Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.28 |
121.13 |
0.85 |
0.7% |
118.71 |
| High |
121.54 |
121.60 |
0.06 |
0.0% |
121.60 |
| Low |
120.24 |
120.48 |
0.24 |
0.2% |
118.53 |
| Close |
120.96 |
120.84 |
-0.12 |
-0.1% |
120.84 |
| Range |
1.30 |
1.12 |
-0.18 |
-13.8% |
3.07 |
| ATR |
0.84 |
0.86 |
0.02 |
2.4% |
0.00 |
| Volume |
22,566 |
13,567 |
-8,999 |
-39.9% |
51,782 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.33 |
123.71 |
121.46 |
|
| R3 |
123.21 |
122.59 |
121.15 |
|
| R2 |
122.09 |
122.09 |
121.05 |
|
| R1 |
121.47 |
121.47 |
120.94 |
121.22 |
| PP |
120.97 |
120.97 |
120.97 |
120.85 |
| S1 |
120.35 |
120.35 |
120.74 |
120.10 |
| S2 |
119.85 |
119.85 |
120.63 |
|
| S3 |
118.73 |
119.23 |
120.53 |
|
| S4 |
117.61 |
118.11 |
120.22 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.53 |
128.26 |
122.53 |
|
| R3 |
126.46 |
125.19 |
121.68 |
|
| R2 |
123.39 |
123.39 |
121.40 |
|
| R1 |
122.12 |
122.12 |
121.12 |
122.76 |
| PP |
120.32 |
120.32 |
120.32 |
120.64 |
| S1 |
119.05 |
119.05 |
120.56 |
119.69 |
| S2 |
117.25 |
117.25 |
120.28 |
|
| S3 |
114.18 |
115.98 |
120.00 |
|
| S4 |
111.11 |
112.91 |
119.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.60 |
118.53 |
3.07 |
2.5% |
0.83 |
0.7% |
75% |
True |
False |
10,356 |
| 10 |
121.60 |
117.50 |
4.10 |
3.4% |
0.74 |
0.6% |
81% |
True |
False |
7,495 |
| 20 |
121.60 |
116.00 |
5.60 |
4.6% |
0.75 |
0.6% |
86% |
True |
False |
4,232 |
| 40 |
121.60 |
114.18 |
7.42 |
6.1% |
0.82 |
0.7% |
90% |
True |
False |
2,451 |
| 60 |
121.60 |
113.48 |
8.12 |
6.7% |
0.70 |
0.6% |
91% |
True |
False |
1,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
124.53 |
|
1.618 |
123.41 |
|
1.000 |
122.72 |
|
0.618 |
122.29 |
|
HIGH |
121.60 |
|
0.618 |
121.17 |
|
0.500 |
121.04 |
|
0.382 |
120.91 |
|
LOW |
120.48 |
|
0.618 |
119.79 |
|
1.000 |
119.36 |
|
1.618 |
118.67 |
|
2.618 |
117.55 |
|
4.250 |
115.72 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.04 |
120.70 |
| PP |
120.97 |
120.56 |
| S1 |
120.91 |
120.42 |
|