Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.45 |
113.51 |
-1.94 |
-1.7% |
115.01 |
| High |
115.58 |
113.80 |
-1.78 |
-1.5% |
116.13 |
| Low |
114.83 |
112.91 |
-1.92 |
-1.7% |
114.73 |
| Close |
115.28 |
113.23 |
-2.05 |
-1.8% |
115.28 |
| Range |
0.75 |
0.89 |
0.14 |
18.7% |
1.40 |
| ATR |
0.88 |
0.99 |
0.11 |
12.1% |
0.00 |
| Volume |
0 |
923,509 |
923,509 |
|
1,332,367 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.98 |
115.50 |
113.72 |
|
| R3 |
115.09 |
114.61 |
113.47 |
|
| R2 |
114.20 |
114.20 |
113.39 |
|
| R1 |
113.72 |
113.72 |
113.31 |
113.52 |
| PP |
113.31 |
113.31 |
113.31 |
113.21 |
| S1 |
112.83 |
112.83 |
113.15 |
112.63 |
| S2 |
112.42 |
112.42 |
113.07 |
|
| S3 |
111.53 |
111.94 |
112.99 |
|
| S4 |
110.64 |
111.05 |
112.74 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.58 |
118.83 |
116.05 |
|
| R3 |
118.18 |
117.43 |
115.67 |
|
| R2 |
116.78 |
116.78 |
115.54 |
|
| R1 |
116.03 |
116.03 |
115.41 |
116.41 |
| PP |
115.38 |
115.38 |
115.38 |
115.57 |
| S1 |
114.63 |
114.63 |
115.15 |
115.01 |
| S2 |
113.98 |
113.98 |
115.02 |
|
| S3 |
112.58 |
113.23 |
114.90 |
|
| S4 |
111.18 |
111.83 |
114.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.13 |
112.91 |
3.22 |
2.8% |
0.97 |
0.9% |
10% |
False |
True |
184,701 |
| 10 |
116.13 |
112.91 |
3.22 |
2.8% |
0.90 |
0.8% |
10% |
False |
True |
641,793 |
| 20 |
116.13 |
112.91 |
3.22 |
2.8% |
0.86 |
0.8% |
10% |
False |
True |
538,221 |
| 40 |
116.13 |
110.81 |
5.32 |
4.7% |
0.70 |
0.6% |
45% |
False |
False |
270,559 |
| 60 |
116.13 |
109.55 |
6.58 |
5.8% |
0.68 |
0.6% |
56% |
False |
False |
180,598 |
| 80 |
116.13 |
109.40 |
6.73 |
5.9% |
0.61 |
0.5% |
57% |
False |
False |
135,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.58 |
|
2.618 |
116.13 |
|
1.618 |
115.24 |
|
1.000 |
114.69 |
|
0.618 |
114.35 |
|
HIGH |
113.80 |
|
0.618 |
113.46 |
|
0.500 |
113.36 |
|
0.382 |
113.25 |
|
LOW |
112.91 |
|
0.618 |
112.36 |
|
1.000 |
112.02 |
|
1.618 |
111.47 |
|
2.618 |
110.58 |
|
4.250 |
109.13 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.36 |
114.38 |
| PP |
113.31 |
113.99 |
| S1 |
113.27 |
113.61 |
|