Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115.73 |
116.55 |
0.82 |
0.7% |
113.58 |
| High |
116.71 |
117.35 |
0.64 |
0.5% |
116.71 |
| Low |
115.37 |
116.31 |
0.94 |
0.8% |
113.50 |
| Close |
115.65 |
117.17 |
1.52 |
1.3% |
115.65 |
| Range |
1.34 |
1.04 |
-0.30 |
-22.4% |
3.21 |
| ATR |
1.00 |
1.05 |
0.05 |
5.0% |
0.00 |
| Volume |
1,110,446 |
871,358 |
-239,088 |
-21.5% |
3,895,831 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.06 |
119.66 |
117.74 |
|
| R3 |
119.02 |
118.62 |
117.46 |
|
| R2 |
117.98 |
117.98 |
117.36 |
|
| R1 |
117.58 |
117.58 |
117.27 |
117.78 |
| PP |
116.94 |
116.94 |
116.94 |
117.05 |
| S1 |
116.54 |
116.54 |
117.07 |
116.74 |
| S2 |
115.90 |
115.90 |
116.98 |
|
| S3 |
114.86 |
115.50 |
116.88 |
|
| S4 |
113.82 |
114.46 |
116.60 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
123.49 |
117.42 |
|
| R3 |
121.71 |
120.28 |
116.53 |
|
| R2 |
118.50 |
118.50 |
116.24 |
|
| R1 |
117.07 |
117.07 |
115.94 |
117.79 |
| PP |
115.29 |
115.29 |
115.29 |
115.64 |
| S1 |
113.86 |
113.86 |
115.36 |
114.58 |
| S2 |
112.08 |
112.08 |
115.06 |
|
| S3 |
108.87 |
110.65 |
114.77 |
|
| S4 |
105.66 |
107.44 |
113.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.35 |
114.76 |
2.59 |
2.2% |
1.10 |
0.9% |
93% |
True |
False |
953,437 |
| 10 |
117.35 |
113.21 |
4.14 |
3.5% |
0.87 |
0.7% |
96% |
True |
False |
793,443 |
| 20 |
117.35 |
112.91 |
4.44 |
3.8% |
0.88 |
0.8% |
96% |
True |
False |
717,618 |
| 40 |
117.35 |
112.91 |
4.44 |
3.8% |
0.78 |
0.7% |
96% |
True |
False |
468,632 |
| 60 |
117.35 |
109.55 |
7.80 |
6.7% |
0.71 |
0.6% |
98% |
True |
False |
312,732 |
| 80 |
117.35 |
109.40 |
7.95 |
6.8% |
0.66 |
0.6% |
98% |
True |
False |
234,664 |
| 100 |
117.35 |
109.40 |
7.95 |
6.8% |
0.57 |
0.5% |
98% |
True |
False |
187,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.77 |
|
2.618 |
120.07 |
|
1.618 |
119.03 |
|
1.000 |
118.39 |
|
0.618 |
117.99 |
|
HIGH |
117.35 |
|
0.618 |
116.95 |
|
0.500 |
116.83 |
|
0.382 |
116.71 |
|
LOW |
116.31 |
|
0.618 |
115.67 |
|
1.000 |
115.27 |
|
1.618 |
114.63 |
|
2.618 |
113.59 |
|
4.250 |
111.89 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.06 |
116.81 |
| PP |
116.94 |
116.45 |
| S1 |
116.83 |
116.09 |
|