Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.84 |
121.23 |
0.39 |
0.3% |
118.61 |
| High |
121.58 |
121.54 |
-0.04 |
0.0% |
121.48 |
| Low |
120.70 |
121.04 |
0.34 |
0.3% |
118.39 |
| Close |
121.34 |
121.27 |
-0.07 |
-0.1% |
120.70 |
| Range |
0.88 |
0.50 |
-0.38 |
-43.2% |
3.09 |
| ATR |
1.02 |
0.98 |
-0.04 |
-3.6% |
0.00 |
| Volume |
679,791 |
391,557 |
-288,234 |
-42.4% |
3,548,464 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.78 |
122.53 |
121.55 |
|
| R3 |
122.28 |
122.03 |
121.41 |
|
| R2 |
121.78 |
121.78 |
121.36 |
|
| R1 |
121.53 |
121.53 |
121.32 |
121.66 |
| PP |
121.28 |
121.28 |
121.28 |
121.35 |
| S1 |
121.03 |
121.03 |
121.22 |
121.16 |
| S2 |
120.78 |
120.78 |
121.18 |
|
| S3 |
120.28 |
120.53 |
121.13 |
|
| S4 |
119.78 |
120.03 |
121.00 |
|
|
| 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 |
121.58 |
119.77 |
1.81 |
1.5% |
0.96 |
0.8% |
83% |
False |
False |
678,844 |
| 10 |
121.58 |
117.78 |
3.80 |
3.1% |
0.91 |
0.8% |
92% |
False |
False |
660,455 |
| 20 |
121.58 |
115.88 |
5.70 |
4.7% |
0.91 |
0.8% |
95% |
False |
False |
641,142 |
| 40 |
121.58 |
113.67 |
7.91 |
6.5% |
0.99 |
0.8% |
96% |
False |
False |
479,950 |
| 60 |
121.58 |
112.91 |
8.67 |
7.1% |
0.95 |
0.8% |
96% |
False |
False |
563,387 |
| 80 |
121.58 |
112.91 |
8.67 |
7.1% |
0.86 |
0.7% |
96% |
False |
False |
449,534 |
| 100 |
121.58 |
109.55 |
12.03 |
9.9% |
0.81 |
0.7% |
97% |
False |
False |
359,830 |
| 120 |
121.58 |
109.40 |
12.18 |
10.0% |
0.75 |
0.6% |
97% |
False |
False |
299,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.67 |
|
2.618 |
122.85 |
|
1.618 |
122.35 |
|
1.000 |
122.04 |
|
0.618 |
121.85 |
|
HIGH |
121.54 |
|
0.618 |
121.35 |
|
0.500 |
121.29 |
|
0.382 |
121.23 |
|
LOW |
121.04 |
|
0.618 |
120.73 |
|
1.000 |
120.54 |
|
1.618 |
120.23 |
|
2.618 |
119.73 |
|
4.250 |
118.92 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.29 |
121.11 |
| PP |
121.28 |
120.95 |
| S1 |
121.28 |
120.79 |
|