Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.44 |
122.31 |
-0.13 |
-0.1% |
122.07 |
| High |
122.63 |
122.80 |
0.17 |
0.1% |
125.39 |
| Low |
121.82 |
122.05 |
0.23 |
0.2% |
121.85 |
| Close |
122.48 |
122.42 |
-0.06 |
0.0% |
124.40 |
| Range |
0.81 |
0.75 |
-0.06 |
-7.4% |
3.54 |
| ATR |
1.08 |
1.05 |
-0.02 |
-2.2% |
0.00 |
| Volume |
520,294 |
478,358 |
-41,936 |
-8.1% |
2,142,108 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.67 |
124.30 |
122.83 |
|
| R3 |
123.92 |
123.55 |
122.63 |
|
| R2 |
123.17 |
123.17 |
122.56 |
|
| R1 |
122.80 |
122.80 |
122.49 |
122.99 |
| PP |
122.42 |
122.42 |
122.42 |
122.52 |
| S1 |
122.05 |
122.05 |
122.35 |
122.24 |
| S2 |
121.67 |
121.67 |
122.28 |
|
| S3 |
120.92 |
121.30 |
122.21 |
|
| S4 |
120.17 |
120.55 |
122.01 |
|
|
| 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 |
124.87 |
121.82 |
3.05 |
2.5% |
1.04 |
0.8% |
20% |
False |
False |
591,932 |
| 10 |
125.39 |
121.73 |
3.66 |
3.0% |
1.15 |
0.9% |
19% |
False |
False |
436,023 |
| 20 |
125.39 |
118.00 |
7.39 |
6.0% |
1.01 |
0.8% |
60% |
False |
False |
226,354 |
| 40 |
125.39 |
114.42 |
10.97 |
9.0% |
0.89 |
0.7% |
73% |
False |
False |
114,083 |
| 60 |
125.39 |
113.48 |
11.91 |
9.7% |
0.86 |
0.7% |
75% |
False |
False |
76,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.99 |
|
2.618 |
124.76 |
|
1.618 |
124.01 |
|
1.000 |
123.55 |
|
0.618 |
123.26 |
|
HIGH |
122.80 |
|
0.618 |
122.51 |
|
0.500 |
122.43 |
|
0.382 |
122.34 |
|
LOW |
122.05 |
|
0.618 |
121.59 |
|
1.000 |
121.30 |
|
1.618 |
120.84 |
|
2.618 |
120.09 |
|
4.250 |
118.86 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.43 |
122.64 |
| PP |
122.42 |
122.56 |
| S1 |
122.42 |
122.49 |
|