Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123.77 |
123.12 |
-0.65 |
-0.5% |
122.07 |
High |
123.95 |
123.45 |
-0.50 |
-0.4% |
125.39 |
Low |
122.84 |
121.96 |
-0.88 |
-0.7% |
121.85 |
Close |
123.02 |
122.17 |
-0.85 |
-0.7% |
124.40 |
Range |
1.11 |
1.49 |
0.38 |
34.2% |
3.54 |
ATR |
1.07 |
1.10 |
0.03 |
2.8% |
0.00 |
Volume |
565,977 |
596,107 |
30,130 |
5.3% |
2,142,108 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.00 |
126.07 |
122.99 |
|
R3 |
125.51 |
124.58 |
122.58 |
|
R2 |
124.02 |
124.02 |
122.44 |
|
R1 |
123.09 |
123.09 |
122.31 |
122.81 |
PP |
122.53 |
122.53 |
122.53 |
122.39 |
S1 |
121.60 |
121.60 |
122.03 |
121.32 |
S2 |
121.04 |
121.04 |
121.90 |
|
S3 |
119.55 |
120.11 |
121.76 |
|
S4 |
118.06 |
118.62 |
121.35 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.50 |
132.99 |
126.35 |
|
R3 |
130.96 |
129.45 |
125.37 |
|
R2 |
127.42 |
127.42 |
125.05 |
|
R1 |
125.91 |
125.91 |
124.72 |
126.67 |
PP |
123.88 |
123.88 |
123.88 |
124.26 |
S1 |
122.37 |
122.37 |
124.08 |
123.13 |
S2 |
120.34 |
120.34 |
123.75 |
|
S3 |
116.80 |
118.83 |
123.43 |
|
S4 |
113.26 |
115.29 |
122.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.39 |
121.96 |
3.43 |
2.8% |
1.35 |
1.1% |
6% |
False |
True |
595,926 |
10 |
125.39 |
120.95 |
4.44 |
3.6% |
1.12 |
0.9% |
27% |
False |
False |
342,540 |
20 |
125.39 |
117.85 |
7.54 |
6.2% |
1.00 |
0.8% |
57% |
False |
False |
177,336 |
40 |
125.39 |
114.18 |
11.21 |
9.2% |
0.87 |
0.7% |
71% |
False |
False |
89,127 |
60 |
125.39 |
113.48 |
11.91 |
9.7% |
0.85 |
0.7% |
73% |
False |
False |
59,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.78 |
2.618 |
127.35 |
1.618 |
125.86 |
1.000 |
124.94 |
0.618 |
124.37 |
HIGH |
123.45 |
0.618 |
122.88 |
0.500 |
122.71 |
0.382 |
122.53 |
LOW |
121.96 |
0.618 |
121.04 |
1.000 |
120.47 |
1.618 |
119.55 |
2.618 |
118.06 |
4.250 |
115.63 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122.71 |
123.42 |
PP |
122.53 |
123.00 |
S1 |
122.35 |
122.59 |
|