Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.12 |
121.01 |
0.89 |
0.7% |
118.61 |
| High |
121.45 |
121.48 |
0.03 |
0.0% |
121.48 |
| Low |
120.07 |
120.31 |
0.24 |
0.2% |
118.39 |
| Close |
120.83 |
120.70 |
-0.13 |
-0.1% |
120.70 |
| Range |
1.38 |
1.17 |
-0.21 |
-15.2% |
3.09 |
| ATR |
1.00 |
1.01 |
0.01 |
1.2% |
0.00 |
| Volume |
962,930 |
921,901 |
-41,029 |
-4.3% |
3,548,464 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.34 |
123.69 |
121.34 |
|
| R3 |
123.17 |
122.52 |
121.02 |
|
| R2 |
122.00 |
122.00 |
120.91 |
|
| R1 |
121.35 |
121.35 |
120.81 |
121.09 |
| PP |
120.83 |
120.83 |
120.83 |
120.70 |
| S1 |
120.18 |
120.18 |
120.59 |
119.92 |
| S2 |
119.66 |
119.66 |
120.49 |
|
| S3 |
118.49 |
119.01 |
120.38 |
|
| S4 |
117.32 |
117.84 |
120.06 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.46 |
128.17 |
122.40 |
|
| R3 |
126.37 |
125.08 |
121.55 |
|
| R2 |
123.28 |
123.28 |
121.27 |
|
| R1 |
121.99 |
121.99 |
120.98 |
122.64 |
| PP |
120.19 |
120.19 |
120.19 |
120.51 |
| S1 |
118.90 |
118.90 |
120.42 |
119.55 |
| S2 |
117.10 |
117.10 |
120.13 |
|
| S3 |
114.01 |
115.81 |
119.85 |
|
| S4 |
110.92 |
112.72 |
119.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.48 |
118.39 |
3.09 |
2.6% |
0.89 |
0.7% |
75% |
True |
False |
709,692 |
| 10 |
121.48 |
117.18 |
4.30 |
3.6% |
0.85 |
0.7% |
82% |
True |
False |
639,606 |
| 20 |
121.48 |
115.88 |
5.60 |
4.6% |
0.91 |
0.8% |
86% |
True |
False |
646,089 |
| 40 |
121.48 |
113.50 |
7.98 |
6.6% |
0.99 |
0.8% |
90% |
True |
False |
487,777 |
| 60 |
121.48 |
112.91 |
8.57 |
7.1% |
0.94 |
0.8% |
91% |
True |
False |
554,983 |
| 80 |
121.48 |
112.21 |
9.27 |
7.7% |
0.85 |
0.7% |
92% |
True |
False |
418,682 |
| 100 |
121.48 |
109.55 |
11.93 |
9.9% |
0.80 |
0.7% |
93% |
True |
False |
335,134 |
| 120 |
121.48 |
109.40 |
12.08 |
10.0% |
0.75 |
0.6% |
94% |
True |
False |
279,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.45 |
|
2.618 |
124.54 |
|
1.618 |
123.37 |
|
1.000 |
122.65 |
|
0.618 |
122.20 |
|
HIGH |
121.48 |
|
0.618 |
121.03 |
|
0.500 |
120.90 |
|
0.382 |
120.76 |
|
LOW |
120.31 |
|
0.618 |
119.59 |
|
1.000 |
119.14 |
|
1.618 |
118.42 |
|
2.618 |
117.25 |
|
4.250 |
115.34 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.90 |
120.56 |
| PP |
120.83 |
120.41 |
| S1 |
120.77 |
120.27 |
|