Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116.55 |
116.92 |
0.37 |
0.3% |
113.58 |
| High |
117.35 |
117.40 |
0.05 |
0.0% |
116.71 |
| Low |
116.31 |
116.58 |
0.27 |
0.2% |
113.50 |
| Close |
117.17 |
117.05 |
-0.12 |
-0.1% |
115.65 |
| Range |
1.04 |
0.82 |
-0.22 |
-21.2% |
3.21 |
| ATR |
1.05 |
1.03 |
-0.02 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.47 |
119.08 |
117.50 |
|
| R3 |
118.65 |
118.26 |
117.28 |
|
| R2 |
117.83 |
117.83 |
117.20 |
|
| R1 |
117.44 |
117.44 |
117.13 |
117.64 |
| PP |
117.01 |
117.01 |
117.01 |
117.11 |
| S1 |
116.62 |
116.62 |
116.97 |
116.82 |
| S2 |
116.19 |
116.19 |
116.90 |
|
| S3 |
115.37 |
115.80 |
116.82 |
|
| S4 |
114.55 |
114.98 |
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 |
117.40 |
114.83 |
2.57 |
2.2% |
1.07 |
0.9% |
86% |
True |
False |
583,405 |
| 10 |
117.40 |
113.25 |
4.15 |
3.5% |
0.92 |
0.8% |
92% |
True |
False |
631,382 |
| 20 |
117.40 |
112.91 |
4.49 |
3.8% |
0.90 |
0.8% |
92% |
True |
False |
615,464 |
| 40 |
117.40 |
112.91 |
4.49 |
3.8% |
0.81 |
0.7% |
92% |
True |
False |
468,559 |
| 60 |
117.40 |
109.55 |
7.85 |
6.7% |
0.73 |
0.6% |
96% |
True |
False |
312,660 |
| 80 |
117.40 |
109.40 |
8.00 |
6.8% |
0.68 |
0.6% |
96% |
True |
False |
234,642 |
| 100 |
117.40 |
109.40 |
8.00 |
6.8% |
0.59 |
0.5% |
96% |
True |
False |
187,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.89 |
|
2.618 |
119.55 |
|
1.618 |
118.73 |
|
1.000 |
118.22 |
|
0.618 |
117.91 |
|
HIGH |
117.40 |
|
0.618 |
117.09 |
|
0.500 |
116.99 |
|
0.382 |
116.89 |
|
LOW |
116.58 |
|
0.618 |
116.07 |
|
1.000 |
115.76 |
|
1.618 |
115.25 |
|
2.618 |
114.43 |
|
4.250 |
113.10 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.03 |
116.99 |
| PP |
117.01 |
116.92 |
| S1 |
116.99 |
116.86 |
|