0.02 |
2.2% |
0.00 |
Volume |
19,510 |
29,793 |
10,283 |
52.7% |
51,782 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.26 |
123.80 |
121.66 |
|
R3 |
123.11 |
122.65 |
121.35 |
|
R2 |
121.96 |
121.96 |
121.24 |
|
R1 |
121.50 |
121.50 |
121.14 |
121.73 |
PP |
120.81 |
120.81 |
120.81 |
120.93 |
S1 |
120.35 |
120.35 |
120.92 |
120.58 |
S2 |
119.66 |
119.66 |
120.82 |
|
S3 |
118.51 |
119.20 |
120.71 |
|
S4 |
117.36 |
118.05 |
120.40 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.53 |
128.26 |
122.53 |
|
R3 |
126.46 |
125.19 |
121.68 |
|
R2 |
123.39 |
123.39 |
121.40 |
|
R1 |
122.12 |
122.12 |
121.12 |
122.76 |
PP |
120.32 |
120.32 |
120.32 |
120.64 |
S1 |
119.05 |
119.05 |
120.56 |
119.69 |
S2 |
117.25 |
117.25 |
120.28 |
|
S3 |
114.18 |
115.98 |
120.00 |
|
S4 |
111.11 |
112.91 |
119.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.60 |
119.24 |
2.36 |
1.9% |
1.12 |
0.9% |
76% |
False |
False |
19,543 |
10 |
121.60 |
117.85 |
3.75 |
3.1% |
0.88 |
0.7% |
85% |
False |
False |
12,133 |
20 |
121.60 |
116.00 |
5.60 |
4.6% |
0.78 |
0.6% |
90% |
False |
False |
6,598 |
40 |
121.60 |
114.18 |
7.42 |
6.1% |
0.80 |
0.7% |
92% |
False |
False |
3,664 |
60 |
121.60 |
113.48 |
8.12 |
6.7% |
0.74 |
0.6% |
93% |
False |
False |
2,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.17 |
2.618 |
124.29 |
1.618 |
123.14 |
1.000 |
122.43 |
0.618 |
121.99 |
HIGH |
121.28 |
0.618 |
120.84 |
0.500 |
120.71 |
0.382 |
120.57 |
LOW |
120.13 |
0.618 |
119.42 |
1.000 |
118.98 |
1.618 |
118.27 |
2.618 |
117.12 |
4.250 |
115.24 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120.92 |
120.94 |
PP |
120.81 |
120.84 |
S1 |
120.71 |
120.75 |
|