Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
119.27 |
120.12 |
0.85 |
0.7% |
117.54 |
| High |
119.99 |
121.45 |
1.46 |
1.2% |
118.82 |
| Low |
119.06 |
120.07 |
1.01 |
0.8% |
117.18 |
| Close |
119.70 |
120.83 |
1.13 |
0.9% |
118.76 |
| Range |
0.93 |
1.38 |
0.45 |
48.4% |
1.64 |
| ATR |
0.94 |
1.00 |
0.06 |
6.1% |
0.00 |
| Volume |
728,119 |
962,930 |
234,811 |
32.2% |
2,847,600 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
124.26 |
121.59 |
|
| R3 |
123.54 |
122.88 |
121.21 |
|
| R2 |
122.16 |
122.16 |
121.08 |
|
| R1 |
121.50 |
121.50 |
120.96 |
121.83 |
| PP |
120.78 |
120.78 |
120.78 |
120.95 |
| S1 |
120.12 |
120.12 |
120.70 |
120.45 |
| S2 |
119.40 |
119.40 |
120.58 |
|
| S3 |
118.02 |
118.74 |
120.45 |
|
| S4 |
116.64 |
117.36 |
120.07 |
|
|
| 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 |
121.45 |
117.78 |
3.67 |
3.0% |
0.87 |
0.7% |
83% |
True |
False |
642,066 |
| 10 |
121.45 |
117.18 |
4.27 |
3.5% |
0.79 |
0.7% |
85% |
True |
False |
604,995 |
| 20 |
121.45 |
115.88 |
5.57 |
4.6% |
0.90 |
0.7% |
89% |
True |
False |
644,316 |
| 40 |
121.45 |
113.50 |
7.95 |
6.6% |
0.97 |
0.8% |
92% |
True |
False |
480,350 |
| 60 |
121.45 |
112.91 |
8.54 |
7.1% |
0.93 |
0.8% |
93% |
True |
False |
540,514 |
| 80 |
121.45 |
112.06 |
9.39 |
7.8% |
0.84 |
0.7% |
93% |
True |
False |
407,177 |
| 100 |
121.45 |
109.55 |
11.90 |
9.8% |
0.80 |
0.7% |
95% |
True |
False |
325,915 |
| 120 |
121.45 |
109.40 |
12.05 |
10.0% |
0.74 |
0.6% |
95% |
True |
False |
271,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.32 |
|
2.618 |
125.06 |
|
1.618 |
123.68 |
|
1.000 |
122.83 |
|
0.618 |
122.30 |
|
HIGH |
121.45 |
|
0.618 |
120.92 |
|
0.500 |
120.76 |
|
0.382 |
120.60 |
|
LOW |
120.07 |
|
0.618 |
119.22 |
|
1.000 |
118.69 |
|
1.618 |
117.84 |
|
2.618 |
116.46 |
|
4.250 |
114.21 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.81 |
120.58 |
| PP |
120.78 |
120.33 |
| S1 |
120.76 |
120.08 |
|