Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124.05 |
124.45 |
0.40 |
0.3% |
123.77 |
| High |
124.90 |
124.85 |
-0.05 |
0.0% |
123.95 |
| Low |
124.05 |
124.02 |
-0.03 |
0.0% |
121.33 |
| Close |
124.75 |
124.53 |
-0.22 |
-0.2% |
121.56 |
| Range |
0.85 |
0.83 |
-0.02 |
-2.4% |
2.62 |
| ATR |
1.23 |
1.20 |
-0.03 |
-2.3% |
0.00 |
| Volume |
577,550 |
493,527 |
-84,023 |
-14.5% |
2,820,846 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.96 |
126.57 |
124.99 |
|
| R3 |
126.13 |
125.74 |
124.76 |
|
| R2 |
125.30 |
125.30 |
124.68 |
|
| R1 |
124.91 |
124.91 |
124.61 |
125.11 |
| PP |
124.47 |
124.47 |
124.47 |
124.56 |
| S1 |
124.08 |
124.08 |
124.45 |
124.28 |
| S2 |
123.64 |
123.64 |
124.38 |
|
| S3 |
122.81 |
123.25 |
124.30 |
|
| S4 |
121.98 |
122.42 |
124.07 |
|
|
| 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% |
1.33 |
1.1% |
90% |
False |
False |
522,107 |
| 10 |
124.90 |
121.33 |
3.57 |
2.9% |
1.18 |
1.0% |
90% |
False |
False |
557,020 |
| 20 |
125.39 |
119.90 |
5.49 |
4.4% |
1.14 |
0.9% |
84% |
False |
False |
354,873 |
| 40 |
125.39 |
116.00 |
9.39 |
7.5% |
0.94 |
0.8% |
91% |
False |
False |
179,219 |
| 60 |
125.39 |
113.98 |
11.41 |
9.2% |
0.91 |
0.7% |
92% |
False |
False |
119,703 |
| 80 |
125.39 |
113.48 |
11.91 |
9.6% |
0.80 |
0.6% |
93% |
False |
False |
89,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.38 |
|
2.618 |
127.02 |
|
1.618 |
126.19 |
|
1.000 |
125.68 |
|
0.618 |
125.36 |
|
HIGH |
124.85 |
|
0.618 |
124.53 |
|
0.500 |
124.44 |
|
0.382 |
124.34 |
|
LOW |
124.02 |
|
0.618 |
123.51 |
|
1.000 |
123.19 |
|
1.618 |
122.68 |
|
2.618 |
121.85 |
|
4.250 |
120.49 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.50 |
124.25 |
| PP |
124.47 |
123.97 |
| S1 |
124.44 |
123.69 |
|