Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.60 |
124.05 |
1.45 |
1.2% |
123.77 |
| High |
124.19 |
124.90 |
0.71 |
0.6% |
123.95 |
| Low |
122.47 |
124.05 |
1.58 |
1.3% |
121.33 |
| Close |
122.99 |
124.75 |
1.76 |
1.4% |
121.56 |
| Range |
1.72 |
0.85 |
-0.87 |
-50.6% |
2.62 |
| ATR |
1.18 |
1.23 |
0.05 |
4.4% |
0.00 |
| Volume |
488,500 |
577,550 |
89,050 |
18.2% |
2,820,846 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.12 |
126.78 |
125.22 |
|
| R3 |
126.27 |
125.93 |
124.98 |
|
| R2 |
125.42 |
125.42 |
124.91 |
|
| R1 |
125.08 |
125.08 |
124.83 |
125.25 |
| PP |
124.57 |
124.57 |
124.57 |
124.65 |
| S1 |
124.23 |
124.23 |
124.67 |
124.40 |
| S2 |
123.72 |
123.72 |
124.59 |
|
| S3 |
122.87 |
123.38 |
124.52 |
|
| S4 |
122.02 |
122.53 |
124.28 |
|
|
| 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 |
124.90 |
121.33 |
3.57 |
2.9% |
1.31 |
1.1% |
96% |
True |
False |
519,074 |
| 10 |
125.39 |
121.33 |
4.06 |
3.3% |
1.28 |
1.0% |
84% |
False |
False |
570,545 |
| 20 |
125.39 |
119.90 |
5.49 |
4.4% |
1.17 |
0.9% |
88% |
False |
False |
331,325 |
| 40 |
125.39 |
116.00 |
9.39 |
7.5% |
0.94 |
0.8% |
93% |
False |
False |
166,912 |
| 60 |
125.39 |
113.74 |
11.65 |
9.3% |
0.91 |
0.7% |
95% |
False |
False |
111,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.51 |
|
2.618 |
127.13 |
|
1.618 |
126.28 |
|
1.000 |
125.75 |
|
0.618 |
125.43 |
|
HIGH |
124.90 |
|
0.618 |
124.58 |
|
0.500 |
124.48 |
|
0.382 |
124.37 |
|
LOW |
124.05 |
|
0.618 |
123.52 |
|
1.000 |
123.20 |
|
1.618 |
122.67 |
|
2.618 |
121.82 |
|
4.250 |
120.44 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.66 |
124.25 |
| PP |
124.57 |
123.74 |
| S1 |
124.48 |
123.24 |
|