Euro Bund Future March 2009
| 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 |
123.37 |
123.94 |
0.57 |
0.5% |
120.86 |
| High |
124.30 |
124.94 |
0.64 |
0.5% |
122.08 |
| Low |
123.16 |
123.57 |
0.41 |
0.3% |
119.90 |
| Close |
123.94 |
124.40 |
0.46 |
0.4% |
121.76 |
| Range |
1.14 |
1.37 |
0.23 |
20.2% |
2.18 |
| ATR |
0.94 |
0.97 |
0.03 |
3.2% |
0.00 |
| Volume |
193,265 |
389,842 |
196,577 |
101.7% |
170,515 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.41 |
127.78 |
125.15 |
|
| R3 |
127.04 |
126.41 |
124.78 |
|
| R2 |
125.67 |
125.67 |
124.65 |
|
| R1 |
125.04 |
125.04 |
124.53 |
125.36 |
| PP |
124.30 |
124.30 |
124.30 |
124.46 |
| S1 |
123.67 |
123.67 |
124.27 |
123.99 |
| S2 |
122.93 |
122.93 |
124.15 |
|
| S3 |
121.56 |
122.30 |
124.02 |
|
| S4 |
120.19 |
120.93 |
123.65 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
126.95 |
122.96 |
|
| R3 |
125.61 |
124.77 |
122.36 |
|
| R2 |
123.43 |
123.43 |
122.16 |
|
| R1 |
122.59 |
122.59 |
121.96 |
123.01 |
| PP |
121.25 |
121.25 |
121.25 |
121.46 |
| S1 |
120.41 |
120.41 |
121.56 |
120.83 |
| S2 |
119.07 |
119.07 |
121.36 |
|
| S3 |
116.89 |
118.23 |
121.16 |
|
| S4 |
114.71 |
116.05 |
120.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.94 |
121.36 |
3.58 |
2.9% |
1.00 |
0.8% |
85% |
True |
False |
158,592 |
| 10 |
124.94 |
119.90 |
5.04 |
4.1% |
1.05 |
0.8% |
89% |
True |
False |
92,105 |
| 20 |
124.94 |
117.45 |
7.49 |
6.0% |
0.83 |
0.7% |
93% |
True |
False |
48,066 |
| 40 |
124.94 |
114.18 |
10.76 |
8.6% |
0.81 |
0.6% |
95% |
True |
False |
24,402 |
| 60 |
124.94 |
113.48 |
11.46 |
9.2% |
0.81 |
0.6% |
95% |
True |
False |
16,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.76 |
|
2.618 |
128.53 |
|
1.618 |
127.16 |
|
1.000 |
126.31 |
|
0.618 |
125.79 |
|
HIGH |
124.94 |
|
0.618 |
124.42 |
|
0.500 |
124.26 |
|
0.382 |
124.09 |
|
LOW |
123.57 |
|
0.618 |
122.72 |
|
1.000 |
122.20 |
|
1.618 |
121.35 |
|
2.618 |
119.98 |
|
4.250 |
117.75 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.35 |
124.07 |
| PP |
124.30 |
123.73 |
| S1 |
124.26 |
123.40 |
|