Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
121.23 |
121.52 |
0.29 |
0.2% |
120.71 |
| High |
121.54 |
121.79 |
0.25 |
0.2% |
121.79 |
| Low |
121.04 |
121.40 |
0.36 |
0.3% |
119.77 |
| Close |
121.27 |
121.47 |
0.20 |
0.2% |
121.47 |
| Range |
0.50 |
0.39 |
-0.11 |
-22.0% |
2.02 |
| ATR |
0.98 |
0.95 |
-0.03 |
-3.4% |
0.00 |
| Volume |
391,557 |
488,070 |
96,513 |
24.6% |
2,960,393 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.72 |
122.49 |
121.68 |
|
| R3 |
122.33 |
122.10 |
121.58 |
|
| R2 |
121.94 |
121.94 |
121.54 |
|
| R1 |
121.71 |
121.71 |
121.51 |
121.63 |
| PP |
121.55 |
121.55 |
121.55 |
121.52 |
| S1 |
121.32 |
121.32 |
121.43 |
121.24 |
| S2 |
121.16 |
121.16 |
121.40 |
|
| S3 |
120.77 |
120.93 |
121.36 |
|
| S4 |
120.38 |
120.54 |
121.26 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.07 |
126.29 |
122.58 |
|
| R3 |
125.05 |
124.27 |
122.03 |
|
| R2 |
123.03 |
123.03 |
121.84 |
|
| R1 |
122.25 |
122.25 |
121.66 |
122.64 |
| PP |
121.01 |
121.01 |
121.01 |
121.21 |
| S1 |
120.23 |
120.23 |
121.28 |
120.62 |
| S2 |
118.99 |
118.99 |
121.10 |
|
| S3 |
116.97 |
118.21 |
120.91 |
|
| S4 |
114.95 |
116.19 |
120.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.79 |
119.77 |
2.02 |
1.7% |
0.80 |
0.7% |
84% |
True |
False |
592,078 |
| 10 |
121.79 |
118.39 |
3.40 |
2.8% |
0.85 |
0.7% |
91% |
True |
False |
650,885 |
| 20 |
121.79 |
115.96 |
5.83 |
4.8% |
0.86 |
0.7% |
95% |
True |
False |
622,213 |
| 40 |
121.79 |
113.67 |
8.12 |
6.7% |
0.96 |
0.8% |
96% |
True |
False |
464,391 |
| 60 |
121.79 |
112.91 |
8.88 |
7.3% |
0.94 |
0.8% |
96% |
True |
False |
549,957 |
| 80 |
121.79 |
112.91 |
8.88 |
7.3% |
0.86 |
0.7% |
96% |
True |
False |
455,627 |
| 100 |
121.79 |
109.55 |
12.24 |
10.1% |
0.81 |
0.7% |
97% |
True |
False |
364,690 |
| 120 |
121.79 |
109.40 |
12.39 |
10.2% |
0.75 |
0.6% |
97% |
True |
False |
303,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.45 |
|
2.618 |
122.81 |
|
1.618 |
122.42 |
|
1.000 |
122.18 |
|
0.618 |
122.03 |
|
HIGH |
121.79 |
|
0.618 |
121.64 |
|
0.500 |
121.60 |
|
0.382 |
121.55 |
|
LOW |
121.40 |
|
0.618 |
121.16 |
|
1.000 |
121.01 |
|
1.618 |
120.77 |
|
2.618 |
120.38 |
|
4.250 |
119.74 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.60 |
121.40 |
| PP |
121.55 |
121.32 |
| S1 |
121.51 |
121.25 |
|