Euro Bund Future March 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122.07 |
123.37 |
1.30 |
1.1% |
120.86 |
High |
123.54 |
124.30 |
0.76 |
0.6% |
122.08 |
Low |
121.85 |
123.16 |
1.31 |
1.1% |
119.90 |
Close |
122.88 |
123.94 |
1.06 |
0.9% |
121.76 |
Range |
1.69 |
1.14 |
-0.55 |
-32.5% |
2.18 |
ATR |
0.91 |
0.94 |
0.04 |
4.1% |
0.00 |
Volume |
131,297 |
193,265 |
61,968 |
47.2% |
170,515 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.22 |
126.72 |
124.57 |
|
R3 |
126.08 |
125.58 |
124.25 |
|
R2 |
124.94 |
124.94 |
124.15 |
|
R1 |
124.44 |
124.44 |
124.04 |
124.69 |
PP |
123.80 |
123.80 |
123.80 |
123.93 |
S1 |
123.30 |
123.30 |
123.84 |
123.55 |
S2 |
122.66 |
122.66 |
123.73 |
|
S3 |
121.52 |
122.16 |
123.63 |
|
S4 |
120.38 |
121.02 |
123.31 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.79 |
126.95 |
122.96 |
|
R3 |
125.61 |
124.77 |
122.36 |
|
R2 |
123.43 |
123.43 |
122.16 |
|
R1 |
122.59 |
122.59 |
121.96 |
123.01 |
PP |
121.25 |
121.25 |
121.25 |
121.46 |
S1 |
120.41 |
120.41 |
121.56 |
120.83 |
S2 |
119.07 |
119.07 |
121.36 |
|
S3 |
116.89 |
118.23 |
121.16 |
|
S4 |
114.71 |
116.05 |
120.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.30 |
120.95 |
3.35 |
2.7% |
0.89 |
0.7% |
89% |
True |
False |
89,154 |
10 |
124.30 |
119.24 |
5.06 |
4.1% |
1.01 |
0.8% |
93% |
True |
False |
54,349 |
20 |
124.30 |
116.46 |
7.84 |
6.3% |
0.80 |
0.6% |
95% |
True |
False |
28,589 |
40 |
124.30 |
114.18 |
10.12 |
8.2% |
0.81 |
0.7% |
96% |
True |
False |
14,771 |
60 |
124.30 |
113.48 |
10.82 |
8.7% |
0.79 |
0.6% |
97% |
True |
False |
9,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.15 |
2.618 |
127.28 |
1.618 |
126.14 |
1.000 |
125.44 |
0.618 |
125.00 |
HIGH |
124.30 |
0.618 |
123.86 |
0.500 |
123.73 |
0.382 |
123.60 |
LOW |
123.16 |
0.618 |
122.46 |
1.000 |
122.02 |
1.618 |
121.32 |
2.618 |
120.18 |
4.250 |
118.32 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123.87 |
123.63 |
PP |
123.80 |
123.32 |
S1 |
123.73 |
123.02 |
|