Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.94 |
124.67 |
0.73 |
0.6% |
120.86 |
| High |
124.94 |
125.39 |
0.45 |
0.4% |
122.08 |
| Low |
123.57 |
123.63 |
0.06 |
0.0% |
119.90 |
| Close |
124.40 |
123.88 |
-0.52 |
-0.4% |
121.76 |
| Range |
1.37 |
1.76 |
0.39 |
28.5% |
2.18 |
| ATR |
0.97 |
1.03 |
0.06 |
5.8% |
0.00 |
| Volume |
389,842 |
628,776 |
238,934 |
61.3% |
170,515 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.58 |
128.49 |
124.85 |
|
| R3 |
127.82 |
126.73 |
124.36 |
|
| R2 |
126.06 |
126.06 |
124.20 |
|
| R1 |
124.97 |
124.97 |
124.04 |
124.64 |
| PP |
124.30 |
124.30 |
124.30 |
124.13 |
| S1 |
123.21 |
123.21 |
123.72 |
122.88 |
| S2 |
122.54 |
122.54 |
123.56 |
|
| S3 |
120.78 |
121.45 |
123.40 |
|
| S4 |
119.02 |
119.69 |
122.91 |
|
|
| 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 |
125.39 |
121.73 |
3.66 |
3.0% |
1.26 |
1.0% |
59% |
True |
False |
280,113 |
| 10 |
125.39 |
119.90 |
5.49 |
4.4% |
1.10 |
0.9% |
72% |
True |
False |
152,726 |
| 20 |
125.39 |
117.50 |
7.89 |
6.4% |
0.89 |
0.7% |
81% |
True |
False |
79,461 |
| 40 |
125.39 |
114.18 |
11.21 |
9.0% |
0.83 |
0.7% |
87% |
True |
False |
40,118 |
| 60 |
125.39 |
113.48 |
11.91 |
9.6% |
0.83 |
0.7% |
87% |
True |
False |
26,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.87 |
|
2.618 |
130.00 |
|
1.618 |
128.24 |
|
1.000 |
127.15 |
|
0.618 |
126.48 |
|
HIGH |
125.39 |
|
0.618 |
124.72 |
|
0.500 |
124.51 |
|
0.382 |
124.30 |
|
LOW |
123.63 |
|
0.618 |
122.54 |
|
1.000 |
121.87 |
|
1.618 |
120.78 |
|
2.618 |
119.02 |
|
4.250 |
116.15 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.51 |
124.28 |
| PP |
124.30 |
124.14 |
| S1 |
124.09 |
124.01 |
|