Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115.13 |
115.73 |
0.60 |
0.5% |
113.58 |
| High |
115.93 |
116.71 |
0.78 |
0.7% |
116.71 |
| Low |
114.83 |
115.37 |
0.54 |
0.5% |
113.50 |
| Close |
115.72 |
115.65 |
-0.07 |
-0.1% |
115.65 |
| Range |
1.10 |
1.34 |
0.24 |
21.8% |
3.21 |
| ATR |
0.98 |
1.00 |
0.03 |
2.7% |
0.00 |
| Volume |
935,221 |
1,110,446 |
175,225 |
18.7% |
3,895,831 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.93 |
119.13 |
116.39 |
|
| R3 |
118.59 |
117.79 |
116.02 |
|
| R2 |
117.25 |
117.25 |
115.90 |
|
| R1 |
116.45 |
116.45 |
115.77 |
116.18 |
| PP |
115.91 |
115.91 |
115.91 |
115.78 |
| S1 |
115.11 |
115.11 |
115.53 |
114.84 |
| S2 |
114.57 |
114.57 |
115.40 |
|
| S3 |
113.23 |
113.77 |
115.28 |
|
| S4 |
111.89 |
112.43 |
114.91 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
123.49 |
117.42 |
|
| R3 |
121.71 |
120.28 |
116.53 |
|
| R2 |
118.50 |
118.50 |
116.24 |
|
| R1 |
117.07 |
117.07 |
115.94 |
117.79 |
| PP |
115.29 |
115.29 |
115.29 |
115.64 |
| S1 |
113.86 |
113.86 |
115.36 |
114.58 |
| S2 |
112.08 |
112.08 |
115.06 |
|
| S3 |
108.87 |
110.65 |
114.77 |
|
| S4 |
105.66 |
107.44 |
113.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.71 |
113.50 |
3.21 |
2.8% |
1.00 |
0.9% |
67% |
True |
False |
779,166 |
| 10 |
116.71 |
112.91 |
3.80 |
3.3% |
0.85 |
0.7% |
72% |
True |
False |
798,658 |
| 20 |
116.71 |
112.91 |
3.80 |
3.3% |
0.89 |
0.8% |
72% |
True |
False |
721,090 |
| 40 |
116.71 |
112.91 |
3.80 |
3.3% |
0.76 |
0.7% |
72% |
True |
False |
446,864 |
| 60 |
116.71 |
109.55 |
7.16 |
6.2% |
0.71 |
0.6% |
85% |
True |
False |
298,222 |
| 80 |
116.71 |
109.40 |
7.31 |
6.3% |
0.65 |
0.6% |
85% |
True |
False |
223,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.41 |
|
2.618 |
120.22 |
|
1.618 |
118.88 |
|
1.000 |
118.05 |
|
0.618 |
117.54 |
|
HIGH |
116.71 |
|
0.618 |
116.20 |
|
0.500 |
116.04 |
|
0.382 |
115.88 |
|
LOW |
115.37 |
|
0.618 |
114.54 |
|
1.000 |
114.03 |
|
1.618 |
113.20 |
|
2.618 |
111.86 |
|
4.250 |
109.68 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.04 |
115.76 |
| PP |
115.91 |
115.72 |
| S1 |
115.78 |
115.69 |
|