Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.79 |
114.49 |
-0.30 |
-0.3% |
114.30 |
| High |
115.26 |
114.71 |
-0.55 |
-0.5% |
115.26 |
| Low |
114.60 |
113.70 |
-0.90 |
-0.8% |
113.70 |
| Close |
114.79 |
113.95 |
-0.84 |
-0.7% |
113.95 |
| Range |
0.66 |
1.01 |
0.35 |
53.0% |
1.56 |
| ATR |
0.75 |
0.78 |
0.02 |
3.2% |
0.00 |
| Volume |
1,001,349 |
1,117,629 |
116,280 |
11.6% |
5,102,869 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
116.56 |
114.51 |
|
| R3 |
116.14 |
115.55 |
114.23 |
|
| R2 |
115.13 |
115.13 |
114.14 |
|
| R1 |
114.54 |
114.54 |
114.04 |
114.33 |
| PP |
114.12 |
114.12 |
114.12 |
114.02 |
| S1 |
113.53 |
113.53 |
113.86 |
113.32 |
| S2 |
113.11 |
113.11 |
113.76 |
|
| S3 |
112.10 |
112.52 |
113.67 |
|
| S4 |
111.09 |
111.51 |
113.39 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.98 |
118.03 |
114.81 |
|
| R3 |
117.42 |
116.47 |
114.38 |
|
| R2 |
115.86 |
115.86 |
114.24 |
|
| R1 |
114.91 |
114.91 |
114.09 |
114.61 |
| PP |
114.30 |
114.30 |
114.30 |
114.15 |
| S1 |
113.35 |
113.35 |
113.81 |
113.05 |
| S2 |
112.74 |
112.74 |
113.66 |
|
| S3 |
111.18 |
111.79 |
113.52 |
|
| S4 |
109.62 |
110.23 |
113.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.26 |
113.70 |
1.56 |
1.4% |
0.89 |
0.8% |
16% |
False |
True |
1,020,573 |
| 10 |
115.57 |
113.27 |
2.30 |
2.0% |
0.87 |
0.8% |
30% |
False |
False |
836,480 |
| 20 |
115.57 |
113.24 |
2.33 |
2.0% |
0.77 |
0.7% |
30% |
False |
False |
427,565 |
| 40 |
115.57 |
109.55 |
6.02 |
5.3% |
0.65 |
0.6% |
73% |
False |
False |
214,221 |
| 60 |
115.57 |
109.55 |
6.02 |
5.3% |
0.62 |
0.5% |
73% |
False |
False |
143,015 |
| 80 |
115.57 |
109.40 |
6.17 |
5.4% |
0.54 |
0.5% |
74% |
False |
False |
107,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.00 |
|
2.618 |
117.35 |
|
1.618 |
116.34 |
|
1.000 |
115.72 |
|
0.618 |
115.33 |
|
HIGH |
114.71 |
|
0.618 |
114.32 |
|
0.500 |
114.21 |
|
0.382 |
114.09 |
|
LOW |
113.70 |
|
0.618 |
113.08 |
|
1.000 |
112.69 |
|
1.618 |
112.07 |
|
2.618 |
111.06 |
|
4.250 |
109.41 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.21 |
114.48 |
| PP |
114.12 |
114.30 |
| S1 |
114.04 |
114.13 |
|