Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121.77 |
122.60 |
0.83 |
0.7% |
123.77 |
| High |
122.72 |
124.19 |
1.47 |
1.2% |
123.95 |
| Low |
121.57 |
122.47 |
0.90 |
0.7% |
121.33 |
| Close |
122.40 |
122.99 |
0.59 |
0.5% |
121.56 |
| Range |
1.15 |
1.72 |
0.57 |
49.6% |
2.62 |
| ATR |
1.13 |
1.18 |
0.05 |
4.2% |
0.00 |
| Volume |
390,852 |
488,500 |
97,648 |
25.0% |
2,820,846 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.38 |
127.40 |
123.94 |
|
| R3 |
126.66 |
125.68 |
123.46 |
|
| R2 |
124.94 |
124.94 |
123.31 |
|
| R1 |
123.96 |
123.96 |
123.15 |
124.45 |
| PP |
123.22 |
123.22 |
123.22 |
123.46 |
| S1 |
122.24 |
122.24 |
122.83 |
122.73 |
| S2 |
121.50 |
121.50 |
122.67 |
|
| S3 |
119.78 |
120.52 |
122.52 |
|
| S4 |
118.06 |
118.80 |
122.04 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.14 |
128.47 |
123.00 |
|
| R3 |
127.52 |
125.85 |
122.28 |
|
| R2 |
124.90 |
124.90 |
122.04 |
|
| R1 |
123.23 |
123.23 |
121.80 |
122.76 |
| PP |
122.28 |
122.28 |
122.28 |
122.04 |
| S1 |
120.61 |
120.61 |
121.32 |
120.14 |
| S2 |
119.66 |
119.66 |
121.08 |
|
| S3 |
117.04 |
117.99 |
120.84 |
|
| S4 |
114.42 |
115.37 |
120.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.19 |
121.33 |
2.86 |
2.3% |
1.31 |
1.1% |
58% |
True |
False |
507,622 |
| 10 |
125.39 |
121.33 |
4.06 |
3.3% |
1.33 |
1.1% |
41% |
False |
False |
551,774 |
| 20 |
125.39 |
119.24 |
6.15 |
5.0% |
1.17 |
0.9% |
61% |
False |
False |
303,061 |
| 40 |
125.39 |
116.00 |
9.39 |
7.6% |
0.95 |
0.8% |
74% |
False |
False |
152,482 |
| 60 |
125.39 |
113.74 |
11.65 |
9.5% |
0.90 |
0.7% |
79% |
False |
False |
101,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.50 |
|
2.618 |
128.69 |
|
1.618 |
126.97 |
|
1.000 |
125.91 |
|
0.618 |
125.25 |
|
HIGH |
124.19 |
|
0.618 |
123.53 |
|
0.500 |
123.33 |
|
0.382 |
123.13 |
|
LOW |
122.47 |
|
0.618 |
121.41 |
|
1.000 |
120.75 |
|
1.618 |
119.69 |
|
2.618 |
117.97 |
|
4.250 |
115.16 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.33 |
122.91 |
| PP |
123.22 |
122.84 |
| S1 |
123.10 |
122.76 |
|