Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
114.69 |
114.05 |
-0.64 |
-0.6% |
116.55 |
High |
114.75 |
114.73 |
-0.02 |
0.0% |
117.82 |
Low |
114.05 |
113.78 |
-0.27 |
-0.2% |
115.46 |
Close |
114.44 |
113.99 |
-0.45 |
-0.4% |
116.11 |
Range |
0.70 |
0.95 |
0.25 |
35.7% |
2.36 |
ATR |
1.20 |
1.18 |
-0.02 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.02 |
116.45 |
114.51 |
|
R3 |
116.07 |
115.50 |
114.25 |
|
R2 |
115.12 |
115.12 |
114.16 |
|
R1 |
114.55 |
114.55 |
114.08 |
114.36 |
PP |
114.17 |
114.17 |
114.17 |
114.07 |
S1 |
113.60 |
113.60 |
113.90 |
113.41 |
S2 |
113.22 |
113.22 |
113.82 |
|
S3 |
112.27 |
112.65 |
113.73 |
|
S4 |
111.32 |
111.70 |
113.47 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.54 |
122.19 |
117.41 |
|
R3 |
121.18 |
119.83 |
116.76 |
|
R2 |
118.82 |
118.82 |
116.54 |
|
R1 |
117.47 |
117.47 |
116.33 |
116.97 |
PP |
116.46 |
116.46 |
116.46 |
116.21 |
S1 |
115.11 |
115.11 |
115.89 |
114.61 |
S2 |
114.10 |
114.10 |
115.68 |
|
S3 |
111.74 |
112.75 |
115.46 |
|
S4 |
109.38 |
110.39 |
114.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.82 |
113.78 |
4.04 |
3.5% |
1.37 |
1.2% |
5% |
False |
True |
|
10 |
117.82 |
113.78 |
4.04 |
3.5% |
1.22 |
1.1% |
5% |
False |
True |
291,702 |
20 |
117.82 |
112.91 |
4.91 |
4.3% |
1.00 |
0.9% |
22% |
False |
False |
442,897 |
40 |
117.82 |
112.91 |
4.91 |
4.3% |
0.92 |
0.8% |
22% |
False |
False |
468,280 |
60 |
117.82 |
109.87 |
7.95 |
7.0% |
0.80 |
0.7% |
52% |
False |
False |
312,638 |
80 |
117.82 |
109.55 |
8.27 |
7.3% |
0.75 |
0.7% |
54% |
False |
False |
234,639 |
100 |
117.82 |
109.40 |
8.42 |
7.4% |
0.66 |
0.6% |
55% |
False |
False |
187,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.77 |
2.618 |
117.22 |
1.618 |
116.27 |
1.000 |
115.68 |
0.618 |
115.32 |
HIGH |
114.73 |
0.618 |
114.37 |
0.500 |
114.26 |
0.382 |
114.14 |
LOW |
113.78 |
0.618 |
113.19 |
1.000 |
112.83 |
1.618 |
112.24 |
2.618 |
111.29 |
4.250 |
109.74 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
114.26 |
115.29 |
PP |
114.17 |
114.85 |
S1 |
114.08 |
114.42 |
|