Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.05 |
115.04 |
-0.01 |
0.0% |
113.87 |
| High |
115.20 |
115.22 |
0.02 |
0.0% |
115.57 |
| Low |
114.25 |
114.56 |
0.31 |
0.3% |
113.27 |
| Close |
115.08 |
114.94 |
-0.14 |
-0.1% |
115.38 |
| Range |
0.95 |
0.66 |
-0.29 |
-30.5% |
2.30 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,035,996 |
1,007,083 |
-28,913 |
-2.8% |
3,261,936 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.89 |
116.57 |
115.30 |
|
| R3 |
116.23 |
115.91 |
115.12 |
|
| R2 |
115.57 |
115.57 |
115.06 |
|
| R1 |
115.25 |
115.25 |
115.00 |
115.08 |
| PP |
114.91 |
114.91 |
114.91 |
114.82 |
| S1 |
114.59 |
114.59 |
114.88 |
114.42 |
| S2 |
114.25 |
114.25 |
114.82 |
|
| S3 |
113.59 |
113.93 |
114.76 |
|
| S4 |
112.93 |
113.27 |
114.58 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.64 |
120.81 |
116.65 |
|
| R3 |
119.34 |
118.51 |
116.01 |
|
| R2 |
117.04 |
117.04 |
115.80 |
|
| R1 |
116.21 |
116.21 |
115.59 |
116.63 |
| PP |
114.74 |
114.74 |
114.74 |
114.95 |
| S1 |
113.91 |
113.91 |
115.17 |
114.33 |
| S2 |
112.44 |
112.44 |
114.96 |
|
| S3 |
110.14 |
111.61 |
114.75 |
|
| S4 |
107.84 |
109.31 |
114.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
113.64 |
1.93 |
1.7% |
0.99 |
0.9% |
67% |
False |
False |
1,040,544 |
| 10 |
115.57 |
113.27 |
2.30 |
2.0% |
0.84 |
0.7% |
73% |
False |
False |
633,414 |
| 20 |
115.57 |
113.24 |
2.33 |
2.0% |
0.73 |
0.6% |
73% |
False |
False |
321,653 |
| 40 |
115.57 |
109.55 |
6.02 |
5.2% |
0.64 |
0.6% |
90% |
False |
False |
161,258 |
| 60 |
115.57 |
109.40 |
6.17 |
5.4% |
0.61 |
0.5% |
90% |
False |
False |
107,701 |
| 80 |
115.57 |
109.40 |
6.17 |
5.4% |
0.51 |
0.4% |
90% |
False |
False |
80,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.03 |
|
2.618 |
116.95 |
|
1.618 |
116.29 |
|
1.000 |
115.88 |
|
0.618 |
115.63 |
|
HIGH |
115.22 |
|
0.618 |
114.97 |
|
0.500 |
114.89 |
|
0.382 |
114.81 |
|
LOW |
114.56 |
|
0.618 |
114.15 |
|
1.000 |
113.90 |
|
1.618 |
113.49 |
|
2.618 |
112.83 |
|
4.250 |
111.76 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.92 |
114.83 |
| PP |
114.91 |
114.71 |
| S1 |
114.89 |
114.60 |
|