Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117.05 |
117.55 |
0.50 |
0.4% |
116.04 |
High |
118.01 |
117.93 |
-0.08 |
-0.1% |
118.01 |
Low |
116.76 |
117.30 |
0.54 |
0.5% |
115.96 |
Close |
117.52 |
117.74 |
0.22 |
0.2% |
117.74 |
Range |
1.25 |
0.63 |
-0.62 |
-49.6% |
2.05 |
ATR |
1.10 |
1.07 |
-0.03 |
-3.1% |
0.00 |
Volume |
770,558 |
575,790 |
-194,768 |
-25.3% |
3,087,818 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.55 |
119.27 |
118.09 |
|
R3 |
118.92 |
118.64 |
117.91 |
|
R2 |
118.29 |
118.29 |
117.86 |
|
R1 |
118.01 |
118.01 |
117.80 |
118.15 |
PP |
117.66 |
117.66 |
117.66 |
117.73 |
S1 |
117.38 |
117.38 |
117.68 |
117.52 |
S2 |
117.03 |
117.03 |
117.62 |
|
S3 |
116.40 |
116.75 |
117.57 |
|
S4 |
115.77 |
116.12 |
117.39 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.39 |
122.61 |
118.87 |
|
R3 |
121.34 |
120.56 |
118.30 |
|
R2 |
119.29 |
119.29 |
118.12 |
|
R1 |
118.51 |
118.51 |
117.93 |
118.90 |
PP |
117.24 |
117.24 |
117.24 |
117.43 |
S1 |
116.46 |
116.46 |
117.55 |
116.85 |
S2 |
115.19 |
115.19 |
117.36 |
|
S3 |
113.14 |
114.41 |
117.18 |
|
S4 |
111.09 |
112.36 |
116.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.01 |
115.96 |
2.05 |
1.7% |
0.92 |
0.8% |
87% |
False |
False |
617,563 |
10 |
118.01 |
115.88 |
2.13 |
1.8% |
0.98 |
0.8% |
87% |
False |
False |
652,572 |
20 |
118.01 |
113.67 |
4.34 |
3.7% |
1.01 |
0.9% |
94% |
False |
False |
417,391 |
40 |
118.01 |
112.91 |
5.10 |
4.3% |
0.98 |
0.8% |
95% |
False |
False |
463,453 |
60 |
118.01 |
112.91 |
5.10 |
4.3% |
0.91 |
0.8% |
95% |
False |
False |
451,490 |
80 |
118.01 |
109.55 |
8.46 |
7.2% |
0.82 |
0.7% |
97% |
False |
False |
338,837 |
100 |
118.01 |
109.55 |
8.46 |
7.2% |
0.77 |
0.6% |
97% |
False |
False |
271,190 |
120 |
118.01 |
109.40 |
8.61 |
7.3% |
0.68 |
0.6% |
97% |
False |
False |
226,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.61 |
2.618 |
119.58 |
1.618 |
118.95 |
1.000 |
118.56 |
0.618 |
118.32 |
HIGH |
117.93 |
0.618 |
117.69 |
0.500 |
117.62 |
0.382 |
117.54 |
LOW |
117.30 |
0.618 |
116.91 |
1.000 |
116.67 |
1.618 |
116.28 |
2.618 |
115.65 |
4.250 |
114.62 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117.70 |
117.50 |
PP |
117.66 |
117.25 |
S1 |
117.62 |
117.01 |
|