Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121.69 |
122.96 |
1.27 |
1.0% |
120.71 |
| High |
123.15 |
123.87 |
0.72 |
0.6% |
121.79 |
| Low |
121.53 |
122.71 |
1.18 |
1.0% |
119.77 |
| Close |
122.49 |
123.47 |
0.98 |
0.8% |
121.47 |
| Range |
1.62 |
1.16 |
-0.46 |
-28.4% |
2.02 |
| ATR |
1.00 |
1.03 |
0.03 |
2.7% |
0.00 |
| Volume |
613,504 |
792,255 |
178,751 |
29.1% |
2,960,393 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.83 |
126.31 |
124.11 |
|
| R3 |
125.67 |
125.15 |
123.79 |
|
| R2 |
124.51 |
124.51 |
123.68 |
|
| R1 |
123.99 |
123.99 |
123.58 |
124.25 |
| PP |
123.35 |
123.35 |
123.35 |
123.48 |
| S1 |
122.83 |
122.83 |
123.36 |
123.09 |
| S2 |
122.19 |
122.19 |
123.26 |
|
| S3 |
121.03 |
121.67 |
123.15 |
|
| S4 |
119.87 |
120.51 |
122.83 |
|
|
| 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 |
123.87 |
120.70 |
3.17 |
2.6% |
0.91 |
0.7% |
87% |
True |
False |
593,035 |
| 10 |
123.87 |
119.06 |
4.81 |
3.9% |
1.03 |
0.8% |
92% |
True |
False |
697,910 |
| 20 |
123.87 |
116.01 |
7.86 |
6.4% |
0.91 |
0.7% |
95% |
True |
False |
644,190 |
| 40 |
123.87 |
113.67 |
10.20 |
8.3% |
0.98 |
0.8% |
96% |
True |
False |
477,751 |
| 60 |
123.87 |
112.91 |
10.96 |
8.9% |
0.95 |
0.8% |
96% |
True |
False |
540,440 |
| 80 |
123.87 |
112.91 |
10.96 |
8.9% |
0.89 |
0.7% |
96% |
True |
False |
473,183 |
| 100 |
123.87 |
109.55 |
14.32 |
11.6% |
0.83 |
0.7% |
97% |
True |
False |
378,733 |
| 120 |
123.87 |
109.40 |
14.47 |
11.7% |
0.77 |
0.6% |
97% |
True |
False |
315,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.80 |
|
2.618 |
126.91 |
|
1.618 |
125.75 |
|
1.000 |
125.03 |
|
0.618 |
124.59 |
|
HIGH |
123.87 |
|
0.618 |
123.43 |
|
0.500 |
123.29 |
|
0.382 |
123.15 |
|
LOW |
122.71 |
|
0.618 |
121.99 |
|
1.000 |
121.55 |
|
1.618 |
120.83 |
|
2.618 |
119.67 |
|
4.250 |
117.78 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.41 |
123.19 |
| PP |
123.35 |
122.91 |
| S1 |
123.29 |
122.64 |
|