Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
121.13 |
120.86 |
-0.27 |
-0.2% |
118.71 |
| High |
121.60 |
121.05 |
-0.55 |
-0.5% |
121.60 |
| Low |
120.48 |
119.90 |
-0.58 |
-0.5% |
118.53 |
| Close |
120.84 |
120.40 |
-0.44 |
-0.4% |
120.84 |
| Range |
1.12 |
1.15 |
0.03 |
2.7% |
3.07 |
| ATR |
0.86 |
0.88 |
0.02 |
2.4% |
0.00 |
| Volume |
13,567 |
19,510 |
5,943 |
43.8% |
51,782 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.90 |
123.30 |
121.03 |
|
| R3 |
122.75 |
122.15 |
120.72 |
|
| R2 |
121.60 |
121.60 |
120.61 |
|
| R1 |
121.00 |
121.00 |
120.51 |
120.73 |
| PP |
120.45 |
120.45 |
120.45 |
120.31 |
| S1 |
119.85 |
119.85 |
120.29 |
119.58 |
| S2 |
119.30 |
119.30 |
120.19 |
|
| S3 |
118.15 |
118.70 |
120.08 |
|
| S4 |
117.00 |
117.55 |
119.77 |
|
|
| 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 |
118.86 |
2.74 |
2.3% |
0.98 |
0.8% |
56% |
False |
False |
14,017 |
| 10 |
121.60 |
117.80 |
3.80 |
3.2% |
0.81 |
0.7% |
68% |
False |
False |
9,418 |
| 20 |
121.60 |
116.00 |
5.60 |
4.7% |
0.78 |
0.6% |
79% |
False |
False |
5,124 |
| 40 |
121.60 |
114.18 |
7.42 |
6.2% |
0.79 |
0.7% |
84% |
False |
False |
2,928 |
| 60 |
121.60 |
113.48 |
8.12 |
6.7% |
0.72 |
0.6% |
85% |
False |
False |
2,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.94 |
|
2.618 |
124.06 |
|
1.618 |
122.91 |
|
1.000 |
122.20 |
|
0.618 |
121.76 |
|
HIGH |
121.05 |
|
0.618 |
120.61 |
|
0.500 |
120.48 |
|
0.382 |
120.34 |
|
LOW |
119.90 |
|
0.618 |
119.19 |
|
1.000 |
118.75 |
|
1.618 |
118.04 |
|
2.618 |
116.89 |
|
4.250 |
115.01 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.48 |
120.75 |
| PP |
120.45 |
120.63 |
| S1 |
120.43 |
120.52 |
|