Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
119.27 |
120.28 |
1.01 |
0.8% |
117.63 |
| High |
120.12 |
121.54 |
1.42 |
1.2% |
118.90 |
| Low |
119.24 |
120.24 |
1.00 |
0.8% |
117.50 |
| Close |
119.85 |
120.96 |
1.11 |
0.9% |
118.91 |
| Range |
0.88 |
1.30 |
0.42 |
47.7% |
1.40 |
| ATR |
0.78 |
0.84 |
0.07 |
8.4% |
0.00 |
| Volume |
12,282 |
22,566 |
10,284 |
83.7% |
23,177 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.81 |
124.19 |
121.68 |
|
| R3 |
123.51 |
122.89 |
121.32 |
|
| R2 |
122.21 |
122.21 |
121.20 |
|
| R1 |
121.59 |
121.59 |
121.08 |
121.90 |
| PP |
120.91 |
120.91 |
120.91 |
121.07 |
| S1 |
120.29 |
120.29 |
120.84 |
120.60 |
| S2 |
119.61 |
119.61 |
120.72 |
|
| S3 |
118.31 |
118.99 |
120.60 |
|
| S4 |
117.01 |
117.69 |
120.25 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.64 |
122.17 |
119.68 |
|
| R3 |
121.24 |
120.77 |
119.30 |
|
| R2 |
119.84 |
119.84 |
119.17 |
|
| R1 |
119.37 |
119.37 |
119.04 |
119.61 |
| PP |
118.44 |
118.44 |
118.44 |
118.55 |
| S1 |
117.97 |
117.97 |
118.78 |
118.21 |
| S2 |
117.04 |
117.04 |
118.65 |
|
| S3 |
115.64 |
116.57 |
118.53 |
|
| S4 |
114.24 |
115.17 |
118.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.54 |
118.00 |
3.54 |
2.9% |
0.79 |
0.7% |
84% |
True |
False |
8,032 |
| 10 |
121.54 |
117.50 |
4.04 |
3.3% |
0.68 |
0.6% |
86% |
True |
False |
6,196 |
| 20 |
121.54 |
116.00 |
5.54 |
4.6% |
0.74 |
0.6% |
90% |
True |
False |
3,565 |
| 40 |
121.54 |
113.98 |
7.56 |
6.3% |
0.80 |
0.7% |
92% |
True |
False |
2,118 |
| 60 |
121.54 |
113.48 |
8.06 |
6.7% |
0.68 |
0.6% |
93% |
True |
False |
1,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.07 |
|
2.618 |
124.94 |
|
1.618 |
123.64 |
|
1.000 |
122.84 |
|
0.618 |
122.34 |
|
HIGH |
121.54 |
|
0.618 |
121.04 |
|
0.500 |
120.89 |
|
0.382 |
120.74 |
|
LOW |
120.24 |
|
0.618 |
119.44 |
|
1.000 |
118.94 |
|
1.618 |
118.14 |
|
2.618 |
116.84 |
|
4.250 |
114.72 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.94 |
120.71 |
| PP |
120.91 |
120.45 |
| S1 |
120.89 |
120.20 |
|