Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
114.19 |
114.00 |
-0.19 |
-0.2% |
116.30 |
High |
114.55 |
115.33 |
0.78 |
0.7% |
116.79 |
Low |
113.67 |
113.87 |
0.20 |
0.2% |
113.67 |
Close |
114.53 |
114.76 |
0.23 |
0.2% |
114.53 |
Range |
0.88 |
1.46 |
0.58 |
65.9% |
3.12 |
ATR |
1.13 |
1.15 |
0.02 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.03 |
118.36 |
115.56 |
|
R3 |
117.57 |
116.90 |
115.16 |
|
R2 |
116.11 |
116.11 |
115.03 |
|
R1 |
115.44 |
115.44 |
114.89 |
115.78 |
PP |
114.65 |
114.65 |
114.65 |
114.82 |
S1 |
113.98 |
113.98 |
114.63 |
114.32 |
S2 |
113.19 |
113.19 |
114.49 |
|
S3 |
111.73 |
112.52 |
114.36 |
|
S4 |
110.27 |
111.06 |
113.96 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.36 |
122.56 |
116.25 |
|
R3 |
121.24 |
119.44 |
115.39 |
|
R2 |
118.12 |
118.12 |
115.10 |
|
R1 |
116.32 |
116.32 |
114.82 |
115.66 |
PP |
115.00 |
115.00 |
115.00 |
114.67 |
S1 |
113.20 |
113.20 |
114.24 |
112.54 |
S2 |
111.88 |
111.88 |
113.96 |
|
S3 |
108.76 |
110.08 |
113.67 |
|
S4 |
105.64 |
106.96 |
112.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.33 |
113.67 |
1.66 |
1.4% |
0.93 |
0.8% |
66% |
True |
False |
|
10 |
117.82 |
113.67 |
4.15 |
3.6% |
1.17 |
1.0% |
26% |
False |
False |
|
20 |
117.82 |
113.21 |
4.61 |
4.0% |
1.02 |
0.9% |
34% |
False |
False |
396,721 |
40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.94 |
0.8% |
38% |
False |
False |
467,471 |
60 |
117.82 |
110.81 |
7.01 |
6.1% |
0.81 |
0.7% |
56% |
False |
False |
312,613 |
80 |
117.82 |
109.55 |
8.27 |
7.2% |
0.77 |
0.7% |
63% |
False |
False |
234,628 |
100 |
117.82 |
109.40 |
8.42 |
7.3% |
0.69 |
0.6% |
64% |
False |
False |
187,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.54 |
2.618 |
119.15 |
1.618 |
117.69 |
1.000 |
116.79 |
0.618 |
116.23 |
HIGH |
115.33 |
0.618 |
114.77 |
0.500 |
114.60 |
0.382 |
114.43 |
LOW |
113.87 |
0.618 |
112.97 |
1.000 |
112.41 |
1.618 |
111.51 |
2.618 |
110.05 |
4.250 |
107.67 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
114.71 |
114.67 |
PP |
114.65 |
114.59 |
S1 |
114.60 |
114.50 |
|