Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.12 |
122.44 |
-0.68 |
-0.6% |
122.07 |
| High |
123.45 |
122.63 |
-0.82 |
-0.7% |
125.39 |
| Low |
121.96 |
121.82 |
-0.14 |
-0.1% |
121.85 |
| Close |
122.17 |
122.48 |
0.31 |
0.3% |
124.40 |
| Range |
1.49 |
0.81 |
-0.68 |
-45.6% |
3.54 |
| ATR |
1.10 |
1.08 |
-0.02 |
-1.9% |
0.00 |
| Volume |
596,107 |
520,294 |
-75,813 |
-12.7% |
2,142,108 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.74 |
124.42 |
122.93 |
|
| R3 |
123.93 |
123.61 |
122.70 |
|
| R2 |
123.12 |
123.12 |
122.63 |
|
| R1 |
122.80 |
122.80 |
122.55 |
122.96 |
| PP |
122.31 |
122.31 |
122.31 |
122.39 |
| S1 |
121.99 |
121.99 |
122.41 |
122.15 |
| S2 |
121.50 |
121.50 |
122.33 |
|
| S3 |
120.69 |
121.18 |
122.26 |
|
| S4 |
119.88 |
120.37 |
122.03 |
|
|
| 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 |
121.82 |
3.57 |
2.9% |
1.24 |
1.0% |
18% |
False |
True |
622,016 |
| 10 |
125.39 |
121.36 |
4.03 |
3.3% |
1.12 |
0.9% |
28% |
False |
False |
390,304 |
| 20 |
125.39 |
118.00 |
7.39 |
6.0% |
1.00 |
0.8% |
61% |
False |
False |
202,557 |
| 40 |
125.39 |
114.18 |
11.21 |
9.2% |
0.88 |
0.7% |
74% |
False |
False |
102,125 |
| 60 |
125.39 |
113.48 |
11.91 |
9.7% |
0.85 |
0.7% |
76% |
False |
False |
68,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.07 |
|
2.618 |
124.75 |
|
1.618 |
123.94 |
|
1.000 |
123.44 |
|
0.618 |
123.13 |
|
HIGH |
122.63 |
|
0.618 |
122.32 |
|
0.500 |
122.23 |
|
0.382 |
122.13 |
|
LOW |
121.82 |
|
0.618 |
121.32 |
|
1.000 |
121.01 |
|
1.618 |
120.51 |
|
2.618 |
119.70 |
|
4.250 |
118.38 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.40 |
122.89 |
| PP |
122.31 |
122.75 |
| S1 |
122.23 |
122.62 |
|