Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118.61 |
118.85 |
0.24 |
0.2% |
117.54 |
| High |
118.84 |
119.23 |
0.39 |
0.3% |
118.82 |
| Low |
118.39 |
118.70 |
0.31 |
0.3% |
117.18 |
| Close |
118.74 |
118.76 |
0.02 |
0.0% |
118.76 |
| Range |
0.45 |
0.53 |
0.08 |
17.8% |
1.64 |
| ATR |
0.95 |
0.92 |
-0.03 |
-3.2% |
0.00 |
| Volume |
394,474 |
541,040 |
146,566 |
37.2% |
2,847,600 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.49 |
120.15 |
119.05 |
|
| R3 |
119.96 |
119.62 |
118.91 |
|
| R2 |
119.43 |
119.43 |
118.86 |
|
| R1 |
119.09 |
119.09 |
118.81 |
119.00 |
| PP |
118.90 |
118.90 |
118.90 |
118.85 |
| S1 |
118.56 |
118.56 |
118.71 |
118.47 |
| S2 |
118.37 |
118.37 |
118.66 |
|
| S3 |
117.84 |
118.03 |
118.61 |
|
| S4 |
117.31 |
117.50 |
118.47 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
122.61 |
119.66 |
|
| R3 |
121.53 |
120.97 |
119.21 |
|
| R2 |
119.89 |
119.89 |
119.06 |
|
| R1 |
119.33 |
119.33 |
118.91 |
119.61 |
| PP |
118.25 |
118.25 |
118.25 |
118.40 |
| S1 |
117.69 |
117.69 |
118.61 |
117.97 |
| S2 |
116.61 |
116.61 |
118.46 |
|
| S3 |
114.97 |
116.05 |
118.31 |
|
| S4 |
113.33 |
114.41 |
117.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.23 |
117.66 |
1.57 |
1.3% |
0.73 |
0.6% |
70% |
True |
False |
583,387 |
| 10 |
119.23 |
116.01 |
3.22 |
2.7% |
0.80 |
0.7% |
85% |
True |
False |
590,471 |
| 20 |
119.23 |
114.73 |
4.50 |
3.8% |
0.88 |
0.7% |
90% |
True |
False |
606,547 |
| 40 |
119.23 |
113.23 |
6.00 |
5.1% |
0.95 |
0.8% |
92% |
True |
False |
480,405 |
| 60 |
119.23 |
112.91 |
6.32 |
5.3% |
0.92 |
0.8% |
93% |
True |
False |
513,391 |
| 80 |
119.23 |
111.36 |
7.87 |
6.6% |
0.83 |
0.7% |
94% |
True |
False |
386,076 |
| 100 |
119.23 |
109.55 |
9.68 |
8.2% |
0.79 |
0.7% |
95% |
True |
False |
309,011 |
| 120 |
119.23 |
109.40 |
9.83 |
8.3% |
0.73 |
0.6% |
95% |
True |
False |
257,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.48 |
|
2.618 |
120.62 |
|
1.618 |
120.09 |
|
1.000 |
119.76 |
|
0.618 |
119.56 |
|
HIGH |
119.23 |
|
0.618 |
119.03 |
|
0.500 |
118.97 |
|
0.382 |
118.90 |
|
LOW |
118.70 |
|
0.618 |
118.37 |
|
1.000 |
118.17 |
|
1.618 |
117.84 |
|
2.618 |
117.31 |
|
4.250 |
116.45 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.97 |
118.68 |
| PP |
118.90 |
118.59 |
| S1 |
118.83 |
118.51 |
|