Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.45 |
124.27 |
0.82 |
0.7% |
120.71 |
| High |
124.49 |
124.91 |
0.42 |
0.3% |
121.79 |
| Low |
123.15 |
123.11 |
-0.04 |
0.0% |
119.77 |
| Close |
123.93 |
123.34 |
-0.59 |
-0.5% |
121.47 |
| Range |
1.34 |
1.80 |
0.46 |
34.3% |
2.02 |
| ATR |
1.05 |
1.10 |
0.05 |
5.1% |
0.00 |
| Volume |
1,091,397 |
1,394,204 |
302,807 |
27.7% |
2,960,393 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.19 |
128.06 |
124.33 |
|
| R3 |
127.39 |
126.26 |
123.84 |
|
| R2 |
125.59 |
125.59 |
123.67 |
|
| R1 |
124.46 |
124.46 |
123.51 |
124.13 |
| PP |
123.79 |
123.79 |
123.79 |
123.62 |
| S1 |
122.66 |
122.66 |
123.18 |
122.33 |
| S2 |
121.99 |
121.99 |
123.01 |
|
| S3 |
120.19 |
120.86 |
122.85 |
|
| S4 |
118.39 |
119.06 |
122.35 |
|
|
| 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 |
124.91 |
121.40 |
3.51 |
2.8% |
1.26 |
1.0% |
55% |
True |
False |
875,886 |
| 10 |
124.91 |
119.77 |
5.14 |
4.2% |
1.11 |
0.9% |
69% |
True |
False |
777,365 |
| 20 |
124.91 |
117.18 |
7.73 |
6.3% |
0.95 |
0.8% |
80% |
True |
False |
691,180 |
| 40 |
124.91 |
113.67 |
11.24 |
9.1% |
1.00 |
0.8% |
86% |
True |
False |
539,891 |
| 60 |
124.91 |
112.91 |
12.00 |
9.7% |
0.98 |
0.8% |
87% |
True |
False |
548,393 |
| 80 |
124.91 |
112.91 |
12.00 |
9.7% |
0.92 |
0.7% |
87% |
True |
False |
504,218 |
| 100 |
124.91 |
109.55 |
15.36 |
12.5% |
0.85 |
0.7% |
90% |
True |
False |
403,551 |
| 120 |
124.91 |
109.55 |
15.36 |
12.5% |
0.79 |
0.6% |
90% |
True |
False |
336,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.56 |
|
2.618 |
129.62 |
|
1.618 |
127.82 |
|
1.000 |
126.71 |
|
0.618 |
126.02 |
|
HIGH |
124.91 |
|
0.618 |
124.22 |
|
0.500 |
124.01 |
|
0.382 |
123.80 |
|
LOW |
123.11 |
|
0.618 |
122.00 |
|
1.000 |
121.31 |
|
1.618 |
120.20 |
|
2.618 |
118.40 |
|
4.250 |
115.46 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.01 |
123.81 |
| PP |
123.79 |
123.65 |
| S1 |
123.56 |
123.50 |
|